A Python implementation of a Hybrid LSTM-GARCH model for volatility forecasting
☆52Oct 18, 2022Updated 3 years ago
Alternatives and similar repositories for LSTM_GARCH
Users that are interested in LSTM_GARCH are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A hybrid model to predict the volatility of stock index with LSTM and GARCH-type input parameters☆28Dec 17, 2020Updated 5 years ago
- To create a data-web application deployed using the azure app service, which was made on Streamlit, the leading Pythonic data application…☆13Apr 2, 2022Updated 4 years ago
- Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model☆72Sep 15, 2019Updated 6 years ago
- Replication of key GARCH model papers☆37Mar 10, 2016Updated 10 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆75Aug 1, 2021Updated 4 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector …☆16Feb 28, 2023Updated 3 years ago
- ☆11Jun 9, 2021Updated 4 years ago
- Python codes for GARCH-MIDAS model (estimation & forecast)☆15Jan 28, 2023Updated 3 years ago
- ☆18Jan 12, 2024Updated 2 years ago
- Turn domain experts into production AI agents.☆42Updated this week
- Python substitute and transposition ciphers including Vigenère Cipher, Rail Fence Cipher, Caesar Cipher☆10Jul 16, 2021Updated 4 years ago
- Realized Volatility for stocks in Python☆14Apr 20, 2021Updated 5 years ago
- 遗传算法的C++实现,计算函数的最大值☆11Jun 5, 2018Updated 7 years ago
- AI superpowers you own. Sila is an open alternative to ChatGPT where you own AI assistants, chats and data.☆22Apr 22, 2026Updated 2 weeks ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Portfolio Optimisation is a fundamental problem in Financial Mathematics.The objective of this project is to explore the applicability of…☆13Nov 10, 2020Updated 5 years ago
- Course projects of mathematical market microstructure.☆14Sep 8, 2019Updated 6 years ago
- A Finite State Machine hybrid with Large Language Models☆15Updated this week
- ☆16Dec 16, 2022Updated 3 years ago
- Stock investment can be one of the ways to manage one’s asset. Technical analysis is sometimes used in financial markets to assist trader…☆13Sep 30, 2020Updated 5 years ago
- Finance 6470: Derivatives Markets☆10Apr 15, 2021Updated 5 years ago
- Semi-automatic analysis of a financial series using Python.☆13Nov 30, 2021Updated 4 years ago
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Sep 2, 2018Updated 7 years ago
- R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"☆13Dec 4, 2022Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- PyTorch implementations of FinGAN and TimeGAN to generate financial time series☆21Nov 13, 2024Updated last year
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆73Feb 19, 2020Updated 6 years ago
- quantitative trading strategies including VIX Calculator, Pattern Recognition, Monte Carlo, Heikin-Ashi, Pair Trading☆29Updated this week
- Code Release for Task Agnostic Dynamics Priors for Deep Reinforcement Learning☆12Jun 13, 2019Updated 6 years ago
- Pythonic version bhavcopy. Downloads the EOD data from the last date downloaded☆17Jul 9, 2021Updated 4 years ago
- This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.☆17Nov 28, 2017Updated 8 years ago
- Self-hosted AI trading strategy lab — paper trading, overnight strategy tournaments, 15+ technical indicators☆72Apr 20, 2026Updated 2 weeks ago
- Forecasting crude oil price based on only historical price data utilizing time-series forecasting and ensemble modeling.☆17May 1, 2023Updated 3 years ago
- A next-generation AI-powered algorithmic trading platform supporting strategy backtesting, live/paper trading, parameter optimization, an…☆44Apr 7, 2026Updated 3 weeks ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆25Jan 1, 2025Updated last year
- 不同时间序列预测方法对上海旅游规模进行预测☆19Mar 16, 2019Updated 7 years ago
- ☆14Jul 4, 2022Updated 3 years ago
- R package VCM contains three approaches for solving variance components model: PX-EM algorithm, MM algorithm and Method of Moments☆16Mar 6, 2025Updated last year
- 暑期机器学习讨论班是由张祥老师组织发起,全体学生参与的讨论交流活动。目的是让学生巩固机器学习基本算法,掌握基本原理和使用。组织形式为学生选题并制作PPT,采用演讲的形式授课给全体参与学生和导师。☆10Sep 19, 2018Updated 7 years ago
- Inspired by Hillebrand & Medeiros (2009) and Corsi (2009), I put neural networks in a High frequency environment, and tested the performa…☆18Sep 11, 2020Updated 5 years ago
- Encrypt Text messages and Images with a user input key.☆12Sep 27, 2020Updated 5 years ago