Implementation of the vanilla Deep Hedging engine
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Jan 22, 2026 - Jupyter Notebook
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deep-hedging
Here are 9 public repositories matching this topic...
A curated list of resources dedicated to Deep Hedging
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Nov 5, 2022
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
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
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 in PyTorch (MCPG): europäische & amerikanische Optionen mit RSQP‑Risiko, GJR‑GARCH‑Pfade, IV‑Features und Chebyshev‑Pricing inkl. Baselines.
options reinforcement-learning pytorch pricing policy-gradient hedging implied-volatility deep-hedging mcpgptx rsqp
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Sep 30, 2025 - Python
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
Neural SDE framework for rough volatility modeling (H ≈ 0.1) with deep hedging. Implements Davies-Harte fBM, signature-based losses, and convergence analysis.
pytorch quantitative-finance stochastic-differential-equations rough-volatility fractional-brownian-motion neural-sde deep-hedging
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Feb 4, 2026 - Jupyter Notebook
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