Hedging unsing Deep Reinforcement Learning and Deep Learning
☆26Mar 29, 2021Updated 5 years ago
Alternatives and similar repositories for Deep-Reinforcement-Learning-for-Hedging
Users that are interested in Deep-Reinforcement-Learning-for-Hedging are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆15Jul 9, 2022Updated 3 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆34Jul 28, 2020Updated 5 years ago
- ☆49Jul 22, 2020Updated 5 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆17Sep 25, 2021Updated 4 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Code for the paper "Hedging with linear regressions and neural networks"☆40May 14, 2021Updated 4 years ago
- Reinforcement Learning in Finance☆16Oct 8, 2020Updated 5 years ago
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- Using DeepBSDE solver to price/hedge options & optimize portfolios under Black-Scholes, Heston and multiscale models.☆18Mar 20, 2020Updated 6 years ago
- A curated list of resources dedicated to Deep Hedging☆87Nov 5, 2022Updated 3 years ago
- Deep Optimal Stopping Project☆16Jun 8, 2019Updated 6 years ago
- This notebook presents an example of the equal risk pricing framework with deep hedging from my paper Carbonneau, A. and Godin, F. (2020)…☆15Oct 15, 2021Updated 4 years ago
- Minimal implementation and experiments of "No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging".☆32May 26, 2021Updated 4 years ago
- Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and…☆23Sep 8, 2023Updated 2 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆20Nov 28, 2019Updated 6 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆161Jan 17, 2021Updated 5 years ago
- Implementation of the vanilla Deep Hedging engine☆329Jan 22, 2026Updated 2 months ago
- Robust pricing and hedging via Neural SDEs☆37Aug 4, 2021Updated 4 years ago
- PyTorch-based framework for Deep Hedging☆340Aug 30, 2024Updated last year
- Trellis is a Python framework for research into deep hedging☆23May 13, 2021Updated 4 years ago
- ☆10Nov 4, 2018Updated 7 years ago
- ☆14Mar 1, 2024Updated 2 years ago
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Robust deep hedging and Non-linear generalized affine processes☆13Mar 7, 2025Updated last year
- ☆12Dec 21, 2022Updated 3 years ago
- Variance Gamma distribution (Python): pdf, cdf, rand and fit.☆11Mar 8, 2018Updated 8 years ago
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆18Sep 22, 2024Updated last year
- Zakamouline optimal delta hedging strategy python implementation.☆20Dec 11, 2022Updated 3 years ago
- Replicate Barra CNE5 multi-factor model and conduct portfolio risk analysis☆14Jun 17, 2025Updated 9 months ago
- ☆26Mar 23, 2025Updated last year
- Reinforcement Learning code for various projects☆10May 30, 2020Updated 5 years ago
- Hedging portfolios with reinforcement learning.☆36Aug 2, 2017Updated 8 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- code for "Optimal Stopping via Randomized Neural Networks"☆58Apr 17, 2024Updated last year
- C++ option pricing library on vanillas & exotics, Python volatility calibration library☆21Aug 20, 2024Updated last year
- FFT-based Option Pricing Methods in Python☆59Aug 29, 2018Updated 7 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆75Jun 22, 2022Updated 3 years ago
- ☆22Jun 20, 2018Updated 7 years ago
- Some codes used for the numerical examples proposed in https://arxiv.org/abs/1812.05916☆14Sep 6, 2019Updated 6 years ago
- ☆18Feb 13, 2022Updated 4 years ago