Implementation of the vanilla Deep Hedging engine
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Apr 24, 2023 - Jupyter Notebook
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deep-hedging
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A curated list of resources dedicated to Deep Hedging
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Nov 5, 2022
Coding assignments of the "Machine Learning in Finance & Insurance" course at ETH Zürich (Fall 2024).
machine-learning insurance-claim-prediction machine-learning-in-finance deep-hedging credit-analytics
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Mar 13, 2025 - Jupyter Notebook
A package to learn optimal hedges by a deep feed forward neural network, to minimise the terminal error
machine-learning options deep-learning tensorflow keras deep-learning-algorithms global-optimization black-scholes hedging options-trading geometric-brownian-motion hedging-strategy deep-hedging black-scholes-model
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Aug 12, 2025 - Python
Deep Hedging under market frictions.
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Apr 1, 2025 - Jupyter Notebook
LightGBM-based hedging strategy under Merton's jump diffusion with custom loss and delta approximation
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May 28, 2025 - Python
Deep Hedging neural network for dynamically pricing and managing derivatives risk under realistic market frictions
machine-learning deep-learning monte-carlo gru neural-networks quantitative-finance keras-tensorflow risk-management hedging options-pricing deep-hedging
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Aug 22, 2025 - Jupyter Notebook
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