ebrahimpichka / ml-options-pricing
Pricing Financial Options contracts using LightGBM, Deep Learning, and Support Vector Machines.
☆14Updated 2 years ago
Alternatives and similar repositories for ml-options-pricing:
Users that are interested in ml-options-pricing are comparing it to the libraries listed below
- Algorithmic multi-greek hedges using Python☆18Updated 4 years ago
- Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…☆16Updated 2 years ago
- Tutorials for the InvestOps Python package☆12Updated 3 years ago
- Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.☆15Updated 2 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆30Updated last year
- Applying Differential Machine Learning to Calibrate Heston Model☆16Updated last year
- Financial and Investment Data Science: FinDS Python library and examples for applying quantitative and machine learning methods on struct…☆38Updated 9 months ago
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆28Updated this week
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆10Updated 3 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- Algorithmic implementation of automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market☆14Updated 2 years ago
- Portfolio Management for Everyone☆22Updated last year
- Factor Investing Library☆26Updated 2 years ago
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…☆14Updated 6 years ago
- Library for simulation and analysis of vanilla and exotic options☆31Updated 4 years ago
- Markov decision processes under model uncertainty☆14Updated 2 years ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆22Updated 6 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Source code for Multicriteria Portfolio Construction with Python☆30Updated 3 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- By means of stochastic volatility models☆43Updated 5 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 4 months ago
- Portfolio optimization with cvxopt☆37Updated 2 months ago
- everything quantitative finance related☆22Updated 4 years ago
- Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…☆11Updated 3 years ago
- Time series regime analysis in python☆13Updated 2 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆16Updated 10 months ago
- ☆18Updated this week
- ☆14Updated 3 years ago