deep-hedging
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YuMan-Tam
Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.
What is the input "w" in the CVaR loss function. ```python def CVaR(wealth = None, w = None, loss_param = None): alpha = loss_param # Expected shortfall risk measure return...
Hello I am encountering the following error when attempting to run the notebook in Google Colab ``` #@title **Run the Deep Hedging Algorithm (Simple Network)!** %autoreload 2 optimizer = Adam(learning_rate=lr)...
I needed to make a few tweaks to get the Qt app running. Opening this PR to track them in case it's useful
