imhgchoi/ARIMA-LSTM-hybrid-corrcoef-predict
Applied an ARIMA-LSTM hybrid model to predict future price correlation coefficients of two assets
This project helps financial professionals predict the future price correlation between two assets, which is crucial for optimizing investment portfolios. It takes historical stock price data for two assets and outputs a forecast of their correlation coefficient. Financial analysts, portfolio managers, and quantitative traders who manage investment strategies would find this useful.
430 stars. No commits in the last 6 months.
Use this if you need an advanced method to forecast the future correlation between two assets to improve your portfolio diversification and risk management.
Not ideal if you're looking for a simple, off-the-shelf tool that doesn't require technical steps to prepare data and combine model outputs.
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Last pushed
Oct 01, 2018
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