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umcsent

Here are 4 public repositories matching this topic...

leg3 / SVR-MLP

Standalone repository for preserving, validating, and modernizing the multilayer perceptron forecasting workflow used to predict the log-transformed Sentiment–Volatility Ratio at one- and three-month horizons.

machine-learning time-series reproducible-research fred neural-networks forecasting mlp economic-data svr vix keras3 consumer-sentiment umcsent sentiment-volatility-ratio log-svr

Updated Jun 25, 2026
R

leg3 / SVR-LSTM

A reproducible LSTM forecasting implementation for the log-transformed Sentiment–Volatility Ratio derived from UMCSI and VIX, featuring data preprocessing, time-series modeling, and empirical evaluation of sentiment-driven market volatility dynamics.

data-science machine-learning deep-learning time-series reproducible-research keras fred econometrics neural-networks forecasting financial-markets macroeconomics vix market-volatility consumer-sentiment umcsent sentiment-volatility-ratio

Updated Jun 13, 2026
R

leg3 / SVR-ARIMA

Standalone ARIMA forecasting implementation for the log-transformed Sentiment–Volatility Ratio, using UMCSENT and VIXCLS data from FRED.

data-science time-series reproducible-research fred forecasting arima volatility financial-markets model-evaluation macroeconomics vix rolling-forecast expanding-window umcsent sentiment-volatility-ratio

Updated Jun 25, 2026
R

leg3 / SVR-AR

Standalone AR forecasting workflow for the Sentiment–Volatility Ratio capstone project, using UMCSI and VIX data with expanding-window evaluation.

data-science time-series fred forecasting svr vix rolling-forecast forecast-evaluation autoregressive-model consumer-sentiment expanding-window umcsent sentiment-volatility-ratio

Updated Jun 25, 2026
R

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