专业大师
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2021-02-15
23:26:40
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专业大师 （126个子文件） 
train_input_sabr.csv 83.58MB train_output_sabr_approx.csv 59.6MB test_input_sabr.csv 16.72MB test_output_sabr_approx.csv 11.92MB .env 33B .gitignore 110B test.h5 81KB launch.json 500B settings.json 337B settings.json 69B README.md 1KB combined_mse.pkl 15KB mc_mse.pkl 12KB imp_mse.pkl 7KB price_mse.pkl 5KB combined_mse2.pkl 5KB standardize_single_mse.pkl 836B standardize_mat_mse.pkl 776B
benchmark_include.png 2.63MB benchmark.png 2.56MB tanh.png 2.5MB mix.png 2.48MB standardize.png 2.47MB Activation_functions_standardize.png 2.47MB Data_size.png 2.44MB Input_scaling.png 2.35MB Sobol_vs_grid.png 2.29MB Top_implied_volatility_models.png 2.28MB Activation_functions_normalize.png 2.23MB output_scaling.png 2.21MB Data_filtering.png 2.13MB price.png 2.07MB Activation_functions.png 1.98MB noise.png 1.95MB Price_vs_implied_volatility.png 1.94MB Best_price_model.png 1.93MB Best_implied_volatility_model.png 1.83MB Non_converging_models.png 1.78MB Overfitted_models.png 1.75MB Best_model_implied_volatility.png 1.69MB Best_pricing_model.png 1.65MB bs_mc_MC_Gamma.png 465KB bs_mc_MC_Delta.png 340KB al_mc_Gamma.png 253KB bs_mc_MC_Predictions.png 249KB bs_mc_Training_data.png 246KB al_mc_Training data.png 187KB al_mc_Delta.png 176KB Price_vs_implied_volatility_mse.png 175KB Top_implied_volatility_models_mse.png 160KB al_mc_Predictions.png 155KB Mickey_mse.png 151KB Activation_functions_standardize_mse.png 150KB Input_scaling_mse.png 143KB Grid_vs_smile_vs_single_mse.png 142KB Output_scaling_mse.png 132KB Same_no._of_parameters_mse.png 131KB Activation_functions_normalize_mse.png 126KB Sobol_vs_grid_mse.png 120KB Data_size_mse.png 113KB Activation_functions_mse.png 110KB Sobol_vs_grid_on_grid_test_set_mse.png 108KB Best_implied_volatility_model_mse.png 104KB Data_filtering_mse.png 104KB Best_price_model_mse.png 89KB ModelTesting.py 54KB MC_al.py 50KB ModelGenerator.py 18KB MonteCarlo.py 16KB MonteCarlo.py 13KB LossHistory.py 12KB same_param.py 11KB Refit.py 10KB NNModelGenerator.py 9KB DataGeneration.py 7KB ServerModelGenerator.py 7KB BlackScholes.py 7KB LearningRate.py 6KB main.py 5KB NNPriceTesting.py 5KB NNSingle.py 5KB NNTesting.py 5KB AndersenLake.py 5KB NeuralNetworkGenerator.py 4KB SinglePriceNNTesting.py 4KB PriceGeneration.py 4KB Sobol.py 4KB HestonModel.py 3KB ModelTiming.py 3KB Refit_func.py 3KB ann_sabr.py 3KB SABR.py 3KB train_data_sabr.py 2KB BS.py 2KB ann_bs.py 2KB tester.py 2KB model_sabr.py 2KB BSXG.py 2KB model_bs.py 2KB options.py 2KB共 126 条
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