☆12Dec 21, 2022Updated 3 years ago
Alternatives and similar repositories for Deep_quadratic_hedging
Users that are interested in Deep_quadratic_hedging are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Implementation of "A deep solver for BSDEs with jumps"☆17Nov 14, 2024Updated last year
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆18Sep 22, 2024Updated 2 years ago
- Implementation of the Deep xVA Solver of Gnoatto, Picarelli and Reisinger (2020) https://arxiv.org/abs/2005.02633☆20Aug 6, 2020Updated 6 years ago
- Deep Optimal Stopping Project☆16Jun 8, 2019Updated 7 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.
- Implementation of Deep-Hedging in PyTorch☆12Jun 17, 2023Updated 3 years ago
- Deep multistep methods to solve BSDEs of first and second order for the approximation of PDE solutions☆21May 29, 2020Updated 6 years ago
- Reinforcement Learning in Options Hedging: A Deep-Deterministic-Policy-Gradient-based Dynamic Hedging Strategy☆12Jan 13, 2023Updated 3 years ago
- Minimal implementation and experiments of "No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging".☆35May 26, 2021Updated 5 years ago
- Robust deep hedging and Non-linear generalized affine processes☆13Mar 7, 2025Updated last year
- ☆14Mar 1, 2024Updated 2 years ago
- Using DeepBSDE solver to price/hedge options & optimize portfolios under Black-Scholes, Heston and multiscale models.☆18Mar 20, 2020Updated 6 years ago
- ☆10Aug 26, 2018Updated 8 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆39Apr 24, 2023Updated 3 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.
- ☆25Mar 23, 2025Updated last year
- Multivariate Volatility Models (ARCH) for stock prices and other time series☆20Sep 15, 2024Updated 2 years ago
- Running mean, variance, skew, and kurtosis☆13Mar 5, 2022Updated 4 years ago
- Volatility models for stock prices using deep learning and mixture models.☆15Aug 20, 2022Updated 4 years ago
- ☆22Jun 20, 2018Updated 8 years ago
- Double Deep Q-Learning for Optimal Execution implementation☆10Apr 30, 2023Updated 3 years ago
- Example of publishing serverless interactive visualizations using marimo☆13Jul 16, 2025Updated last year
- A short project that aims at solving a Forward/Backward PDE system (of HJB and KFP equations) in the context of Mean Field Games.☆12Mar 14, 2024Updated 2 years ago
- Heath–Jarrow–Morton model☆14Feb 22, 2021Updated 5 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Derivation of analytical expressions of optimal quotes for market making in options.☆25Jun 24, 2022Updated 4 years ago
- ☆13Dec 8, 2022Updated 3 years ago
- Materials for "best practices for collaborative latex" course for PhD students at CREST☆16Nov 6, 2024Updated last year
- PyTorch-based framework for Deep Hedging☆370Aug 30, 2024Updated 2 years ago
- Hedging unsing Deep Reinforcement Learning and Deep Learning☆27Mar 29, 2021Updated 5 years ago
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆20Jun 10, 2022Updated 4 years ago
- Generaton of a large-scale European dataset for market research☆13Sep 28, 2017Updated 9 years ago
- ☆17Nov 17, 2021Updated 4 years ago
- Python for Finance module for Imperial MSc in Mathematics and Finance☆116Nov 13, 2025Updated 11 months ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- code for "Optimal Stopping via Randomized Neural Networks"☆58Apr 17, 2024Updated 2 years ago
- Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…☆17Jul 3, 2021Updated 5 years ago
- A transparent Python interface to the SLSQP optimization algorithm, with advanced features and visualization capabilities.☆12Feb 7, 2025Updated last year
- Solutions for the exercise problems of Steven E. Shreve's Stochastic Calculus for Finance☆38Sep 2, 2019Updated 7 years ago
- 这是一个包含Zakamouline和WW两种期权对冲策略的项目☆19Apr 15, 2022Updated 4 years ago
- Basic Limit Order Book functions☆23Apr 4, 2018Updated 8 years ago
- Julia package for scenario generation for stochastic programs with tail risk measure☆11Nov 16, 2022Updated 3 years ago