bitcoin_volatility_forecasting icon indicating copy to clipboard operation
bitcoin_volatility_forecasting copied to clipboard

GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management

Results 4 bitcoin_volatility_forecasting issues
Sort by recently updated
recently updated
newest added

Hi, I spent a lot of time with your workbook and made a few adjustments for my multivariate data sets. These are just comments rather than issues, but you may...

In the first book this code snipped doesn't work because x_train is not defined, what to choose as x_train? ... ``` window_size = 20 batch_size = 32 shuffle_buffer_size = 1000...

Hi, it's a great work with very detail and comprehensive analysis. Some questions regarding to the prediction target: vol in 7 days future. Why prediction 30 days history RV in...

Hi Thanks for the great work. I trained 1 lstm model and was able to execute the predicted result, how can I convert that prediction to the close price Thanks