csatzky/forecasting-realized-volatility-using-supervised-learning

Traditionally, volatility is modeled using parametric models. This project focuses on predicting EUR/USD volatility using more flexible, machine-learning methods.

语言：R · GitHub 星标：28 · Fork：5

话题：eurusd · garch-models · machine-learning · market-risk-management · realized-volatility · volatility-modeling

在 GitHub 上查看原仓库