TensorFlow implementation of the HARNet model for realized volatility forecasting.
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Jul 16, 2023 - Python
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volatility-forecasting
Here are 8 public repositories matching this topic...
IBOVESPA volatility forecasting
machine-learning research deeplearning research-paper research-and-development ibovespa volatility-modeling volatility-forecasting machinelearning-research
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Sep 4, 2021 - R
A comprehensive analysis and forecasting project for Samsung stock data, utilizing historical data to build predictive models and analyze volatility.
python machine-learning deep-learning forecasting data-analysis financial-analysis stock-analysis volatility-forecasting
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Jun 22, 2024 - Python
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.
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Sep 30, 2022 - Python
FRE6123 (Financial Risk Management) Group Project: Volatility Forecast Using GARCH and Temporal Convolutional Networks
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Nov 23, 2024 - Jupyter Notebook
monte-carlo-simulation financial-analysis r-programming financial-modeling volatility-forecasting stock-return-predictions
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May 14, 2024 - HTML
The Analysis gives broad insight on Descriptive Analysis, Trend Analysis, Correlation Matrix, Covariance Matrix, Time Series Analysis, Volatility and Portfolio Optimization of stocks. With full insight given, Investors and Traders could determine the best stocks to invest in, the interpretation from the analysis clearly show stocks with high risk
portfolio-optimization time-series-analysis correlation-matrix trend-analysis descriptive-analysis volatility-forecasting coveriance-matix
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Sep 26, 2024 - Jupyter Notebook
This project aims to model different Time Series data (mostly Stock data) by carrying out detailed analysis and fitting appropriate models.
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Feb 13, 2021
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