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Projects in Awesome Lists tagged with garch-models
A curated list of projects in awesome lists tagged with garch-models .
https://github.com/chibui191/bitcoin_volatility_forecasting
GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management
bitcoin cryptocurrency finance garch-models keras-tensorflow lstm-neural-networks multivariate-timeseries sklearn stock-market trading volatility-modeling
Last synced: 18 Dec 2024
https://github.com/AlbertoAlmuinha/garchmodels
The Tidymodels Extension for GARCH models
arfima arima garch garch-models parsnip tidymodels
Last synced: 15 Nov 2024
https://github.com/davidalexandermoe/financial-time-series-analysis-and-forecasting-garch-models
Stock/Financial Time Series Analysis, Prediction and Forecasting using advanced Statistical methods and GARCH volatility-based models in R.
analysis forecasting garch-models stock-price-prediction time-series volatility
Last synced: 19 Nov 2024
https://github.com/avinash793/time-series-analysis-examples
Detailed implementation of various time series analysis models and concepts on real datasets.
acf ar-model arima-model arma-model dickey-fuller-test forecasting-models garch-models hidden-markov-models model-diagnostics model-selection-and-evaluation pacf q-q-plot random-walk residuals time-series-analysis time-series-decomposition time-series-forecasting var-model volatility-modeling white-noise
Last synced: 06 Nov 2024
