Second-Order Differential ML
-
Updated
Jun 3, 2024 - Jupyter Notebook
#
differential-machine-learning
Here are 5 public repositories matching this topic...
Predicting Option Prices using A Quantum Differential Machine Learning Model developed with Arham Aneeq
-
Updated
Jul 1, 2025 - Jupyter Notebook
Differential ML option pricing and deep hedging in PyTorch. Analytic, autograd, and pathwise Monte Carlo routes to every Greek, validated to 1e-10; a deep hedging policy under transaction costs, benchmarked against delta hedging.
machine-learning deep-learning monte-carlo pytorch autograd quantitative-finance black-scholes greeks options-pricing streamlit deep-hedging differential-machine-learning
-
Updated
Nov 13, 2026 - Jupyter Notebook
Can a small neural network with Monte Carlo fallback beat the fastest numerical baseline on a whole portfolio job? A frozen, sealed benchmark on Asian options says no.
-
Updated
Nov 13, 2026 - HTML
Differential Machine Learning (Sobolev training) neural surrogate for Bates SVJD model calibration & FFT pricer
machine-learning deep-learning pytorch kaggle option-pricing quantitative-finance model-calibration computational-finance sobolev-training bates-model differential-machine-learning kaggle-expert
-
Updated
Nov 10, 2026 - Python
Add this topic to your repo
To associate your repository with the differential-machine-learning topic, visit your repo's landing page and select "manage topics."