* Calculate daily returns as percentage price changes and save it to the DataFrame sp_price in a new column called Return. * View the data by printing out the last 10 rows. * Plot the Return column ...

**GARCHモデル（Generalized Autoregressive Conditional Heteroskedasticity）**は、時系列データの「変動の激しさ（ばらつきや volatility）」が、時間とともに変わる様子をうまく捉えたいときに使われるモデルです。特に株価や為替など金融分野で有名ですが、製造業の ...

This project develops and evaluates a hybrid volatility forecasting system that combines traditional econometric models (GARCH-family) with deep learning architectures (LSTM/DNN). The goal is to ...

Volatility forecasting is a key component of modern finance, used in asset allocation, risk management, and options pricing. Investors and traders rely on precise volatility models to optimize ...

Python is one of the most popular programming languages in the financial industry, with a huge collection of accompanying libraries. In this new edition of the Python for Finance Cookbook, you will ...