GitHub topics: garch-model

Repositories

iankhr/armagarch

ARMA-GARCH

Language: Python - Size: 280 KB - Last synced at: 14 days ago - Pushed at: over 1 year ago - Stars: 96 - Forks: 28

Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Euro. Jupyter notebooks for pricing options using free publicly available datasets.

Language: Jupyter Notebook - Size: 10.9 MB - Last synced at: 19 days ago - Pushed at: 19 days ago - Stars: 24 - Forks: 3

MajorLift/volatility-modeling-python-datasci

Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Markets of US and China Using GARCH Value-at-Risk Forecasting and Granger Causality."

Language: HTML - Size: 4.08 MB - Last synced at: 4 days ago - Pushed at: 3 months ago - Stars: 21 - Forks: 4

tam-ng/Drought_Forecasting_TimeSeries

Identified the most appropriate Time-Series method to forecast drought in African countries, acting as a critical early warning for drought managements

Language: R - Size: 21.1 MB - Last synced at: 7 days ago - Pushed at: about 5 years ago - Stars: 4 - Forks: 2

Liberxue/cqf

Custom Neuron Decision-Making and Visual Workflow Orchestration Quantitative

Language: Rust - Size: 1.06 MB - Last synced at: 14 days ago - Pushed at: 19 days ago - Stars: 17 - Forks: 5

AjNavneet/TimeSeries-ARCH-GARCH-AWS-Deployment

Implementation of ARCH and GARCH models with MLOps pipeline on the AWS for deployment and management in a production environment.

Language: Jupyter Notebook - Size: 302 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 3 - Forks: 1

SORADATA/Data-Analyst-Finance

Data for Finance

Language: Jupyter Notebook - Size: 6.35 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0

bit-mystic/Algo_Trading

A template for building an advanced Automated High-Frequency Trading (HFT) system. Note: For educational purposes only; customize before deploying in live markets.

Language: Jupyter Notebook - Size: 8.61 MB - Last synced at: 4 months ago - Pushed at: 9 months ago - Stars: 5 - Forks: 0

Priyanshu501/TimeSeries_Analysis

This repository contains a comprehensive analysis of time series data (stock prices), forecasted using various statistical and deep learning models.

Language: Jupyter Notebook - Size: 1.39 MB - Last synced at: about 1 month ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0

rodrigocelso1/Time-Series-Homework

Test the many time-series tools in order to predict future movements in the value of the Canadian dollar versus the Japanese yen.

Language: Jupyter Notebook - Size: 6.66 MB - Last synced at: 12 months ago - Pushed at: about 4 years ago - Stars: 0 - Forks: 0

ektoravlonitis/Forecasting-Steel-and-Oil-prices

Data Science project for forecasting steel and crude oil prices

Language: Python - Size: 1.08 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

romainlafarguette/varfxi

Model and replications scripts for the 2020 IMF Working Paper "Foreign Exchange Interventions Rules for Central Banks: A Risk-Based Framework"

Language: Jupyter Notebook - Size: 427 MB - Last synced at: 9 months ago - Pushed at: about 2 years ago - Stars: 7 - Forks: 2

githubjacky/bitcoin-variance-analysis

This is a course project predicting the price of Bitcoin and some analysis of its variation.

Language: Jupyter Notebook - Size: 4.25 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

simran2097/ServiceNow-Stock-Prediction

Machine Learning & Python in Finance

Language: Jupyter Notebook - Size: 12.6 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

vishnukanduri/Time-series-analysis-in-Python

I perform time series analysis of data from scratch. I also implement The Autoregressive (AR) Model, The Moving Average (MA) Model, The Autoregressive Moving Average (ARMA) Model, The Autoregressive Integrated Moving Average (ARIMA) Model, The ARCH Model, The GARCH model, Auto ARIMA, forecasting and exploring a business case.

Language: Jupyter Notebook - Size: 2.49 MB - Last synced at: about 1 year ago - Pushed at: about 5 years ago - Stars: 46 - Forks: 37

Zubiya-Rao/GARCH-ANN

Developed a forecasting model Hybrid GARCH-ANN By employing Grid Search for NYSE Stock

Language: Python - Size: 267 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

SashaFlores/TimeSeriesAnalysis

Test various time-series Models to predict future movements in the value of the Japanese yen versus the U.S. dollar.

Language: Jupyter Notebook - Size: 6.4 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

zzp1012/tesla-stock-prediction

Explore TESLA stock price (time-series) using ARIMA & GARCH model.

Language: Python - Size: 3.04 MB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 17 - Forks: 7

greyfin2707/VaR-calculation

Calculation of Value at Risk using Generalized normal distribution, EGARCH and GARCH + EVT

Language: Jupyter Notebook - Size: 211 KB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 4 - Forks: 0

NdAbdulsalaam/bitcon-prediction-arima-garch-models

For this project, I used Bitcoin's daily closing market price dataset from Jan 2012 to March 2021 Kaggle. This work's main objective includes explaining how to analyze a time series and forecast its values using ARIMA and GARCH models.

Language: Jupyter Notebook - Size: 1.09 MB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 1 - Forks: 0

ananya173147/Stock-Recommendation-Dashboard

A dashboard for helping beginners identify trading opportunities through technical analysis, fundamental analysis, and possible future projections.

Size: 265 KB - Last synced at: almost 2 years ago - Pushed at: over 3 years ago - Stars: 4 - Forks: 1

cate-art/ANN-Option-Pricing-

Option pricing and Delta hedging performance comparison between Black and Scholes vs Artificial Neural Network

Language: Python - Size: 336 KB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 8 - Forks: 0

fischlerben/Yen-vs-US-Dollar

Python-written project that utilizes Time Series analysis, along with a Linear Regression model, to forecast the price of the Japanese Yen vs. the US Dollar. ARMA, ARIMA, and GARCH forecasting models included, as well as decomposition using the Hodrick-Prescott filter. In-Sample and Out-of-Sample performance metrics used to evaluate Linear Regression model.

Language: Jupyter Notebook - Size: 1.88 MB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 6 - Forks: 2