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

chibui191
chibui191
Date Created 2021-07-18 (3 years ago)
Commits 52 (last one 3 years ago)
Stargazers 253 (1 this week)
Watchers 8 (0 this week)
Forks 74
License unknown
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RepositoryStats indexes 641,731 repositories, of these chibui191/bitcoin_volatility_forecasting is ranked #160,177 (75th percentile) for total stargazers, and #239,275 for total watchers. Github reports the primary language for this repository as Jupyter Notebook, for repositories using this language it is ranked #3,660/19,418.

chibui191/bitcoin_volatility_forecasting is also tagged with popular topics, for these it's ranked: cryptocurrency (#366/1275),  bitcoin (#363/1216),  trading (#237/699),  finance (#213/641),  stock-market (#82/267),  sklearn (#48/137)

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

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chibui191/bitcoin_volatility_forecasting

updated: 2025-04-20 @ 03:02pm, id: 387236715 / R_kgDOFxTDaw