☆26Mar 23, 2025Updated last year
Alternatives and similar repositories for machine-learning-examples
Users that are interested in machine-learning-examples are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Feb 26, 2020Updated 6 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆17Sep 25, 2021Updated 4 years ago
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- ☆14Mar 1, 2024Updated 2 years ago
- ☆22Jun 20, 2018Updated 8 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Simulation of Stock Data Using Recurrent GAN☆18Sep 2, 2021Updated 4 years ago
- We implement the rough Heston model☆16Jan 24, 2024Updated 2 years ago
- FFT-based Option Pricing Methods in Python☆59Aug 29, 2018Updated 7 years ago
- Reinforcement Learning in Finance☆16Oct 8, 2020Updated 5 years ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 4 years ago
- ☆16Jul 9, 2022Updated 4 years ago
- Minimal implementation and experiments of "No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging".☆32May 26, 2021Updated 5 years ago
- Code for the paper "Hedging with linear regressions and neural networks"☆41May 14, 2021Updated 5 years ago
- ☆12Dec 22, 2023Updated 2 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- ☆50Jul 22, 2020Updated 6 years ago
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 4 years ago
- Robust pricing and hedging via Neural SDEs☆39Aug 4, 2021Updated 5 years ago
- Learning project by project.☆20Aug 29, 2021Updated 4 years ago
- Option pricing and Delta hedging performance comparison between Black and Scholes vs Artificial Neural Network☆19Nov 25, 2020Updated 5 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 8 years ago
- Hedging unsing Deep Reinforcement Learning and Deep Learning☆27Mar 29, 2021Updated 5 years ago
- Financial Strategy Resources☆18May 21, 2022Updated 4 years ago
- ☆16Jul 17, 2020Updated 6 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- This is a generic LaTeX template for dissertations (layout according to Imperial College London).☆15Jul 8, 2019Updated 7 years ago
- Adaptive MCMC and CMA-ES Python code☆14Sep 19, 2019Updated 6 years ago
- ☆17Nov 17, 2021Updated 4 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆19Feb 16, 2024Updated 2 years ago
- ☆10Nov 24, 2020Updated 5 years ago
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆23May 4, 2021Updated 5 years ago
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆19Jun 10, 2022Updated 4 years ago
- ☆24Apr 1, 2022Updated 4 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- QuantMinds Rough Volatility Workshop lectures☆48Nov 16, 2025Updated 8 months ago
- Basic Limit Order Book functions☆23Apr 4, 2018Updated 8 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆55Apr 15, 2019Updated 7 years ago
- Efficient Continuous Space Policy Optimization for High-frequency Trading (DRPO)☆25Aug 18, 2023Updated 2 years ago
- Provides additional classes for automatic differentiations (e.g. backward automatic differentiation - aka AAD).☆19Oct 19, 2018Updated 7 years ago
- Fixed income related calculations in Python☆21Apr 24, 2021Updated 5 years ago
- Full Python implementation of the Heston pricing algorithm developed in the article by Leif Anderson and Mark Lake in their article Robus…☆22Jun 28, 2020Updated 6 years ago