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duffau/RNN_GARCH

Stars
54
Rank 544,902 (Top 11 %)
Language
Python
Created about 9 years ago
Updated about 5 years ago

duffau/RNN_GARCH

duffau

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Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model

algos_and_data_structures

recipes

Collection of cooking recipes