garch
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Notebooks on different kinds of Time Series analysis using Python
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Dec 8, 2022 - Jupyter Notebook
Time series and regression project. Tools and Models Explored: Times Series Analysis, Linear Regression, ARMA Model, ARIMA Model, and GARCH Model
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Nov 18, 2020 - Jupyter Notebook
Time series analysis forecasting
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Mar 8, 2022 - Jupyter Notebook
Predicting future movements in the value of Future contract for Japanese yen to U.S. dollar based on historical data. Time Series forecasting and Linear Regression Modeling performed.
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Feb 27, 2022 - Jupyter Notebook
Use ARMA, ARIMA, and GARCH models in order to predict future movements in the value of the Japanese yen versus the U.S. dollar.
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Jun 3, 2021 - Jupyter Notebook
Aplicación de distintos modelos de series temporales a las salidas de pasajeros del Aeropuerto de Menorca.
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Jul 7, 2021 - R
The time-series tools (Time Series Forecasting and Linear Regression Modeling ) in order to predict future movements in the value of the Japanese yen versus the U.S. dollar.
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May 19, 2021 - Jupyter Notebook
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Mar 23, 2021 - Makefile
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Apr 27, 2020
Project for the Advanced time-series analysis 2022/23 class at Faculty of Economic Sciences, University of Warsaw. In this project we build several GARCH-class models and compare their performance in assessing risk of a cryptocurrency portfolio.
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Jan 21, 2024 - R
analysis for term paper in iø8304 financial econometrics at ntnu
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May 15, 2020 - R
Time Series Analysis: Fit and predict Apple stock price using ARMA and GARCH models.
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Jun 8, 2021
Financial time series forecasting using R
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Jul 18, 2022 - Jupyter Notebook
Predicted Volatility: Applying Predicted Volatility to Determine Profitability of Cyclical and Defensive ETFs
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Oct 6, 2022 - Jupyter Notebook
Option pricing based on GARCH model and BSM framework.
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Jun 1, 2024 - Jupyter Notebook
This repository is for me to practice Time Series Forecasting.
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Mar 28, 2021 - Jupyter Notebook
Time series forecasting for Dow Jones Industrial Average using GARCH model
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Jun 14, 2021
Java program (and its source code) used to produce results, which are presented in the paper "Nonlinear GARCH model and 1/f noise" (A. Kononovicius, J. Ruseckas, Physica A 427, 2015, pp. 74-81, doi: 10.1016/j.physa.2015.02.040).
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Oct 25, 2021 - Java
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