Pinned Loading

1. astro-ml astro-ml Public

   Astrophysical Machine Learning is a library that applies machine learning techniques to accretion discs.

   Python 1

2. implied-volatility-surface implied-volatility-surface Public

   Using polynomial regression (Dumas, Fleming and Whaley 1996) to estimate the implied deterministic volatility function of options on the Deribit crypto options and futures exchange

   Python 2

3. MachineLearningBitcoin MachineLearningBitcoin Public

   A linear regression model to forecast Bitcoin returns using on-chain data as the features.

   Python 2

4. ForecastingVolatility ForecastingVolatility Public

   Comparing the performance of the GARCH(1,1) model and historical volatility, close-to-close volatility, Parkinson volatility, Garman-Klass volatility and Rogers-Satchell volatility in the rolling w…

   Python 6 5