Time series forecasting library for volatility and price prediction using GARCH, EWMA, XGBoost, LightGBM, LSTM, Prophet, and ARIMA models with ensemble methods.
python machine-learning time-series lstm xgboost lightgbm arima prophet garch ewma forecasting-volatility ensemble-methods financial-forecasting
-
Updated
Jan 17, 2026 - Jupyter Notebook