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Akshat111111 / Hedging-of-Financial-Derivatives

This strategy works for every market condition irrespective of the movement
BSD 3-Clause "New" or "Revised" License
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Feature Extraction in hedging #29

Open Akshat111111 opened 9 months ago

Akshat111111 commented 9 months ago

In financial derivatives hedging, feature extraction is locating and extracting useful data or features from raw data that may be utilized to make forecasts or choices. These characteristics may include historical price data, volatility, interest rates, and other market indicators in the context of financial derivatives.

For hedging, you may utilize machine learning models such as Feedforward Neural Networks (FNN) and Long Short Term Memory (LSTM), which collect and analyze data to forecast effective hedging strategies.

AgrawalTitiksha commented 4 months ago

Hey, I'd like to work on this!

Akshat111111 commented 4 months ago

Hey, I'd like to work on this!

Sure,Move forward.

apooyadv commented 4 months ago

Hey!, you can assign this to me. I've worked with LSTM for sentiment analysis before.

Akshat111111 commented 4 months ago

For now I have already assigned this to @AgrawalTitiksha After his work you can suggest your ideas.

Saswatsusmoy commented 4 months ago

@Akshat111111 In this do we have to collect dataset and then work upon it or dataset is available within the repo or with the organization?

Akshat111111 commented 4 months ago

I prefer to directly use some financial APIs

bhanushri12 commented 4 months ago

Hello @Akshat111111 , I would like to fix the issues, waiting to get assigned.

Saswatsusmoy commented 4 months ago

I prefer to directly use some financial APIs

Would like to know which APIs can be used for example I'm thinking of

Yahoo Finance API for Historical Price Data Alpha Vantage API for historical volatility data Federal Reserve Economic Data API for Interest rate data Either of FRED or Quandl for Economic Indicators

Also would like to know any more public APIs which are available I might have missed

Akshat111111 commented 4 months ago

I prefer to directly use some financial APIs

Would like to know which APIs can be used for example I'm thinking of

Yahoo Finance API for Historical Price Data Alpha Vantage API for historical volatility data Federal Reserve Economic Data API for Interest rate data Either of FRED or Quandl for Economic Indicators

Also would like to know any more public APIs which are available I might have missed

These APIs are the most commonly used,You can proceed with it

Saswatsusmoy commented 4 months ago

@Akshat111111

And also a doubt that has something to do with Gssoc, Do we have to get assigned first to work or we can work without getting assigned?