GitHub - boomelage/machine-learning-option-pricing: An empirical approach based on market data

Name		Name	Last commit message	Last commit date
Latest commit History 1,041 Commits
README		README
asian analysis		asian analysis
barrier analysis		barrier analysis
example_outs		example_outs
historical_contracts_generation		historical_contracts_generation
old		old
.DS_Store		.DS_Store
.gitignore		.gitignore
LHS.png		LHS.png
LHS.py		LHS.py
LICENSE		LICENSE
README.md		README.md
asian errors.png		asian errors.png
barrier errors.png		barrier errors.png
convkeras.py		convkeras.py
explain.ipynb		explain.ipynb
manuscript.pdf		manuscript.pdf
market.png		market.png
out.txt		out.txt
plotting.py		plotting.py
retrained_analysis.ipynb		retrained_analysis.ipynb
test.ipynb		test.ipynb
trained_backtesting.ipynb		trained_backtesting.ipynb
trained_performance_testing.ipynb		trained_performance_testing.ipynb
tuning test.txt		tuning test.txt

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