GitHub topics: volatility-forecasting
ThecoderPinar/Samsung_Stock_Analysis_Forecasting_and_Volatility_Analysis
A comprehensive analysis and forecasting project for Samsung stock data, utilizing historical data to build predictive models and analyze volatility.
Language: Python - Size: 1.66 MB - Last synced at: about 2 months ago - Pushed at: 12 months ago - Stars: 8 - Forks: 0

FRE6123-FRM-Fall24-Group10/Volatility-Forecast-Using-GARCH-and-Temporal-Convolutional-Networks
FRE6123 (Financial Risk Management) Group Project: Volatility Forecast Using GARCH and Temporal Convolutional Networks
Language: Jupyter Notebook - Size: 0 Bytes - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 0 - Forks: 0

imsanjoykb/IBOVESPA-volatility-forecasting
IBOVESPA volatility forecasting
Language: R - Size: 747 KB - Last synced at: 2 months ago - Pushed at: almost 4 years ago - Stars: 9 - Forks: 1

Chaymae-ipynb/Financial-Modeling-R-Studio
Language: HTML - Size: 1.2 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

mdsunivie/HARNet
TensorFlow implementation of the HARNet model for realized volatility forecasting.
Language: Python - Size: 8.03 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 15 - Forks: 3

alexagedah/ForecastingVolatility
Comparing the performance of the GARCH(1,1) model and historical volatility, close-to-close volatility, Parkinson volatility, Garman-Klass volatility and Rogers-Satchell volatility in the rolling window method to forecast future volatility on the NASDAQ composite.
Language: Python - Size: 166 KB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 2 - Forks: 1
