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 ...

This project performs a basic multivariate GARCH modelling exercise in Python. Such approaches are available in other environments such as R, but there is yet to exist a tractable framework for ...

Abstract: A radar detection scheme based on a GARCH clutter model has been proposed recently. This adaptive detector depends on the conditional variance of the GARCH ...

Abstract: Considering time-varying transition probability (TVTP), this article combines Markov regime switching with a dynamic conditional correlation generalized autoregressive conditional ...

Learn the benefits and risks of options and how to start trading options Lucas Downey is the co-founder of MoneyFlows, and an Investopedia Academy instructor. Samantha (Sam) Silberstein, CFP®, CSLP®, ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...