Neural-Garch-Hybrid-Model-Implementation icon indicating copy to clipboard operation
Neural-Garch-Hybrid-Model-Implementation copied to clipboard

By combining GARCH(1,1) and LSTM model implementing predictions.

Neural-Garch-Hybrid-Model-Implementation

This study is orginally my final homework of master degree. Objection of this repository is; by combining GARCH(1,1) and LSTM model implementing predictions.