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garch-volatility

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MaciekOtto / praca_magisterska-Master_Thesis_scripts

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Skrypty do pracy magisterskiej: GARCH (GARCH, EGARCH, GJR-GARCH, APARCH) vs. ML (RF, LSTM, SVR) w prognozowaniu zmienności stóp zwrotu 1000 spółek NASDAQ (2020-2025) | Master's thesis scripts: GARCH vs. ML volatility forecasting for 1,000 NASDAQ stocks (2020-2025)

machine-learning random-forest stock-market lstm-model nasdaq svm-model volatility garch lstm-neural-networks stock-analysis machine-learning-models masterthesis volatility-modeling nasdaq-stocks yfinance-api volatility-forecasting garch-forecasting garch-volatility yfinance-data-fetching volatilityforecasting
  • Updated Sep 10, 2026
  • Python

mlatinov / laplace-ts

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A Laplace library of time series building blocks for Stan — the classical ARIMA family, seasonal variants, exponential smoothing, GARCH volatility, smooth-transition regime switching, and count autoregression. Every model ships a mean recursion, a log density, a simulator, and a forecaster.

time-series bayesian-inference forecasting-models arima-model arima-forecasting garch-models arimax forecasting-time-series sarima-model baysian-statistics sarimax-model garch-forecasting garch-volatility laplace-language laplace-library
  • Updated Sep 18, 2026

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