Popular GitHub Repositories for Garch

ARCH models in Python

Stock Prediction using LSTM, Linear Regression, ARIMA and GARCH models. Hyperparameter Optimization using Optuna framework for LSTM variants.

Custom Neuron Decision-Making and Visual Workflow Orchestration Quantitative

Compilation of technical analysis tools (EMA, Bollinger bands), fundamental analysis, machine learning models (LSTM, Random forest, ARIMA, GARCH, Markov Regime Switching), traditional stock prediction tools (Monte Carlo), sentiment analysis (NLP) as well as portfolio optimization, with purpose to provide a better understanding regarding possible future price movements of the analyzed stock and propose an optimal asset allocation.

Implied volatility is a key aspect when it comes to derivatives pricing. With the growing influence of machine learning in finance, I have investigated the use of LSTMs to forecast 1-day forward Implied Volatility.

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

Bayesian analysis and forecasting of Bitcoin volatility. Definition of GARCH and ARCH models through MCMC sampling.

时间序列分析书籍列表，并附带代码链接（如有）

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

Undergraduate Final Project on behalf of Radisha Fanni Sianti