Skip to content
View hugogobato's full-sized avatar

Block or report hugogobato

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. Markdown is supported. This note will only be visible to you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse

Popular repositories Loading

  1. Topological-Tail-Dependence-Evidence-from-Forecasting-Realized-Volatility Topological-Tail-Dependence-Evidence-from-Forecasting-Realized-Volatility Public

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

    Python 32 7

  2. Yang-Zhang-s-Realized-Volatility-Automated-Estimation-in-Python Yang-Zhang-s-Realized-Volatility-Automated-Estimation-in-Python Public

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

    Python 17 8

  3. TimesNet-for-Stock-Realized-Volatility-Prediction TimesNet-for-Stock-Realized-Volatility-Prediction Public

    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"

    Jupyter Notebook 17 2

  4. Introducing-NBEATSx-to-Realized-Volatility-Forecasting Introducing-NBEATSx-to-Realized-Volatility-Forecasting Public

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

    Jupyter Notebook 7 2

  5. Wasserstein-Distance-Loss-Function-for-Realized-Volatility-Forecasting Wasserstein-Distance-Loss-Function-for-Realized-Volatility-Forecasting Public

    Jupyter Notebook 6

  6. Evaluating-the-Efficacy-of-NHITS-for-Forecasting-Stock-Realized-Volatility Evaluating-the-Efficacy-of-NHITS-for-Forecasting-Stock-Realized-Volatility Public

    Jupyter Notebook 6