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1. astro-ml astro-ml Public

   Astrophysical Machine Learning is a library that applies machine learning techniques to accretion discs.

   Python

2. implied-volatility-surface implied-volatility-surface Public

   Using polynomial regression (Dumas, Fleming and Whaley 1996) to estimate the implied deterministic volatility function of options on the Deribit crypto options and futures exchange

   Python

3. MachineLearningBitcoin MachineLearningBitcoin Public

   A linear regression model to forecast Bitcoin returns using on-chain data as the features.

   Python 2

4. ForecastingVolatility ForecastingVolatility Public

   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 w…

   Python 5 5