A Julia package for estimating ARMA-GARCH models.

ARMA-GARCH

Financial research data services for academics.

MSGARCH R Package

次元期权应征面试题范例。 #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，歼灭所有世袭制可兰经法家回教徒巫贼巫婆、洋番、峇峇娘惹。https://gitee.com/englianhu

The Tidymodels Extension for GARCH models

Open souce quantitative finance models and algorithms with tutorials

Thesis project about Unsupervised anomaly detection on the streaming time-series data of porfolio risk measures and returns.

Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation

Stock Prediction using LSTM, Linear Regression, ARIMA and GARCH models. Hyperparameter Optimization using Optuna framework for LSTM variants.

GARCH models estimated using autodiff.

Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations

R Finance packages not listed in the Empirical Finance Task View

Semi-automatic analysis of a financial series using Python.

Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option price and computations of pdf and cdf.

Dynamic adjusted BL portfolio based on GARCH model

A fork of Cronos with a focus on being a Time Series class library.

Financial engineering from a signal processing perspective

Utility routines for financial data analysis

Unit root tests, ARIMAX, GARCH models for the time being