https://github.com/imsanjoykb/ibovespa-volatility-forecasting

IBOVESPA volatility forecasting
https://github.com/imsanjoykb/ibovespa-volatility-forecasting

deeplearning ibovespa machine-learning machinelearning-research research research-and-development research-paper volatility-forecasting volatility-modeling

Last synced: 8 months ago
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IBOVESPA volatility forecasting

• Host: GitHub
• URL: https://github.com/imsanjoykb/ibovespa-volatility-forecasting
• Owner: imsanjoykb
• License: apache-2.0
• Created: 2021-08-24T16:41:30.000Z (about 4 years ago)
• Default Branch: master
• Last Pushed: 2021-09-04T18:06:56.000Z (about 4 years ago)
• Last Synced: 2025-02-02T06:11:20.567Z (8 months ago)
• Topics: deeplearning, ibovespa, machine-learning, machinelearning-research, research, research-and-development, research-paper, volatility-forecasting, volatility-modeling
• Language: R
• Homepage: https://imsanjoykb.github.io/
• Size: 747 KB
• Stars: 9
• Watchers: 3
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

Awesome Lists containing this project

README

          
# IBOVESPA volatility forecasting with neural networks

Repository for a bsc thesis on forecasting index volatility with recurrent neural networks, the PyTorch network implementation 

in the [python folder](python), dataset information is in the [dataset folder](dataset) and various

R scripts used for building the dataset, generating csv [input files](input_files) for network training, 

data analysis and [results graphs](graphs) generation are available in the [R scripts folder](R_scripts).