An individual claim simulator of Synthetic Paid Loss and Incurred Cost Experience (SPLICE)

SynthETIC Claim Simulator

Natural Gradient Boosting for Probabilistic Prediction

An Efficient, Scalable and Optimized Python Framework for Deep Forest (2021.2.1)

Python Package for Airborne RGB machine learning

This project extends the idea of the innovative architecture of Kolmogorov-Arnold Networks (KAN) to the Convolutional Layers, changing the classic linear transformation of the convolution to learna…

A comprehensive collection of KAN(Kolmogorov-Arnold Network)-related resources, including libraries, projects, tutorials, papers, and more, for researchers and developers in the Kolmogorov-Arnold N…

Download market data from Yahoo! Finance's API

An efficient pure-PyTorch implementation of Kolmogorov-Arnold Network (KAN).

Deep learning for options pricing.

3D Tensor-based Deep Learning Models for Predicting Option Price

A library for financial options pricing written in Python.

Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

Python Options Pricing Library

An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options

Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possible, even though certain models have their own Machine Learnin…

Kolmogorov Arnold Networks