AlphaUncommon
chibui191/bitcoin_volatility_forecasting
GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management
- Owner
- chibui191 (personal account)
- Stars
- Stars: 311
- Forks
- Forks: 85
- Language
- Jupyter Notebook
- License
- None
- Created
- 2021
- Topics
- financebitcoincryptocurrencystock-markettradinglstm-neural-networksgarch-modelsvolatility-modelingsklearnkeras-tensorflow
- Tier
- Alpha (250 to 699 ★) What this tier means
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