Modeling Value-at-Risk of a Mongolian Exchange Rae (MNT/USD) using the GARCH type model in Python
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Updated
Mar 13, 2023 - HTML
Modeling Value-at-Risk of a Mongolian Exchange Rae (MNT/USD) using the GARCH type model in Python
Time Series Forecasting with ARIMA GARCH
Financial time series forecasting using R
[PL] My master thesis from PUEB
Forecasting stock price volaitlity using GARCH models
Financial Time Series Analysis
Time Series Analysis - Yen for the Future
Detailed implementation of various time series analysis models and concepts on real datasets.
In this notebook, I've loaded historical Dollar-Yen exchange rate futures data. I've applied time series analysis and modeling to determine whether there is any predictable behavior.
Sentiment analysis of financial news in Russian and application of it's results in volatility modeling
Repository for keeping the code used for project of the course Financial Econometrics / Financial Time Series.
Artigo finalizado em 06/08/2021 como membro do Núcleo de Riscos & Derivativos, para o Clube de Finanças, Liga Acadêmica de Mercado Financeiro da UDESC & UFSC.
Predicting Market Volatility
Time Series Analysis
This project aims to model different Time Series data (mostly Stock data) by carrying out detailed analysis and fitting appropriate models.
Welcome to the repository for my conference paper on stock market analysis and predictive models. In this paper, I explore various models to analyze and predict stock market trends. I have employed a combination of traditional time series models and modern machine learning techniques to provide insights into stock price movements.
Project for "Advanced time series analysis" course
UECM3243 Analysis on Tesla stock using GARCH model
Ce Travail vise à reproduire les méthodes statistiques utilisées dans un article de recherche qui a exploré l’impact de COVID-19 sur la volatilité de l’indice boursier marocain (MASI).
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