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 222 (0 this week)

Watchers 8 (0 this week)

Forks 68

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RepositoryStats indexes 579,555 repositories, of these chibui191/bitcoin_volatility_forecasting is ranked #164,834 (72nd percentile) for total stargazers, and #244,081 for total watchers. Github reports the primary language for this repository as Jupyter Notebook, for repositories using this language it is ranked #3,737/16,901.

chibui191/bitcoin_volatility_forecasting is also tagged with popular topics, for these it's ranked: cryptocurrency (#371/1224), bitcoin (#377/1169), trading (#242/643), finance (#215/566), stock-market (#87/236), sklearn (#52/123)

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

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chibui191/bitcoin_volatility_forecasting

updated: 2024-11-05 @ 08:47am, id: 387236715 / R_kgDOFxTDaw