Pinned Repositories
Bitcoin-Volatility-Analysis
Term Paper on Financial Econometrics exploring the volatility in Bitcoin prices as measured using a bayesian stochastic volatility analysis and using GARCH and rolling window GARCH estimates. These methods are compared and tested for the best way forward.
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
Economics_note
Computational material for Economics courses at UVic
HistoricalVolatility
A framework for historical volatility estimation and analysis.
Markov-Switching-Crypto-Portfolio
Crypto Trading Strategy based on Markov Switching GARCH
MIDAS
Using MIDAS Models on Russian Data. Cource work 2016
Midas-GDP-Forecast
My senior year project. Forecasting Turkey's real GDP growth using mixed data sampling regression model.
midaspy
Mixed Data Sampling (MIDAS) Modeling in Python
midasr
R package for mixed frequency time series data analysis.
R.MFIV
Model free implied volatility in R
sadrzadehsaeed's Repositories
sadrzadehsaeed/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
sadrzadehsaeed/Bitcoin-Volatility-Analysis
Term Paper on Financial Econometrics exploring the volatility in Bitcoin prices as measured using a bayesian stochastic volatility analysis and using GARCH and rolling window GARCH estimates. These methods are compared and tested for the best way forward.
sadrzadehsaeed/Economics_note
Computational material for Economics courses at UVic
sadrzadehsaeed/HistoricalVolatility
A framework for historical volatility estimation and analysis.
sadrzadehsaeed/Markov-Switching-Crypto-Portfolio
Crypto Trading Strategy based on Markov Switching GARCH
sadrzadehsaeed/MIDAS
Using MIDAS Models on Russian Data. Cource work 2016
sadrzadehsaeed/Midas-GDP-Forecast
My senior year project. Forecasting Turkey's real GDP growth using mixed data sampling regression model.
sadrzadehsaeed/midaspy
Mixed Data Sampling (MIDAS) Modeling in Python
sadrzadehsaeed/midasr
R package for mixed frequency time series data analysis.
sadrzadehsaeed/R.MFIV
Model free implied volatility in R
sadrzadehsaeed/rumidas
:exclamation: This is a read-only mirror of the CRAN R package repository. rumidas — Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS
sadrzadehsaeed/sadrzadehsaeed
Config files for my GitHub profile.
sadrzadehsaeed/Statistical-Analysis-And-Forecasting-of-Crypto-Tickers-for-Crypto-Treading
The goal of this study is to predict prices for Cryptocurrencies using Time series analysis and machine learning techniques. The purpose of this project is to take a sneak peek into the future by forecasting the next 30 days' average daily Realized Volatility (RV) of ETH-BTC using 2 different approaches - the traditional econometric approach to vol