Bturan19/Neural-Garch-Hybrid-Model-Implementation Bturan19/Neural-Garch-Hybrid-Model-Implementation

  • Stars
    star
    54
  • Rank 544,902 (Top 11 %)
  • Language
    Jupyter Notebook
  • Created almost 6 years ago
  • Updated almost 6 years ago
Twitter logo Share LinkedIn logo Share Facebook logo Share
Bturan19/Neural-Garch-Hybrid-Model-Implementation
github

Bturan19

Reviews

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

Repository Details

By combining GARCH(1,1) and LSTM model implementing predictions.

More Repositories

1

Pair-Trade-Implementation

Algorithmic trading implementation with pair trade strategy
Jupyter Notebook
3
star