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Quant finance side projects: calculation of volatility surfaces from option chain data, LSTM time series prediction

lstm quant-finance time-series-prediction volatility-surfaces

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Name		Name	Last commit message	Last commit date
README.md		README.md
lstm_prediction.ipynb		lstm_prediction.ipynb
put_comparison.png		put_comparison.png
tesla_lstm.png		tesla_lstm.png
vol_plot.ipynb		vol_plot.ipynb

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quantfin

Quant finance side projects, including calculation of volatility surfaces from option chain data and LSTM time series prediction

About

Quant finance side projects: calculation of volatility surfaces from option chain data, LSTM time series prediction

lstm quant-finance time-series-prediction volatility-surfaces

3 stars

1 watching

Report repository

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