chibui191 / bitcoin_volatility_forecasting

GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management

Date Created 2021-07-18 (3 years ago)

Commits 52 (last one 3 years ago)

Stargazers 224 (0 this week)

Watchers 8 (0 this week)

Forks 69

License unknown

Ranking

RepositoryStats indexes 589,134 repositories, of these chibui191/bitcoin_volatility_forecasting is ranked #165,621 (72nd percentile) for total stargazers, and #245,578 for total watchers. Github reports the primary language for this repository as Jupyter Notebook, for repositories using this language it is ranked #3,760/17,281.

chibui191/bitcoin_volatility_forecasting is also tagged with popular topics, for these it's ranked: cryptocurrency (#372/1250), bitcoin (#376/1180), trading (#243/651), finance (#213/574), stock-market (#87/239), sklearn (#52/125)

Other Information

chibui191/bitcoin_volatility_forecasting has Github issues enabled, there are 4 open issues and 2 closed issues.

All Topics

bitcoin finance sklearn trading garch-models stock-market cryptocurrency keras-tensorflow volatility-modeling lstm-neural-networks multivariate-timeseries

Star History

Github stargazers over time

Watcher History

Github watchers over time, collection started in '23

Recent Commit History

0 commits on the default branch (main) since jan '22

No recent commits to this repository

Yearly Commits

Commits to the default branch (main) per year

Issue History

Languages

The only known language in this repository is Jupyter Notebook

Opengraph Image

chibui191/bitcoin_volatility_forecasting

updated: 2024-11-24 @ 04:47pm, id: 387236715 / R_kgDOFxTDaw