3 results found Sort:

chibui191
bitcoin_volatility_forecasting chibui191
70
225
unknown
8
GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management
bitcoin finance sklearn trading garch-models stock-market cryptocurrency keras-tensorflow volatility-modeling lstm-neural-networks multivariate-timeseries
Created 2021-07-18
52 commits to main branch, last one 3 years ago
ArturSepp
StochVolModels ArturSepp
31
144
gpl-3.0
4
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
python heston-model option-pricing fourier-transform volatility-modeling quantitative-finance stochastic-processes stochastic-volatility monte-carlo-simulation heston-stochastic-volatility lognormal-stochastic-volatility
Created 2022-08-03
52 commits to main branch, last one about a month ago
marcdemers
py_vollib_vectorized marcdemers
32
120
mit
7
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
greeks pandas finance trading speedups py-vollib volatility trading-bot vectorization implied-volatility finance-application volatility-modeling
Created 2020-11-03
27 commits to main branch, last one 3 years ago