hugogobato

Absorption_ratio-Mark-Kritzman-Yuanzhen-Li-Sebastien-Page-Roberto-Rigobon-2010-

Algorithm that can calculate the daily Absorption Ratio (Systemic Risk indicator) of all S&P 500 companies

Can-Transformers-Transform-Financial-Forecasting-

This is the GitHub Repository for the paper "Can Transformers Transform Financial Forecasting?"

Financial_Turbulence-Mark-Kritzman-CFA-and-Yuanzhen-Li-2010-

Algorithm to calculate Financial Turbulence for any time period you wish

Forecasting-Realized-Volatility-through-Financial-Turbulence-and-Neural-Networks

Introducing-NBEATSx-to-Realized-Volatility-Forecasting

Data and Calculations used for the research Introducing NBEATSx to Realized Volatility Forecasting

TimesNet-for-Stock-Realized-Volatility-Prediction

This is the GitHub Repository for the paper "Charting New Avenues in Financial Forecasting with TimesNet: The Impact of Intraperiod and Interperiod Variations on Realized Volatility Prediction"

Topological-Tail-Dependence-Evidence-from-Forecasting-Realized-Volatility

This is the GitHub Repository for the research Topological Tail Dependence: Evidence from Forecasting Realized Volatility

Wasserstein-Distance-Loss-Function-for-Financial-Time-Series-Deep-Learning

This software automatizes the use of the proposed loss function in https://doi.org/10.1016/j.dajour.2023.100369

Wasserstein-Distance-Loss-Function-for-Realized-Volatility-Forecasting

Yang-Zhang-s-Realized-Volatility-Automated-Estimation-in-Python

This software automatizes the estimation of Yang & Zhang's RV proxy for financial securities

hugogobato/Topological-Tail-Dependence-Evidence-from-Forecasting-Realized-Volatility

This is the GitHub Repository for the research Topological Tail Dependence: Evidence from Forecasting Realized Volatility

hugogobato/Wasserstein-Distance-Loss-Function-for-Realized-Volatility-Forecasting

hugogobato/Forecasting-Realized-Volatility-through-Financial-Turbulence-and-Neural-Networks

hugogobato/Introducing-NBEATSx-to-Realized-Volatility-Forecasting

Data and Calculations used for the research Introducing NBEATSx to Realized Volatility Forecasting

hugogobato/Absorption_ratio-Mark-Kritzman-Yuanzhen-Li-Sebastien-Page-Roberto-Rigobon-2010-

Algorithm that can calculate the daily Absorption Ratio (Systemic Risk indicator) of all S&P 500 companies

hugogobato/Financial_Turbulence-Mark-Kritzman-CFA-and-Yuanzhen-Li-2010-

Algorithm to calculate Financial Turbulence for any time period you wish

hugogobato/TimesNet-for-Stock-Realized-Volatility-Prediction

This is the GitHub Repository for the paper "Charting New Avenues in Financial Forecasting with TimesNet: The Impact of Intraperiod and Interperiod Variations on Realized Volatility Prediction"

hugogobato/Wasserstein-Distance-Loss-Function-for-Financial-Time-Series-Deep-Learning

This software automatizes the use of the proposed loss function in https://doi.org/10.1016/j.dajour.2023.100369

hugogobato/Yang-Zhang-s-Realized-Volatility-Automated-Estimation-in-Python

This software automatizes the estimation of Yang & Zhang's RV proxy for financial securities

hugogobato/Can-Transformers-Transform-Financial-Forecasting-

This is the GitHub Repository for the paper "Can Transformers Transform Financial Forecasting?"

hugogobato/financial-data

Intraday 1 minute pricing data for S&P 500, NIKKEI 225, DAX 30 and more 📈 💶

hugogobato/neuralforecast

Scalable and user friendly neural :brain: forecasting algorithms.

hugogobato/XBCF

R and python implementations of Accelerated Bayesian Causal Forest.