jsg71 / Deep-HedgingLinks
☆149Updated 4 years ago
Alternatives and similar repositories for Deep-Hedging
Users that are interested in Deep-Hedging are comparing it to the libraries listed below
Sorting:
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆158Updated 4 years ago
- ☆49Updated 4 years ago
- FFT-based Option Pricing Methods in Python☆59Updated 6 years ago
- Reinforcement Learning for Automated Trading☆88Updated 8 years ago
- ☆200Updated 2 years ago
- Neural network local volatility with dupire formula☆76Updated 3 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆175Updated 6 years ago
- Deep Reinforcement Learning for Portfolio Optimization☆119Updated 5 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆119Updated last year
- Code for the paper Volatility is (mostly) path-dependent☆61Updated last year
- mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…☆157Updated last year
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆119Updated 5 years ago
- We implement the paper: Deep Learning Volatility☆189Updated 5 years ago
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆88Updated 9 months ago
- Probability of Backtest Overfitting in Python☆125Updated last year
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆111Updated 6 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆70Updated 4 months ago
- A Python implementation of the rough Bergomi model.☆120Updated 6 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆168Updated 3 years ago
- ☆72Updated 4 years ago
- CSCI 599 deep learning and its applications final project☆154Updated 6 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆162Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆81Updated 2 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆262Updated 2 years ago
- Training an Agent to make automated trading decisions in a simulated stochastic market environment using Reinforcement Learning or Deep Q…☆87Updated 5 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆56Updated last year
- Limit Order Book data analysis and modeling using LSTM network☆137Updated 6 years ago
- Deep learning modelling of orderbooks☆95Updated 4 years ago
- three stochastic volatility model: Heston, SABR, SVI☆91Updated 6 years ago