garch-model
There are 2 repositories under garch-model topic.
- Language:Python 99
vishnukanduri / Time-series-analysis-in-Python
I perform time series analysis of data from scratch. I also implement The Autoregressive (AR) Model, The Moving Average (MA) Model, The Autoregressive Moving Average (ARMA) Model, The Autoregressive Integrated Moving Average (ARIMA) Model, The ARCH Model, The GARCH model, Auto ARIMA, forecasting and exploring a business case.
Language:Jupyter Notebook 61ilchen / options-pricing
Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Euro. Jupyter notebooks for pricing options using free publicly available datasets.
Language:Jupyter Notebook 28MajorLift / 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."
Language:HTML 22cate-art / ANN-Option-Pricing-
Option pricing and Delta hedging performance comparison between Black and Scholes vs Artificial Neural Network
Language:Python 20zzp1012 / tesla-stock-prediction
Explore TESLA stock price (time-series) using ARIMA & GARCH model.
Language:Python 19- Language:Rust 17
ananya173147 / Stock-Recommendation-Dashboard
A dashboard for helping beginners identify trading opportunities through technical analysis, fundamental analysis, and possible future projections.
Language:Python 14fischlerben / Yen-vs-US-Dollar
Python-written project that utilizes Time Series analysis, along with a Linear Regression model, to forecast the price of the Japanese Yen vs. the US Dollar. ARMA, ARIMA, and GARCH forecasting models included, as well as decomposition using the Hodrick-Prescott filter. In-Sample and Out-of-Sample performance metrics used to evaluate Linear Regression model.
Language:Jupyter Notebook 8romainlafarguette / varfxi
Model and replications scripts for the 2020 IMF Working Paper "Foreign Exchange Interventions Rules for Central Banks: A Risk-Based Framework"
Language:Jupyter Notebook 8greyfin2707 / VaR-calculation
Calculation of Value at Risk using Generalized normal distribution, EGARCH and GARCH + EVT
Language:Jupyter Notebook 7ndabdulsalaam / bitcon-prediction-arima-garch-models
For this project, I used Bitcoin's daily closing market price dataset from Jan 2012 to March 2021 Kaggle. This work's main objective includes explaining how to analyze a time series and forecast its values using ARIMA and GARCH models.
Language:Jupyter Notebook 6bit-mystic / Algo_Trading
A template for building an advanced Automated High-Frequency Trading (HFT) system. Note: For educational purposes only; customize before deploying in live markets.
Language:Python 5garthmortensen / finance
Contains financial studies work, including capital markets, corporate finance and other topics.
Language:MATLAB 5wilson-chen-GSMICS / market_risk_analysis
Code for value-at-risk calculation and backtesting.
Language:Jupyter Notebook 5AjNavneet / TimeSeries-ARCH-GARCH-AWS-Deployment
Implementation of ARCH and GARCH models with MLOps pipeline on the AWS for deployment and management in a production environment.
Language:Jupyter Notebook 4tam-ng / Drought_Forecasting_TimeSeries
Identified the most appropriate Time-Series method to forecast drought in African countries, acting as a critical early warning for drought managements
Language:R 4Zubiya-Rao / GARCH-ANN
Developed a forecasting model Hybrid GARCH-ANN By employing Grid Search for NYSE Stock
Language:Python 2hrosette / Yen_Time_Series_Forecasting
Using time series tools to predict future movements in the value of the Japanese yen versus the U.S. dollar.
Language:Jupyter Notebook 1ltayara1 / Time_Series-Regression_Analysis
This project uses the many time-series tools (Hodrick-Prescott Filter, ARMA, ARIMA and GARCH models, linear regression, etc.) to predict future movements in the value of the Japanese yen versus the U.S. dollar.
Language:Jupyter Notebook 1- Language:Jupyter Notebook 1
vmieres / Predicting-Currency-Movements
This repo is about forecasting the Yen movements in order to know whether to be long or short.
Language:Jupyter Notebook 1devosmitachatterjee2018 / Financial_Time_Series
The project involves the analysis and forecasting of time series on financial data.
Language:R 0Priyanshu501 / TimeSeries_Analysis
This repository contains a comprehensive analysis of time series data (stock prices), forecasted using various statistical and deep learning models.
Language:Jupyter Notebook 0Royston-Soh / dow-GARCH
Time series forecasting for Dow Jones Industrial Average using GARCH model
0- currency-forecasting
sarahm44 / currency-forecasting
Predicts future movements in the value of the Canadian dollar versus the Japanese yen using Time Series Modelling and Regression Analysis.
Language:Jupyter Notebook 0 tamobee / yen-futures
Time-series forecasting and linear regression modeling in order to predict future movements in the value of the Japanese yen versus the U.S. dollar.
Language:Jupyter Notebook 0youssef595 / Statistics-SP-500-index-Time-Series
SP500 index statistical analysis and modeling
Language:Jupyter Notebook 0bottama / GARCH-models-in-R
Specify and fit GARCH models to forecast time-varying volatility and value-at-risk.
Language:Rektoravlonitis / Forecasting-Steel-and-Oil-prices
Data Science project for forecasting steel and crude oil prices
Language:Pythongithubjacky / bitcoin-variance-analysis
This is a course project predicting the price of Bitcoin and some analysis of its variation.
Language:Jupyter Notebookrodrigocelso1 / Time-Series-Homework
Test the many time-series tools in order to predict future movements in the value of the Canadian dollar versus the Japanese yen.
Language:Jupyter NotebookSashaFlores / TimeSeriesAnalysis
Test various time-series Models to predict future movements in the value of the Japanese yen versus the U.S. dollar.
Language:Jupyter Notebooksimran2097 / ServiceNow-Stock-Prediction
Machine Learning & Python in Finance
Language:Jupyter Notebook
