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Niketkumardheeryan / ML-CaPsule

ML-capsule is a Project for beginners and experienced data science Enthusiasts who don't have a mentor or guidance and wish to learn Machine learning. Using our repo they can learn ML, DL, and many related technologies with different real-world projects and become Interview ready.
MIT License
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Reinforcement Learning Model for Dynamic Hedging Strategies #932

Open ashis2004 opened 1 month ago

ashis2004 commented 1 month ago

first of all we will define a custom OpenAI Gym environment for our dynamic hedging problem. Steps to Implement:

Data Collection: Collecting historical financial news articles and their corresponding sentiment scores.

Feature Engineering: Create features representing the sentiment scores and integrate them with the existing options data features.

Model Training: Train the enhanced model on the combined dataset of options and sentiment features. Evaluate the model's performance with and without sentiment features to assess the impact. RND Estimation:

Using the enhanced model to estimate the risk-neutral density from new options data, incorporating current market sentiment. Analyze the improvement in RND estimation accuracy due to sentiment integration.

@Niketkumardheeryan sir pls assign it me I'm Gssoc'24 contributor

invigorzz313 commented 1 month ago

@ashis2004 the issue is assigned.