An autonomous trading bot for UTT 2026 that executes trades via Playwright by combining Technical Analysis with FinBERT sentiment.
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Apr 9, 2026 - Python
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garch-forecasting
Here are 6 public repositories matching this topic...
A Laplace library of time series building blocks for Stan — the classical ARIMA family, seasonal variants, exponential smoothing, GARCH volatility, smooth-transition regime switching, and count autoregression. Every model ships a mean recursion, a log density, a simulator, and a forecaster.
time-series bayesian-inference forecasting-models arima-model arima-forecasting garch-models arimax forecasting-time-series sarima-model baysian-statistics sarimax-model garch-forecasting garch-volatility laplace-language laplace-library
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Sep 18, 2026
Skrypty do pracy magisterskiej: GARCH (GARCH, EGARCH, GJR-GARCH, APARCH) vs. ML (RF, LSTM, SVR) w prognozowaniu zmienności stóp zwrotu 1000 spółek NASDAQ (2020-2025) | Master's thesis scripts: GARCH vs. ML volatility forecasting for 1,000 NASDAQ stocks (2020-2025)
machine-learning random-forest stock-market lstm-model nasdaq svm-model volatility garch lstm-neural-networks stock-analysis machine-learning-models masterthesis volatility-modeling nasdaq-stocks yfinance-api volatility-forecasting garch-forecasting garch-volatility yfinance-data-fetching volatilityforecasting
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Sep 10, 2026 - Python
Analisi finanziaria - Forecasting dei rendimenti dello stock "Vistra Energy Corp." tramite modelli GARCH
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Feb 11, 2026
A quant research project that tests whether **implied volatility** tends to be overpriced relative to **model-estimated volatility**. The study compares **India (NIFTY + India VIX)** and **US (S&P 500 + VIX)** using rolling GARCH forecasts, volatility spreads, and forward 5-day outcome testing.
machine-learning feature-engineering implied-volatility volatility-modeling quantitative-research volatility-forecasting qunatitative-finance garch-forecasting
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May 31, 2026 - Python
Repository demonstrates some of the models fitted as part of research seminar at HU Berlin on predicting short term Brent crude oil prices.
lstm-neural-networks time-series-forecasting arima-forecasting var-forecasting oil-prices garch-forecasting
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Oct 1, 2023 - Jupyter Notebook
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