volatility-forecasting

There are 1 repository under volatility-forecasting topic.

mdsunivie / HARNet
TensorFlow implementation of the HARNet model for realized volatility forecasting.
deep-learning forecasting stock-market tensorflow time-series volatility-forecasting
Language:Python 25
imsanjoykb / IBOVESPA-volatility-forecasting
IBOVESPA volatility forecasting
ibovespa machinelearning-research research research-and-development research-paper machine-learning deeplearning volatility-modeling volatility-forecasting
Language:R 9
ThecoderPinar / Samsung_Stock_Analysis_Forecasting_and_Volatility_Analysis
A comprehensive analysis and forecasting project for Samsung stock data, utilizing historical data to build predictive models and analyze volatility.
data-analysis deep-learning financial-analysis forecasting machine-learning python stock-analysis volatility-forecasting
Language:Python 7
alexagedah / ForecastingVolatility
Comparing the performance of the GARCH(1,1) model and historical volatility, close-to-close volatility, Parkinson volatility, Garman-Klass volatility and Rogers-Satchell volatility in the rolling window method to forecast future volatility on the NASDAQ composite.
machine-learning python volatility-forecasting
Language:Python 5
Chaymae-ipynb / Financial-Modeling-R-Studio
financial-analysis financial-modeling monte-carlo-simulation r-programming stock-return-predictions volatility-forecasting
Language:HTML 0
gauravjagtap-2611 / Time-Series-Data-Analysis
This project aims to model different Time Series data (mostly Stock data) by carrying out detailed analysis and fitting appropriate models.
arima-model forecasting garch-models r-studio sarima time-series-analysis volatility-forecasting
0