Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and Dynamic Hedging".
☆23Jul 11, 2026Updated 2 months 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:
- Hedging unsing Deep Reinforcement Learning and Deep Learning☆27Mar 29, 2021Updated 5 years ago
- ☆50Jul 22, 2020Updated 6 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
- Zakamouline optimal delta hedging strategy python implementation.☆21Dec 11, 2022Updated 3 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆20Nov 28, 2019Updated 6 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆11May 19, 2021Updated 5 years ago
- Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering☆13Nov 8, 2018Updated 7 years ago
- ☆42May 23, 2024Updated 2 years ago
- Modelling the implicit volatility, using multi-factor statistical models.☆26Apr 22, 2025Updated last year
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆39Apr 24, 2023Updated 3 years ago
- Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Myklan…☆17May 6, 2024Updated 2 years ago
- ☆10Dec 10, 2021Updated 4 years ago
- Julia package for the book "Applied Quantitative Finance for Equity Derivatives"☆50Jun 18, 2025Updated last year
- Simple Experimental Limit Order Book Simulation☆15Apr 12, 2020Updated 6 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Replication of "Artificial Intelligence, Algorithmic Pricing, and Collusion" by Calvano, Calzolari, Denicolò, Pastorello (2020) in Python…☆22Jun 20, 2023Updated 3 years ago
- ☆16Jul 9, 2022Updated 4 years ago
- I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into …☆25Aug 10, 2022Updated 4 years ago
- Multi Task Learning Time Series Momentum☆26May 18, 2024Updated 2 years ago
- 🎉 A list of awesome things related to Julia's Genie Framework☆27Apr 24, 2024Updated 2 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- ☆15Apr 21, 2024Updated 2 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆60May 30, 2019Updated 7 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆164Jan 17, 2021Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- High performance hybrid Monte Carlo simulation☆10Sep 7, 2026Updated last week
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆13Aug 25, 2022Updated 4 years ago
- Pricing weather futures using an ARIMA model and 8 years' worth of scraped weather data.☆26Aug 23, 2018Updated 8 years ago
- An algorithm that intelligently executes a crypto order over time via Coinbase☆13Oct 26, 2021Updated 4 years ago
- This repository contains exercises and projects on computational science and AI for the CompSci program. Lecture notes at https://compph…☆18Oct 14, 2024Updated last year
- I use various Data Science and machine learning techniques to analyze customer data using STP framework. I preprocessed the data, perform…☆11Apr 26, 2020Updated 6 years ago
- ☆10Nov 4, 2018Updated 7 years ago
- ☆12Apr 17, 2021Updated 5 years ago
- Code for the paper "Hedging with linear regressions and neural networks"☆41May 14, 2021Updated 5 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- The datasets collected from Didi Chuxing and NASDAQ.☆29Apr 7, 2021Updated 5 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- Pricing and calibration models☆13Mar 28, 2025Updated last year
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆77Apr 18, 2023Updated 3 years ago
- quantum-viz.js is a configurable tool for rendering quantum circuits using pure HTML.☆46Jan 13, 2024Updated 2 years ago
- ☆10Oct 13, 2025Updated 11 months ago
- QuestDB connector for Kafka.☆38Updated this week