virajthakkar / Option-prices-deep-learning
Predicting option prices using Black-Scholes model and deep learning networks
☆9Updated 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for Option-prices-deep-learning
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆17Updated 5 years ago
- Portfolio optimization with cvxopt☆15Updated last year
- Portfolio optimization package in Python.☆16Updated 4 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆26Updated 4 years ago
- Monte Carlo option pricing algorithms for vanilla and exotic options☆23Updated 4 years ago
- Statistical Methods in Finance☆14Updated 2 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆32Updated 6 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated last month
- Repo for scraping option data required for the Black Scholes model. Data is scraped from S&P500 companies☆20Updated 2 years ago
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆17Updated 2 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 6 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆14Updated 3 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆9Updated 7 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆39Updated 4 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- A framework for historical volatility estimation and analysis.☆34Updated 4 years ago
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆9Updated 2 years ago
- Algorithmic multi-greek hedges using Python☆18Updated 3 years ago
- Value and Momentum Using Machine Learning☆11Updated 3 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆23Updated 2 years ago
- By means of stochastic volatility models☆41Updated 4 years ago
- alpha-RNN☆28Updated 4 years ago
- Prediction of stock market using high-frequency data☆8Updated 6 years ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆25Updated 4 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆30Updated 4 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆12Updated last year
- Library for simulation and analysis of vanilla and exotic options☆31Updated 4 years ago
- Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies…☆36Updated 3 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆12Updated 7 years ago