Repository for a bsc thesis on forecasting index volatility with recurrent neural networks, the PyTorch network implementation in the python folder, dataset information is in the dataset folder and various R scripts used for building the dataset, generating csv input files for network training, data analysis and results graphs generation are available in the R scripts folder.
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IBOVESPA volatility forecasting
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imsanjoykb/IBOVESPA-volatility-forecasting
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