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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147 Stars

49 Forks

147 Watchers

Jupyter Notebook Language

Cost to Build

$607.7K

Market Value

$1.15M

How is this calculated?

Growth over time

6 data points · 2021-11-01 → 2023-07-01

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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 master.zip

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