BlackScholes Model, with Montecarlo implmented in python with TensorFlow
☆18Jan 5, 2016Updated 10 years ago
Alternatives and similar repositories for BlackScholesMC-TF
Users that are interested in BlackScholesMC-TF are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Machine Learning in Asset Pricing: Time-Series and Cross-Sectional Forecasting of Excess Equity Returns☆16Sep 21, 2023Updated 2 years ago
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆16Dec 3, 2020Updated 5 years ago
- Resources for Quantitative Finance☆18Apr 14, 2023Updated 3 years ago
- ☆14Jan 22, 2022Updated 4 years ago
- deploy all international airports ✈️✈️✈️☆12Dec 22, 2016Updated 9 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.
- Repo for scraping option data required for the Black Scholes model. Data is scraped from S&P500 companies☆20Jul 7, 2022Updated 3 years ago
- An MCMC algorithm for sampling continuous probability distributions in parallel☆20Feb 24, 2015Updated 11 years ago
- Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.☆23Aug 11, 2018Updated 7 years ago
- Python library for solving Stochastic Ordinary Differential Equations (SODEs)☆17Sep 4, 2012Updated 13 years ago
- Replication of key GARCH model papers☆37Mar 10, 2016Updated 10 years ago
- Quantitative finance research notebooks☆28Jan 24, 2020Updated 6 years ago
- Paper published in the Journal of Investment Management, co-authored with Sanjiv R. Das☆13Oct 4, 2017Updated 8 years ago
- ☆10Feb 5, 2017Updated 9 years ago
- A trivial example of a Lisp website, setup with Hunchentoot and HTML-template☆34Dec 30, 2009Updated 16 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.
- Markov Chain Monte Carlo Visualization Tools☆30Apr 12, 2026Updated last month
- PD calibration techniques for LDP portfolios☆10May 29, 2016Updated 10 years ago
- Machine learning methods for identifing investment factors☆20Nov 9, 2021Updated 4 years ago
- Copula-GP model☆16Oct 23, 2023Updated 2 years ago
- NTNU Project for AI Programming☆10Sep 28, 2011Updated 14 years ago
- A Ruby parser for electronic candidate, PAC and party campaign filings from the Federal Election Commission.☆15Feb 3, 2024Updated 2 years ago
- Static transforms, activation functions, and other implementations of LearnBase abstractions☆31May 21, 2022Updated 4 years ago
- ☆10Feb 7, 2018Updated 8 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆65Jan 5, 2020Updated 6 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- We got a stew going!☆27Oct 3, 2023Updated 2 years ago
- Implementation of an LLM prompting pipeline combined with wrappers for auto-decomposing reasoning steps and for search through the reason…☆16May 7, 2024Updated 2 years ago
- The purpose of this notebook is to explore different methods for the valuation of options within the framework of the Black-Scholes prici…☆29Jul 17, 2019Updated 6 years ago
- [INACTIVE] A bunch of articficial intelligence algorithms☆12May 14, 2016Updated 10 years ago
- Routines for Bayesian Model Averaging.☆35Jul 16, 2015Updated 10 years ago
- A simple Common Lisp genetic algorithm library, with some bitmap manipulation facilities☆27Jan 22, 2009Updated 17 years ago
- Shows shipwreck locations on a map; each wreck can be clicked for further information☆10Jan 6, 2023Updated 3 years ago
- Examples for Workshop: Live stock prices with RethinkDb and Deepstream.io☆20Apr 7, 2019Updated 7 years ago
- A project that uses Reinforcement Learning (Q-Learning) to trade stock.☆10Apr 23, 2017Updated 9 years ago
- 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.
- This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Port…☆37Nov 24, 2025Updated 6 months ago
- Instagram clone.☆12Jun 13, 2018Updated 7 years ago
- A Python package for PME (Public Market Equivalent) calculation☆13Jan 16, 2026Updated 4 months ago
- ☆12Jan 9, 2019Updated 7 years ago
- Crino: a neural-network library based on Theano☆12Mar 8, 2016Updated 10 years ago
- 期货交易系统开发基于vnpy+easyquant项目☆15Aug 16, 2016Updated 9 years ago
- 对逻辑回归各种用法的总结,包括线性,多类,并行,分布式,在线,优化方案☆15Jul 14, 2017Updated 8 years ago