ARCH models in Python

• UpdatedMar 19, 2025
• Python

ARMA-GARCH

• UpdatedOct 15, 2023
• Python

A Julia package for estimating ARMA-GARCH models.

• UpdatedApr 2, 2025
• Julia

Financial research data services for academics.

• UpdatedJan 24, 2025
• Python

MSGARCH R Package

• UpdatedDec 5, 2022
• R

次元期权应征面试题范例。 #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，歼灭所有世袭制可兰经法家回教徒巫贼巫婆、洋番、峇峇娘惹。https://gitee.com/englianhu

• UpdatedApr 20, 2025
• HTML

The Tidymodels Extension for GARCH models

• UpdatedAug 11, 2022
• R

Open souce quantitative finance models and algorithms with tutorials

• UpdatedApr 8, 2021
• Jupyter Notebook

Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation

• UpdatedApr 27, 2018
• R

Thesis project about Unsupervised anomaly detection on the streaming time-series data of porfolio risk measures and returns.

• UpdatedMay 31, 2018
• Python

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

• UpdatedJul 30, 2023
• Jupyter Notebook

Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations

• UpdatedMay 16, 2021
• R

GARCH models estimated using autodiff.

• UpdatedDec 12, 2024
• R

Semi-automatic analysis of a financial series using Python.

• UpdatedNov 30, 2021
• Jupyter Notebook

Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option price and computations of pdf and cdf.

• UpdatedJul 3, 2021
• Python

R Finance packages not listed in the Empirical Finance Task View

• UpdatedMar 14, 2025

Dynamic adjusted BL portfolio based on GARCH model

• UpdatedAug 23, 2018
• MATLAB

A fork of Cronos with a focus on being a Time Series class library.

• UpdatedFeb 11, 2021
• C#

Analyze NASDAQ100 stock data. Used ARIMA + GARCH model and machine learning techniques Naive Bayes and Decision tree to determine if we go long or short for a given stock on a particular day

• UpdatedSep 25, 2023
• R

Use ARIM, GARCH and VAR(Vector Autoregression Model) models to forecast the trend and value of the USD/EUR exchange rate.

• UpdatedMar 21, 2021
• Python