This project performs a basic multivariate GARCH modelling exercise in Python. Such approaches are available in other environments such as R, but there is yet to exist a tractable framework for ...

This project develops and evaluates a hybrid volatility forecasting system that combines traditional econometric models (GARCH-family) with deep learning architectures (LSTM/DNN). The goal is to ...

**GARCHモデル（Generalized Autoregressive Conditional Heteroskedasticity）**は、時系列データの「変動の激しさ（ばらつきや volatility）」が、時間とともに変わる様子をうまく捉えたいときに使われるモデルです。特に株価や為替など金融分野で有名ですが、製造業の ...

Volatility forecasting is a key component of modern finance, used in asset allocation, risk management, and options pricing. Investors and traders rely on precise volatility models to optimize ...

Python is one of the most popular programming languages in the financial industry, with a huge collection of accompanying libraries. In this new edition of the Python for Finance Cookbook, you will ...