A curated list of resources dedicated to Deep Hedging
☆87Nov 5, 2022Updated 3 years ago
Alternatives and similar repositories for Awesome-Deep-Hedging
Users that are interested in Awesome-Deep-Hedging are comparing it to the libraries listed below
Sorting:
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆162Jan 17, 2021Updated 5 years ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆33Jul 28, 2020Updated 5 years ago
- Implementation of the vanilla Deep Hedging engine☆323Jan 22, 2026Updated last month
- Hedging unsing Deep Reinforcement Learning and Deep Learning☆26Mar 29, 2021Updated 4 years ago
- PyTorch-based framework for Deep Hedging☆337Aug 30, 2024Updated last year
- 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
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆16Sep 25, 2021Updated 4 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆38Apr 24, 2023Updated 2 years ago
- ☆15Jul 9, 2022Updated 3 years ago
- ☆38May 23, 2024Updated last year
- Zakamouline optimal delta hedging strategy python implementation.☆20Dec 11, 2022Updated 3 years ago
- Code for the paper "Hedging with linear regressions and neural networks"☆40May 14, 2021Updated 4 years ago
- Minimal implementation and experiments of "No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging".☆31May 26, 2021Updated 4 years ago
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆18Sep 22, 2024Updated last year
- Quant finance scripts☆15Apr 13, 2025Updated 10 months ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆17Sep 5, 2025Updated 6 months ago
- This is the repository for the Models of Sequence Data 2020 Edition for the project DeepFolio☆16Dec 17, 2020Updated 5 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
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Jul 17, 2022Updated 3 years ago
- ☆50Jul 22, 2020Updated 5 years ago
- ☆17Nov 17, 2021Updated 4 years ago
- Volatility models for stock prices using deep learning and mixture models.☆16Aug 20, 2022Updated 3 years ago
- ☆155Jun 10, 2020Updated 5 years ago
- Modelling the implicit volatility, using multi-factor statistical models.☆22Apr 22, 2025Updated 10 months ago
- Neural network local volatility with dupire formula☆79Jun 15, 2021Updated 4 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆238Jun 29, 2023Updated 2 years ago
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- ☆23Apr 1, 2022Updated 3 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆89Jan 11, 2022Updated 4 years ago
- Robust pricing and hedging via Neural SDEs☆38Aug 4, 2021Updated 4 years ago
- Basic Limit Order Book functions☆23Apr 4, 2018Updated 7 years ago
- Trellis is a Python framework for research into deep hedging☆23May 13, 2021Updated 4 years ago
- Repository attached to the paper with the same name.☆21Jun 15, 2021Updated 4 years ago
- Orderflow trading bot based on BSI☆22Aug 14, 2024Updated last year
- ☆24Dec 2, 2021Updated 4 years ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 3 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.☆38Oct 3, 2018Updated 7 years ago