3D Tensor-based Deep Learning Models for Predicting Option Price
☆19Jun 11, 2025Updated last year
Alternatives and similar repositories for 3D-Tensor-based-Deep-Learning-Models-for-Predicting-Option-Price
Users that are interested in 3D-Tensor-based-Deep-Learning-Models-for-Predicting-Option-Price are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Pricing Financial Options contracts using LightGBM, Deep Learning, and Support Vector Machines.☆18Mar 14, 2023Updated 3 years ago
- Semi-supervised Impedance Inversion by Bayesian Neural Network Based on 2-d CNN Pre-training☆21Nov 21, 2021Updated 4 years ago
- Deep learning for options pricing.☆47Dec 13, 2019Updated 6 years ago
- • Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model…☆16Jan 11, 2023Updated 3 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Deep Neural Networks for Options Pricing (Python)☆48Oct 6, 2018Updated 8 years ago
- Code for the paper "SelectiveNet: A Deep Neural Network with an Integrated Reject Option"☆12Jan 26, 2019Updated 7 years ago
- notebooks of cool EBM visualizations☆15Feb 12, 2021Updated 5 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆18Sep 26, 2026Updated 2 weeks ago
- Option pricing and Delta hedging performance comparison between Black and Scholes vs Artificial Neural Network☆19Nov 25, 2020Updated 5 years ago
- Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…☆20Sep 15, 2022Updated 4 years ago
- 上证50ETF波动率指数☆18May 13, 2023Updated 3 years ago
- Source code of paper: Take an Irregular Route: Enhance the Decoder of Time-Series Forecasting Transformer☆14Mar 6, 2024Updated 2 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Code for "Learning End-to-End Patient Representations through Self-Supervised Covariate Balancing for Causal Treatment Effect Estimation"☆24Apr 27, 2023Updated 3 years ago
- Developed a high-performance trading engine using Rust, leveraging its powerful features for low-level systems programming. Engineered to…☆24Nov 9, 2024Updated last year
- The Open Source Hub for DeFi Options Protocols, Enabling Seamless Read and Write Actions Across Diverse Blockchain Platforms☆11Mar 16, 2025Updated last year
- ☆22Apr 14, 2023Updated 3 years ago
- baruch mfe mth9814 financial instruments☆21Jun 3, 2018Updated 8 years ago
- Reproducible analyses for the NicheCompass manuscript☆15Oct 5, 2026Updated last week
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆39Apr 24, 2023Updated 3 years ago
- FFT-based Option Pricing Methods in Python☆58Aug 29, 2018Updated 8 years ago
- Sample notebooks for Juno☆11Mar 1, 2025Updated last year
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Energy-Based Models for Continual Learning Official Repository (PyTorch)☆46Sep 13, 2022Updated 4 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆22Feb 2, 2025Updated last year
- ☆71Oct 22, 2022Updated 3 years ago
- Embroid: Unsupervised Prediction Smoothing Can Improve Few-Shot Classification☆11Aug 12, 2023Updated 3 years ago
- Second coursework & case from Sber Data Science competition. Links to scientific papers to which I will refer will be here.☆13Nov 12, 2021Updated 4 years ago
- The collection of tensor decomposition, completion and recovery papers and codes.☆60Sep 12, 2019Updated 7 years ago
- Realtime Algorithmic Trading Using Deep Reinforcement Learning☆40Aug 6, 2026Updated 2 months ago
- An example of how Lightweight Charts can be integrated into Jupyter Notebook☆13Apr 21, 2021Updated 5 years ago
- [NeurIPS 2021] Code for Unsupervised Learning of Compositional Energy Concepts☆61Sep 21, 2022Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Deep Counterfactual Prediction with Categorical Backward Variables☆12Feb 8, 2023Updated 3 years ago
- A mathematical model for Fibonacci Retracement and location entry and exit formulation using ML☆13Aug 2, 2022Updated 4 years ago
- A comprehensive list of pain intensity classification papers mainly based on deep learning algorithms☆12Oct 20, 2024Updated last year
- ☆59Mar 24, 2022Updated 4 years ago
- A simple CLI command that initialises a Kedro project from an existing Python package☆11Aug 23, 2024Updated 2 years ago
- Open-source charting library to help you visualize MindsDB forecasts☆11Jul 15, 2024Updated 2 years ago
- ☆12Updated this week