garch-models topic
bitcoin_volatility_forecasting
GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management
garchmodels
The Tidymodels Extension for GARCH models
Neural-Garch-Hybrid-Model-Implementation
By combining GARCH(1,1) and LSTM model implementing predictions.
Applied-Econometric-Time-Series
A repository to explore the concepts of applied econometrics in the context of financial time-series.
Time-Series-Analysis-Statistical-Arbitrage
This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.
ARMA-GARCH-Model
A stock price prediction model based on ARMA and GARCH
portvine
Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.
forecasting-realized-volatility-using-supervised-learning
Traditionally, volatility is modeled using parametric models. This project focuses on predicting EUR/USD volatility using more flexible, machine-learning methods.