GitHub

Hybrid-GARCH-Deep-Learning-Volatility-Forecasting-Model-Python-

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 ...
GitHub

Issues: kw3ku/Stock-Price-Forecasting-and-Volatility-Modeling-ARIMA-GARCH-with_Python

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IEEE

Comparative Analysis of ARIMA and GARCH Models for Forecasting Spot Gold Prices and Their Volatility: A Time Series Study

Abstract: Gold's reputation as a secure investment offering protection against inflation has solidified its status as a preferred asset among investors. As a result, forecasting gold prices while ...
Scientific Research Publishing

Wang, P., Zhang, H., Qin, Z., & Zhang, G. (2017). A Novel Hybrid-Garch Model Based on ARIMA and SVM for PM 2.5 Concentrations Forecasting. Atmospheric Pollution Research, 8 ...

ABSTRACT: Background and Theoretical Dilemma: The United States of America (USA) is the world’s largest consumer of crude oil in the world. Ensuring the sustainability of the role of crude oil in the ...