GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management
Projects include the application of transfer learning to build a convolutional neural network (CNN) that identifies the artist of a painting, the building of predictive models for Bitcoin price data using Long Short-Term Memory recurrent neural networks (LSTMs) and a tutorial explaining how to build two types of neural network using as input the MNIST dataset, namely, a CNN using Keras and a fully-connected network using TensorFlow.