R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
GARCHInfoLSTM
View on CRAN: Click
here
Download and install GARCHInfoLSTM package within the R console
Install from CRAN:
install.packages("GARCHInfoLSTM")
Install from Github:
library("remotes")
install_github("cran/GARCHInfoLSTM") Install by package version:
library("remotes")
install_version("GARCHInfoLSTM", "0.1.0") Attach the package and use:
library("GARCHInfoLSTM")
Maintained by
Ranjit Kumar Paul
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-09-21
Latest Update: 2026-09-21
Description:
The proposed Generalized Autoregressive Conditional Heteroskedasticity (GARCH)-informed Long Short-Term Memory (LSTM) model follows the concept of physics-informed machine learning (PIML) by integrating established econometric knowledge of price volatility into a data-driven forecasting framework. In the model, conditional volatility estimated from the GARCH process is incorporated as an additional explanatory signal or volatility-based weighting component within the LSTM architecture. This enables the LSTM to learn nonlinear temporal dependencies while remaining informed by the underlying characteristics of agricultural price series, including volatility clustering, heteroscedasticity and market uncertainty. The optimized weighting parameter, lambda, controls the contribution of the GARCH-derived volatility information to the final prediction. Thus, the model combines the statistical interpretability of GARCH with the nonlinear learning capability of LSTM, producing a hybrid PIML framework that is more responsive to both normal price movements and periods of extreme market volatility. The methodology is motivated by hybrid forecasting framework proposed by Yeasin and Paul (2024) <doi:10.1007/s11227-023-05542-3>.
How to cite:
Ranjit Kumar Paul (2026). GARCHInfoLSTM: GARCH-Informed LSTM Model for Volatility Forecasting. R package version 0.1.0, https://cran.r-project.org/web/packages/GARCHInfoLSTM. Accessed 24 Oct. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited GARCHInfoLSTM R package
View GARCHInfoLSTM citation profile
Other R packages that GARCHInfoLSTM depends,
imports, suggests or enhances
Complete documentation for GARCHInfoLSTM
Functions, R codes and Examples using
the GARCHInfoLSTM R package
Full GARCHInfoLSTM package
functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
quickcode
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
funprog
High-order functions for data manipulation : sort or group data, given one
or more auxiliary func ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Pierre-Yves Berrard (view profile)
RcmdrPlugin.depthTools
We provide an Rcmdr plug-in based on the depthTools
package, which implements different robust stat ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Aurora Torrente (view profile)
r3PG
Provides a flexible and easy-to-use interface for the Physiological Processes Predicting Growth (3-P ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Volodymyr Trotsiuk (view profile)
visdat
Create preliminary exploratory data visualisations of an entire dataset to identify problems or une ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Nicholas Tierney (view profile)
OOBCurve
Provides functions to calculate the out-of-bag learning curve for random forests for any measure tha ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Philipp Probst (view profile)
29,218
R Packages
247,686
Dependencies
77,281
Author Associations
29,081
Publication Badges
