InfoWorld

Using Visual Studio Code’s ‘air-gapped’ AI model mode

VS Code can use LLM models other than GitHub Copilot’s built-in providers for AI-assisted development, including local and ...

OpenAI's new GPT-5.5-Cyber tops Claude Mythos 5 in vulnerability benchmark0 0

OpenAI is rolling out the full, limited-release version of GPT-5.5-Cyber—a specialized AI model that outperforms its ...
GitHub

Lightning fast forecasting with statistical and econometric models

Current Python alternatives for statistical models are slow, inaccurate and don't scale well. So we created a library that can be used to forecast in production environments or as benchmarks.
GitHub

This repo describes python code and input data files for "Forecasting stock return distributions around the globe with quantile neural networks".

torch 2.2.2 PyTorch framework for neural networks. The documented GPU setup targets the official CUDA 12.1 wheel. FF3.CSV Ken French Data Library Full file included Fama-French 3-factor returns. Only ...
Benzinga.com

A Comprehensive Guide to Effective Volatility Prediction using GARCH-X

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 ...
Scientific Research Publishing

Integrating Volatility Models within State Space Frameworks for Commodity Return Analysis ()

The study applies a Kalman filter (KF) to Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models to create a hybrid model, to estimate the parameters of the GARCH model in the ...
Nature

BLS-QLSTM: a novel hybrid quantum neural network for stock index forecasting

With the rapid development of investment markets and the diversification of investment products, accurate prediction of stock price trends is particularly important for investors and researchers. The ...
LinkedIn

"Analysing Volatility in 10-Year and 30-Year US Treasury Yields Using GARCH Models: A Decade-Long Perspective (2015–2025)"

Treasury yields, such as the 10-year and 30-year U.S. Treasury Constant Maturity Rates, are pivotal indicators of economic health, reflecting investor expectations about future interest rates, ...
LinkedIn

"Decoding Gold Price Volatility: A Decade-Long Analysis Using GARCH(1,1) and Clustering"

Gold (XAU/USD) has long been a cornerstone of financial markets, valued for its role as a safe-haven asset, hedge against inflation, and store of value during economic uncertainty. Its price dynamics ...
Scientific Research Publishing

Forecasting and Assessing the Impact of Financial Derivatives on Financial Risk ()

The excerpt from the 20th CPC National Congress report underscores the pressing need to address significant challenges in averting financial risks. It emphasizes the importance of fortifying the ...
IEEE

Statistical Model Approach of Electricity Price Forecasting for Indian Electricity Market

Abstract: The cost of renewable power price is coming down with increased modest methods in the electricity market. When it is to benefit both the producers and consumers of electricity, a next-day ...