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GitHub / imhgchoi / ARIMA-LSTM-hybrid-corrcoef-predict

Applied an ARIMA-LSTM hybrid model to predict future price correlation coefficients of two assets

JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/imhgchoi%2FARIMA-LSTM-hybrid-corrcoef-predict

Stars: 349
Forks: 121
Open Issues: 1

License: None
Language: Jupyter Notebook
Repo Size: 157 MB
Dependencies: 0

Created: almost 6 years ago
Updated: 7 months ago
Last pushed: over 5 years ago
Last synced: 7 months ago

Topics: arima-model, machine-learning, neural-network, portfolio-optimization

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