guijinSON / Awesome-Deep-HedgingLinks
A curated list of resources dedicated to Deep Hedging
☆85Updated 2 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.☆161Updated 4 years ago
- Research Repo (Archive)☆75Updated 4 years ago
- ☆49Updated last year
- Implementation of the vanilla Deep Hedging engine☆284Updated 2 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆119Updated 2 years ago
- Transformers for limit order books☆115Updated 5 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago
- mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…☆161Updated last year
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆117Updated 6 months ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆183Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆87Updated 2 years ago
- ☆74Updated 4 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆81Updated last year
- ☆141Updated 2 years ago
- Pairs Trading in Python☆23Updated 4 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆82Updated 3 years ago
- Neural network local volatility with dupire formula☆78Updated 4 years ago
- Financial AI with Python☆89Updated 4 months ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆129Updated 3 weeks ago
- To classify trades into buyer- and seller-initiated.☆148Updated 2 years ago
- High-frequency trading in a limit order book☆60Updated 6 years ago
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆125Updated last year
- Hedging unsing Deep Reinforcement Learning and Deep Learning☆25Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆71Updated 5 years ago
- ☆50Updated 5 years ago
- ☆40Updated 4 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆35Updated 2 years ago
- PyTorch-based framework for Deep Hedging☆310Updated last year
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆64Updated 3 years ago