{"id":16629373,"url":"https://github.com/imsanjoykb/ibovespa-volatility-forecasting","last_synced_at":"2025-10-30T03:31:33.620Z","repository":{"id":47335864,"uuid":"399537902","full_name":"imsanjoykb/IBOVESPA-volatility-forecasting","owner":"imsanjoykb","description":"IBOVESPA volatility forecasting","archived":false,"fork":false,"pushed_at":"2021-09-04T18:06:56.000Z","size":765,"stargazers_count":9,"open_issues_count":0,"forks_count":1,"subscribers_count":3,"default_branch":"master","last_synced_at":"2025-02-02T06:11:20.567Z","etag":null,"topics":["deeplearning","ibovespa","machine-learning","machinelearning-research","research","research-and-development","research-paper","volatility-forecasting","volatility-modeling"],"latest_commit_sha":null,"homepage":"https://imsanjoykb.github.io/","language":"R","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"apache-2.0","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/imsanjoykb.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null}},"created_at":"2021-08-24T16:41:30.000Z","updated_at":"2024-10-07T18:39:54.000Z","dependencies_parsed_at":"2022-09-24T22:52:00.849Z","dependency_job_id":null,"html_url":"https://github.com/imsanjoykb/IBOVESPA-volatility-forecasting","commit_stats":null,"previous_names":[],"tags_count":1,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/imsanjoykb%2FIBOVESPA-volatility-forecasting","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/imsanjoykb%2FIBOVESPA-volatility-forecasting/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/imsanjoykb%2FIBOVESPA-volatility-forecasting/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/imsanjoykb%2FIBOVESPA-volatility-forecasting/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/imsanjoykb","download_url":"https://codeload.github.com/imsanjoykb/IBOVESPA-volatility-forecasting/tar.gz/refs/heads/master","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":238930130,"owners_count":19554122,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["deeplearning","ibovespa","machine-learning","machinelearning-research","research","research-and-development","research-paper","volatility-forecasting","volatility-modeling"],"created_at":"2024-10-12T04:40:59.167Z","updated_at":"2025-10-30T03:31:33.096Z","avatar_url":"https://github.com/imsanjoykb.png","language":"R","funding_links":[],"categories":[],"sub_categories":[],"readme":"# IBOVESPA volatility forecasting with neural networks\n\nRepository for a bsc thesis on forecasting index volatility with recurrent neural networks, the PyTorch network implementation \nin the [python folder](python), dataset information is in the [dataset folder](dataset) and various\nR scripts used for building the dataset, generating csv [input files](input_files) for network training, \ndata analysis and [results graphs](graphs) generation are available in the [R scripts folder](R_scripts).","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fimsanjoykb%2Fibovespa-volatility-forecasting","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fimsanjoykb%2Fibovespa-volatility-forecasting","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fimsanjoykb%2Fibovespa-volatility-forecasting/lists"}