Alternatives and similar repositories for LSTM_GARCH

Users that are interested in LSTM_GARCH are comparing it to the libraries listed below

• Bturan19 / Neural-Garch-Hybrid-Model-Implementation
  By combining GARCH(1,1) and LSTM model implementing predictions.
  ☆57Updated 6 years ago
• WencaiZheng / fix-income-quant-trading
  some interest rate models such as Vasicek and dynamic Nelson-Siegel model
  ☆17Updated 5 years ago
• jbogocz / arima_garch
  ARIMA & GARCH models for stock price prediction
  ☆18Updated 4 years ago
• Topaceminem / DCC-GARCH
  DCC GARCH modeling in Python
  ☆93Updated 5 years ago
• clf110510 / stochastic-volatility
  three stochastic volatility model: Heston, SABR, SVI
  ☆91Updated 6 years ago
• Robin-Guilliou / Option-Pricing
  Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…
  ☆77Updated 3 years ago
• UePG-21 / Barra-risk-model
  Implemented some mathematical processings used in the Barra risk model
  ☆28Updated 2 years ago
• lyx66 / Value-at-Risk-VaR-Based-on-Historical-Simulation-in-Conjunction-with-GARCH-Model
  Python code for rolling Value at Risk(VaR) of fiancial assets and some of economic time series, based on the procedure proposed by Hull &…
  ☆13Updated 3 years ago
• hamidreza-rhz / Index-tracking-portfolio-optimization-using-deep-learning
  Tracking S&P 500 index with deep learning model
  ☆12Updated last year
• kurucan / Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-Market
  Machine learning methods for identifing investment factors
  ☆17Updated 3 years ago
• XuanyiJi / Forecasting-the-volatility-of-stock-price-index
  A hybrid model to predict the volatility of stock index with LSTM and GARCH-type input parameters
  ☆24Updated 4 years ago
• EduardoRamosP / MultiTransformer
  Transformer and MultiTransformer layers for stock volatility forecasting purposes
  ☆68Updated 3 years ago
• kristina969 / Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-Market
  Machine learning methods for identifing investment factors
  ☆20Updated 3 years ago
• fp1acm8 / Analysis-of-Financial-Time-Series
  Semi-automatic analysis of a financial series using Python.
  ☆13Updated 3 years ago
• Yan1015 / Pairs-Trading-using-Copula
  This project is to apply Copula Function to pair trading strategy both in American stock market.
  ☆28Updated 6 years ago
• duffau / RNN_GARCH
  Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model
  ☆68Updated 5 years ago
• StockGram / Intelligent-Quantitative-Trading
  Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …
  ☆44Updated 2 years ago
• svenhsia / Calibrating-Rough-Volatility-Models-with-Deep-Learning
  This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.
  ☆50Updated 6 years ago
• taehokimmm / MFSS-XGBoost
  Multi Factor Stock Selection Model with XGBoost Tree Boosting
  ☆8Updated last year
• hobinkwak / Portfolio-Optimization-Deep-Learning
  Mean-Variance Optimization using DL (pytorch)
  ☆31Updated 3 years ago
• KshitijK1999 / A-Hybrid-Deep-Learning-Based-Model-for-Volatility-Prediction
  Developing hybrid deep learning models by integrating Neural networks with (s,e,t)GARCH models to predict volatility in the Indian Commod…
  ☆17Updated 4 years ago
• deep-hedger-Peng / HAR-RV
  A python-based implementation of the HAR model to forecast realized volatility on SPY.
  ☆18Updated 4 years ago
• PierreNowi / cs230-project
  Deep Reinforcement Learning Framework for Factor Investing
  ☆26Updated 2 years ago
• RichardS0268 / CNN-for-Trading
  Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
  ☆60Updated 9 months ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 3 years ago
• Musonda2day / Asset-Portfolio-Management-usingDeep-Reinforcement-Learning-
  This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …
  ☆80Updated 2 years ago
• werleycordeiro / Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
  Python Package: Fitting and Forecasting the yield curve
  ☆37Updated 4 years ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆88Updated 4 years ago
• sqc-cser / HTSC_Stock_RL
  复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果
  ☆34Updated 2 years ago
• DavidCico / Forecasting-direction-of-trade-an-example-with-LSTM-neural-network
  In this repository, the goal is to predict the tick direction of a stock based on its current order book and trade data. A LSTM Neural Ne…
  ☆19Updated 4 years ago