search

Akshat111111 / Hedging-of-Financial-Derivatives

This strategy works for every market condition irrespective of the movement
BSD 3-Clause "New" or "Revised" License
60 stars 85 forks source link

💡[FEATURE]: Volatility Forecasting with LSTM Networks for Hedging #418

Open ranamanish674zu opened 6 days ago

ranamanish674zu commented 6 days ago

Description: Utilize Long Short-Term Memory (LSTM) networks to forecast market volatility and use these forecasts to inform hedging strategies. Objectives: Develop and train LSTM models on historical volatility data. Use volatility forecasts to adjust hedging positions dynamically. Evaluate the effectiveness of LSTM-based hedging compared to static hedging approaches.

Can you assign it to me? @Akshat111111

Full name: Manish Rana GitHub profile link: https://github.com/ranamanish674zu Email ID: manish.rana2021@vitbhopal.ac.in Approach for this project: Will use Deep Learning algorithm and python What is your participant role?: GSSoC-2024 contributor

Can you add the label for GSSoC, i want to work on it Thanks.

Akshat111111 commented 4 days ago

For volatility, dont forget to add some mathematical models

ranamanish674zu commented 4 days ago

For volatility, dont forget to add some mathematical models

@Akshat111111 okay sir