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

finance

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313 Stars

84 Forks

8 Watchers

Jupyter Notebook Language

100 SrcLog Score

Cost to Build

$634.1K

Market Value

$1.28M

How is this calculated?

Growth over time

10 data points · 2021-11-01 → 2026-09-01

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What is the chibui191/bitcoin_volatility_forecasting GitHub project? Description: "GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management". Written in Jupyter Notebook. Explain what it does, its main use cases, key features, and who would benefit from using it.

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How to clone bitcoin_volatility_forecasting

Clone via HTTPS

git clone https://github.com/chibui191/bitcoin_volatility_forecasting.git

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[email protected]:chibui191/bitcoin_volatility_forecasting.git

Download ZIP

Download main.zip

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