Alternatives and similar repositories for Thesis

Users that are interested in Thesis are comparing it to the libraries listed below

• fschur / Deep-Reinforcement-Learning-for-Hedging
  Hedging unsing Deep Reinforcement Learning and Deep Learning
  ☆25Updated 4 years ago
• oskarimikkila / Empirical-Deep-Hedging
  ☆16Updated 3 years ago
• YukiYasuda2718 / rl-bsmodel-with-costs
  Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…
  ☆21Updated 5 years ago
• sebjai / STA2536
  For code and snippets for STA 2536: Data Science for Risk Modeling
  ☆14Updated 3 years ago
• rotmanfinhub / gamma-vega-rl-hedging
  ☆36Updated last year
• mdsunivie / HARNet
  TensorFlow implementation of the HARNet model for realized volatility forecasting.
  ☆28Updated 2 years ago
• sebjai / robust-risk-aware-rl
  Some implementations from the paper robust risk aware reinforcement learning
  ☆36Updated 3 years ago
• sebjai / Portfolio-Wasserstein-Ball
  Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…
  ☆14Updated 2 years ago
• YalDan / hf.econometrics
  Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Myklan…
  ☆18Updated last year
• davidzhou9 / DeepVol
  Using DeepBSDE solver to price/hedge options & optimize portfolios under Black-Scholes, Heston and multiscale models.
  ☆17Updated 5 years ago
• guijinSON / NNHedge
  A Deep Learning Framework for Neural Derivative Hedging
  ☆31Updated 3 years ago
• alexandrecarbonneau / Deep-Hedging-of-Long-Term-Financial-Derivatives
  This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.
  ☆32Updated 5 years ago
• tdmdal / rl-hedge-2019
  ☆50Updated 5 years ago
• AdrienCss / OptionTrading
  Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.
  ☆28Updated 2 years ago
• cvxgrp / exp_util_gm_portfolio_opt
  Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.
  ☆21Updated last year
• KotiJaddu / Masters-Project
  Code to support my Master's thesis
  ☆21Updated 2 years ago
• weiguanwang / Hedging_Neural_Networks
  Code for the paper "Hedging with linear regressions and neural networks"
  ☆39Updated 4 years ago
• cvxgrp / cptopt
  Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
  ☆37Updated last year
• aidinattar / Volatility-carry-trading-strategy
  Modelling the implicit volatility, using multi-factor statistical models.
  ☆21Updated 6 months ago
• mChataign / Beyond-Surrogate-Modeling-Learning-the-Local-Volatility-Via-Shape-Constraints
  Repository attached to the paper with the same name.
  ☆21Updated 4 years ago
• tiagomonteirocardoso / Deep-Reinforcement-Learning-in-MultiDimensional-Pairs-Trading
  A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed
  ☆21Updated 6 years ago
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆54Updated 2 years ago
• rathiromil13 / DS-5500-Project-Portfolio-Optimization-Using-Deep-Reinforcement-Learning
  The repository contains the code for project for DS 5500 course at Northeastern.
  ☆36Updated 5 years ago
• LeonardoBerti00 / Multi-Horizon-Forecasting-for-Limit-Order-Books
  Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books
  ☆13Updated 2 years ago
• BrianNingUT / ArbFreeIV-VAE
  Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.
  ☆37Updated 2 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆39Updated 5 years ago
• MarcosCarreira / Hawkes-With-Latency
  Hawkes with Latency
  ☆20Updated 4 years ago
• RoughStochVol / regularity_structure_finance
  Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.
  ☆11Updated 8 years ago
• jgatheral / AFVsimulationCode
  We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.
  ☆16Updated 3 years ago
• amuguruza / RoughFCLT
  ☆21Updated 7 years ago