Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and Dynamic Hedging".
☆23Sep 8, 2023Updated 2 years ago
Alternatives and similar repositories for Thesis
Users that are interested in Thesis are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.☆15Nov 5, 2022Updated 3 years ago
- Hedging unsing Deep Reinforcement Learning and Deep Learning☆26Mar 29, 2021Updated 4 years ago
- ☆49Jul 22, 2020Updated 5 years ago
- Zakamouline optimal delta hedging strategy python implementation.☆20Dec 11, 2022Updated 3 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
- 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
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆21Nov 28, 2019Updated 6 years ago
- 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
- ☆11May 19, 2021Updated 4 years ago
- Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering☆13Nov 8, 2018Updated 7 years ago
- ☆38May 23, 2024Updated last year
- Replication of "Artificial Intelligence, Algorithmic Pricing, and Collusion" by Calvano, Calzolari, Denicolò, Pastorello (2020) in Python…☆21Jun 20, 2023Updated 2 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆38Apr 24, 2023Updated 2 years ago
- Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Myklan…☆17May 6, 2024Updated last year
- Julia package for the book "Applied Quantitative Finance for Equity Derivatives"☆48Jun 18, 2025Updated 9 months ago
- ☆15Jul 9, 2022Updated 3 years ago
- ☆10Dec 10, 2021Updated 4 years ago
- playing Atari game with Deep Q Learning (DQN & DDQN) in tensorflow☆14Oct 6, 2018Updated 7 years ago
- Multi Task Learning Time Series Momentum☆25May 18, 2024Updated last year
- 🎉 A list of awesome things related to Julia's Genie Framework☆27Apr 24, 2024Updated last year
- Julia library for deep reinforcement learning☆76Jan 19, 2026Updated 2 months ago
- ☆15Apr 21, 2024Updated last year
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- An algorithm that intelligently executes a crypto order over time via Coinbase☆12Oct 26, 2021Updated 4 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58May 30, 2019Updated 6 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆162Jan 17, 2021Updated 5 years ago
- ☆29Jul 2, 2025Updated 8 months ago
- ☆10Oct 13, 2025Updated 5 months ago
- ☆12Apr 17, 2021Updated 4 years ago
- SketchUp-MCP For AI☆14Apr 1, 2025Updated 11 months ago
- Example of Fly.io machines orchestration with Terraform and DNSimple☆16Mar 5, 2023Updated 3 years ago
- I use various Data Science and machine learning techniques to analyze customer data using STP framework. I preprocessed the data, perform…☆12Apr 26, 2020Updated 5 years ago
- Nonconvex Exterior Point Operator Splitting☆15Apr 27, 2024Updated last year
- ☆11Dec 18, 2015Updated 10 years ago
- Bayesian experiments for football insights☆15Jan 4, 2026Updated 2 months ago
- code for "Neural Jump Ordinary Differential Equations"☆31Feb 16, 2023Updated 3 years ago
- ☆22Aug 21, 2025Updated 7 months ago
- Source code for the project Robust energy trading and scheduling for microgrids based on the Contract Collaboration Problem☆10Apr 29, 2022Updated 3 years ago
- quantum-viz.js is a configurable tool for rendering quantum circuits using pure HTML.☆46Jan 13, 2024Updated 2 years ago