A hybrid framework combining econometric structure with deep learning for volatility prediction. This project integrates GARCH models for volatility clustering with LSTM networks for learning ...

The dcc_garch package implements the Dynamic Conditional Correlation (DCC) framework proposed by Engle (2002) — a cornerstone in multivariate volatility modeling. It estimates time-varying covariance ...

Abstract: Reliable and efficient trajectory generation methods are a fundamental need for autonomous dynamical systems. The goal of this article is to provide a comprehensive tutorial of three major ...