☆16Jul 13, 2021Updated 5 years ago
Alternatives and similar repositories for neural_locVol
Users that are interested in neural_locVol are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Calibration and Simulation Engine for Local Volatility Models☆16Dec 13, 2021Updated 4 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- ☆10Aug 9, 2022Updated 4 years ago
- Stochastic local volatility model calibration☆20Apr 23, 2021Updated 5 years ago
- Pricing Financial Options contracts using LightGBM, Deep Learning, and Support Vector Machines.☆18Mar 14, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- • Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model…☆16Jan 11, 2023Updated 3 years ago
- Pricing and calibration models☆13Mar 28, 2025Updated last year
- A LaTeX package to run source code and command-line executable☆14Aug 12, 2026Updated 2 months ago
- 研究生课程，包含讲义、数据、代码等学习资料☆15Dec 4, 2018Updated 7 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆13Nov 3, 2023Updated 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
- Robust pricing and hedging via Neural SDEs☆40Aug 4, 2021Updated 5 years ago
- Vollab (Volatility Laboratory) is a python package for testing out different approaches to volatility modelling within the field of mathe…☆21Apr 30, 2021Updated 5 years ago
- Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimens…☆20Nov 12, 2020Updated 5 years 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.
- 3D Tensor-based Deep Learning Models for Predicting Option Price☆19Jun 11, 2025Updated last year
- Repository of demos, resources and tutorials on DataScience and Machine Learning.☆10Mar 5, 2023Updated 3 years ago
- R Package. Bayesian and nonparametric quantile regression, using Gaussian Processes to model the trend, and Dirichlet Processes, for the …☆11Nov 22, 2019Updated 6 years ago
- Stochastic volatility models and their application to Deribit crypro-options exchange☆13Nov 10, 2024Updated last year
- Developed a Python program that calculates the price of both calls and put options using methods like Monte Carlo Simulation, Black Schol…☆19Jan 5, 2020Updated 6 years ago
- Code for the paper "SelectiveNet: A Deep Neural Network with an Integrated Reject Option"☆12Jan 26, 2019Updated 7 years ago
- Continuous-Time/State/Action Fitted Value Iteration via Hamilton-Jacobi-Bellman (HJB)☆16Feb 1, 2022Updated 4 years ago
- notebooks of cool EBM visualizations☆15Feb 12, 2021Updated 5 years ago
- Python tutorial for the french motor third party liability 2 dataset☆11Nov 27, 2019Updated 6 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.
- Set of Jupyter (iPython) notebooks (and few pdf-presentations) about things that I am interested on, like Computer Science, Statistics an…☆97Apr 18, 2021Updated 5 years ago
- Repo for Crypto Option Calibration project in CMF☆14Dec 10, 2022Updated 3 years ago
- Deep Neural Networks for Options Pricing (Python)☆48Oct 6, 2018Updated 8 years ago
- ☆22May 2, 2022Updated 4 years ago
- A portfolio selection recommendation system based on Markowitz Mean-Variance Model and Black-Litterman Model implemented on the financial…☆11Jan 5, 2021Updated 5 years ago
- The project aims to profile stocks with similar weekly percentage returns using K-Means Clustering. The project calculates realized volat…☆12Oct 30, 2023Updated 2 years ago
- Monte Carlo simulation to option pricing in CUDA☆11Apr 29, 2017Updated 9 years ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆34Jul 28, 2020Updated 6 years ago
- LGBM ：推导原理、参数含义、超参数设置（网格、随机、贝叶斯搜索）☆12Jan 15, 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.
- Solving variational inequality problems, modeling via JuMP☆18Nov 5, 2018Updated 7 years ago
- Convolution-type Smoothed Quantile Regression☆24Mar 6, 2023Updated 3 years ago
- Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask spread. Further, outstanding del…☆10Jan 11, 2026Updated 9 months ago
- 上证50ETF波动率指数☆18May 13, 2023Updated 3 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- Penalized Quantile Regression☆18Feb 3, 2026Updated 8 months ago
- Unofficial pytorch implementation of 'SelectiveNet: A Deep Neural Network with an Integrated Reject Option' [Geifman+, ICML2019]☆20Oct 5, 2021Updated 5 years ago