A Python implementation of a Hybrid LSTM-GARCH model for volatility forecasting
☆53Oct 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:
- By combining GARCH(1,1) and LSTM model implementing predictions.☆59Dec 29, 2018Updated 7 years ago
- A no ad, no tracking web Reddit client☆26Feb 4, 2025Updated last year
- A hybrid model to predict the volatility of stock index with LSTM and GARCH-type input parameters☆28Dec 17, 2020Updated 5 years ago
- heterogenous autoregressive (HAR) models of Bollerslev et al. (2016) implemented in R to forecast the intraday measure of realized volati…☆19Jul 19, 2021Updated 4 years ago
- Developing hybrid deep learning models by integrating Neural networks with (s,e,t)GARCH models to predict volatility in the Indian Commod…☆19May 21, 2021Updated 5 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hed…☆306Sep 10, 2021Updated 4 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆75Aug 1, 2021Updated 4 years ago
- Python codes for GARCH-MIDAS model (estimation & forecast)☆16Jan 28, 2023Updated 3 years ago
- Course projects of mathematical market microstructure.☆14Sep 8, 2019Updated 6 years ago
- AI superpowers you own. Sila is an open alternative to ChatGPT where you own AI assistants, chats and data.☆26Apr 22, 2026Updated last month
- 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
- Applying Hidden Markov Models to model Gold Intraday Volatility by detecting regime switches from low-vol regimes to high-vol☆16Feb 17, 2021Updated 5 years ago
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Sep 2, 2018Updated 7 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"☆13Dec 4, 2022Updated 3 years ago
- 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
- Various python scripts to introduce mean reversion concepts.☆23Jul 25, 2018Updated 7 years ago
- 量化投资探索指数基金定投的策略☆11Oct 21, 2017Updated 8 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
- A goal oriented Pi-Agent extension that supervises the coding agent and steers it toward a defined outcome.☆56May 31, 2026Updated 2 weeks ago
- quantitative trading strategies including VIX Calculator, Pattern Recognition, Monte Carlo, Heikin-Ashi, Pair Trading☆36Updated this week
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Multivariate Volatility Models (ARCH) for stock prices and other time series☆20Sep 15, 2024Updated last year
- Self-hosted AI trading strategy lab — paper trading, overnight strategy tournaments, 15+ technical indicators☆89Apr 20, 2026Updated last month
- ☆25Jan 1, 2025Updated last year
- ☆12Apr 25, 2022Updated 4 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
- Django使用GraphQL的例子☆10Oct 4, 2018Updated 7 years ago
- This project leverages the Binance API to acquire real-time data for Bitcoin (BTC) and Ethereum (ETH). The data is then used to train a L…☆14Aug 27, 2025Updated 9 months ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- ARIMA & GARCH models for stock price prediction☆27Sep 13, 2020Updated 5 years ago
- Project that uses deep learning to forecast stock returns and defines the optimal allocation for a maximum☆22Apr 23, 2021Updated 5 years ago
- ☆13Oct 14, 2024Updated last year
- ☆58Oct 29, 2021Updated 4 years ago
- A portfolio optimization framework leveraging Deep Reinforcement Learning (DRL)☆25Jul 29, 2020Updated 5 years ago
- A complete toolkit for quantitative research and development of options trading strategies.☆27Jun 5, 2025Updated last year
- Applying Differential Machine Learning to Calibrate Heston Model☆22Sep 24, 2023Updated 2 years ago