umcsent

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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
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leg3 / SVR-MLP

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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