ebrahimpichka/ml-options-pricing
Pricing Financial Options contracts using LightGBM, Deep Learning, and Support Vector Machines.
This tool helps financial traders and analysts estimate the market prices of financial options contracts. By inputting historical options data, it uses machine learning to predict contract prices, providing an alternative or supplementary valuation to traditional models like Black-Scholes. It's designed for professionals who need accurate option valuations to inform their trading or risk management decisions.
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Use this if you are a financial professional looking to leverage machine learning for more precise options pricing based on historical market data.
Not ideal if you need to price options in real-time with limited historical data or prefer established, theoretical models without a machine learning component.
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Last pushed
Mar 14, 2023
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