ebrahimpichka / ml-options-pricing
Pricing Financial Options contracts using LightGBM, Deep Learning, and Support Vector Machines.
☆15Updated last year
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☆19Updated 4 years ago
- Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…☆17Updated 2 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆28Updated last year
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆39Updated 4 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆10Updated 2 years ago
- • Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model…☆15Updated 2 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Updated 4 years ago
- PhD Thesis: "Data Science in the Modeling and Forecasting of Financial Timeseries: from Classic methodologies to Deep Learning"☆28Updated 3 years ago
- By means of stochastic volatility models☆43Updated 4 years ago
- Financial Strategy Resources☆15Updated 2 years ago
- Portfolio Management for Everyone☆18Updated last year
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆16Updated 9 months ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 4 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆27Updated 4 years ago
- Economic indicators using Python and APIs☆15Updated last year
- Portfolio optimization with cvxopt☆37Updated 3 weeks ago
- Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.☆15Updated 2 years ago
- ☆21Updated 4 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆21Updated last year
- Applying Differential Machine Learning to Calibrate Heston Model☆16Updated last year
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆24Updated last month
- Financial and Investment Data Science: FinDS Python library and examples for applying quantitative and machine learning methods on struct…☆39Updated 8 months ago
- Library for simulation and analysis of vanilla and exotic options☆31Updated 4 years ago
- Algorithmic implementation of automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market☆14Updated 2 years ago
- Basic Limit Order Book functions☆21Updated 6 years ago
- Tutorials for the InvestOps Python package☆12Updated 2 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…☆12Updated 3 years ago
- ☆26Updated 5 months ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago