Projects in Awesome Lists tagged with volatility-modeling
A curated list of projects in awesome lists tagged with volatility-modeling .
https://github.com/tyrneh/options-implied-probability
OIPD computes the market's expectations about the probable future prices of an asset, based on information contained in options data.
finance implied-volatility impliedprobability option-pricing option-trading options options-pricing options-trading probability-distribution risk-neutral risk-neutral-probability rnd volatility-modeling volatility-smile volatility-surface volatility-trading
Last synced: 06 Feb 2026
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: 10 Apr 2025
https://github.com/marcdemers/py_vollib_vectorized
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
finance finance-application greeks implied-volatility pandas py-vollib speedups trading trading-bot vectorization volatility volatility-modeling
Last synced: 14 Jan 2026
https://github.com/simon-hirsch/ondil
A package for online distributional learning.
distributional-forecasting distributional-regression gam gamlss location-scale-and-shape machine-learning online-learning probabilistic-forecasting python statistical-learning volatility-modeling
Last synced: 16 Jan 2026
https://github.com/majorlift/volatility-modeling-python-datasci
Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Markets of US and China Using GARCH Value-at-Risk Forecasting and Granger Causality."
arima-forecasting data-science data-vizualization financial-engineering garch-model granger-causality jupyter-notebook numpy pandas pyplot python3 regression-models research-paper risk-modelling scipy-stats seaborn statsmodels time-series-analysis value-at-risk volatility-modeling
Last synced: 25 Apr 2025
https://github.com/aaronsmith1234/volatilipy
Python wrappers around QuantLib and Pandas to easily generate volatility surfaces
pandas python quantlib volatility volatility-modeling
Last synced: 08 Apr 2026
https://github.com/imsanjoykb/ibovespa-volatility-forecasting
IBOVESPA volatility forecasting
deeplearning ibovespa machine-learning machinelearning-research research research-and-development research-paper volatility-forecasting volatility-modeling
Last synced: 30 Oct 2025
https://github.com/thecoderpinar/big-tech-financial-insights
🚀 A comprehensive project analyzing Big Tech stock prices using time series analysis, volatility modeling, and macroeconomic indicators. Featuring interactive dashboards and automated reporting! 📈💼
data-analysis data-science finance machine-learning macroeconomics stock-analysis time-series-analysis volatility-modeling
Last synced: 03 Apr 2025
https://github.com/ibaris/finance-tda
Topological Tail Dependence: Evidence from Forecasting Realized Volatility
finance quant risk-analysis topological-data-analysis volatility-modeling
Last synced: 04 Oct 2025
https://github.com/ferrangarciarovira/var-volatility-models
Comparative analysis of Value at Risk (VaR) measures using Black-Scholes pricing under different volatility models: jump diffusion, SABR and rough volatility.
black-scholes financial-modeling jump-diffusion python quantitative-finance rough-volatility value-at-risk volatility volatility-modeling
Last synced: 02 May 2026
https://github.com/studiofarzulla/gjr-garch-x
GJR-GARCH models with exogenous variance regressors
econometrics exogenous-variables garch garch-modeling gjr-garch gjr-garch-x tarch-x volatility-modeling
Last synced: 14 Feb 2026
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: 15 May 2025
https://github.com/emiliodavola/nasdaq-100-coloquio-2025
Presentación de la Comunicación Oral del LII Coloquio Argentino de EstadÃstica de la Sociedad Argentina de EstadÃstica
econometrics egarch financial-econometrics garch heteroskedasticity nasdaq100 quarto r r-stats reveal-js statistics student-t-distribution time-series volatility-modeling
Last synced: 04 Oct 2025
https://github.com/beliavsky/garch
Simulation and estimation of ARCH and GARCH processes, used to model the time-varying standard deviation (volatility) of asset returns, with conditional distributions such as the normal, Laplace, and Student t.
finance gjr-garch laplace-distribution monte-carlo nelder-mead normal-distribution probability-distribution quantitative-finance simulation t-distribution volatility volatility-modeling
Last synced: 15 Jun 2025
