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mtv-garch

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rolffcoelho-bravo / shockbridge-research-lab

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Public evidence portfolio for macro-financial research engineering: Python pipelines, real-data ingestion, volatility-regime analysis, ML validation, backtesting logic, and research reporting.

python machine-learning time-series stress-testing econometrics derivatives quantitative-finance volatility financial-markets open-research risk-management financial-econometrics research-software systemic-risk canonical-correlation macro-finance market-regimes portfolio-research mtv-garch shock-transmission
  • Updated Jun 20, 2026
  • Python

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