volatility-forecasting

There are 1 repository under volatility-forecasting topic.

• mdsunivie / HARNet

  TensorFlow implementation of the HARNet model for realized volatility forecasting.

  deep-learningforecastingstock-markettensorflowtime-seriesvolatility-forecasting
  Language:Python 23

• imsanjoykb / IBOVESPA-volatility-forecasting

  IBOVESPA volatility forecasting

  ibovespamachinelearning-researchresearchresearch-and-developmentresearch-papermachine-learningdeeplearningvolatility-modelingvolatility-forecasting
  Language:R 8

• 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-learningpythonvolatility-forecasting
  Language:Python 4

• 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-modelforecastinggarch-modelsr-studiosarimatime-series-analysisvolatility-forecasting
  0