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 (2 years ago)

Commits 52 (last one 2 years ago)

Stargazers 206 (2 this week)

Watchers 8 (0 this week)

Forks 63

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RepositoryStats indexes 534,880 repositories, of these chibui191/bitcoin_volatility_forecasting is ranked #164,931 (69th percentile) for total stargazers, and #236,088 for total watchers. Github reports the primary language for this repository as Jupyter Notebook, for repositories using this language it is ranked #3,642/14,941.

chibui191/bitcoin_volatility_forecasting is also tagged with popular topics, for these it's ranked: cryptocurrency (#377/1145), bitcoin (#385/1102), trading (#228/579), finance (#213/519), stock-market (#81/210), sklearn (#52/120)

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: 2024-07-01 @ 09:18am, id: 387236715 / R_kgDOFxTDaw