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pfnet-research
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pfhedge
PyTorch-based framework for Deep Hedging
http://pfnet-research.github.io/pfhedge/
MIT License
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Fix Inappropriate Shape of `stock.spot` Due to Floating-Point Precision
#639
kano5266
opened
1 month ago
0
Inappropriate Shape of `stock.spot` Due to Floating-Point Precision
#638
kano5266
opened
1 month ago
0
Fixed warning with pip install
#637
pmcgleenon
opened
2 months ago
0
Release/0.23.0
#636
masanorihirano
closed
2 months ago
1
Bumping version from 0.22.0 to 0.23.0
#635
github-actions[bot]
closed
2 months ago
0
fix: set codecov ci token
#634
masanorihirano
closed
2 months ago
1
kou's jump model
#633
rhandal-pfn
closed
2 months ago
3
Merton jump martingale
#632
rhandal-pfn
closed
2 months ago
0
fix: fix typo in generate_geometric_brownian doc
#631
masanorihirano
closed
2 months ago
0
feat: support python 3.12
#630
masanorihirano
closed
2 months ago
0
Release/0.22.0
#629
masanorihirano
closed
2 months ago
0
Bumping version from 0.21.1 to 0.22.0
#628
github-actions[bot]
closed
2 months ago
0
fix: drop pysen
#627
masanorihirano
closed
2 months ago
0
fix: mypy py311 update
#626
masanorihirano
closed
2 months ago
0
feat: merton's martingale for drift
#625
rhandal-pfn
closed
2 months ago
1
Minor typo in generate_geometric_brownian documentation
#624
rawias
closed
2 months ago
0
Release/0.21.1
#623
masanorihirano
closed
1 year ago
1
Bumping version from 0.21.0 to 0.21.1
#622
github-actions[bot]
closed
1 year ago
0
Release/0.21.0
#621
masanorihirano
closed
1 year ago
1
Bumping version from 0.20.0 to 0.21.0
#620
github-actions[bot]
closed
1 year ago
0
[WIP] Add notebook CI
#619
masanorihirano
opened
1 year ago
7
Cumulative updates
#618
masanorihirano
closed
1 year ago
1
Update functional.py
#617
Hannibal046
closed
1 year ago
2
update the description of the release process
#616
masanorihirano
closed
1 year ago
1
Autorelease by github action
#615
masanorihirano
closed
1 year ago
6
remove assert_allclose and use assert_close instead
#614
masanorihirano
closed
1 year ago
1
drop python37 support
#613
masanorihirano
closed
1 year ago
1
Pytorch 2.0 support
#612
masanorihirano
closed
1 year ago
6
[Do not merge] Pytorch 2.0
#611
masanorihirano
closed
1 year ago
0
fix Poetry issue 609
#610
masanorihirano
closed
1 year ago
1
poetry 1.4.1 shows WheelFileValidationError
#609
masanorihirano
closed
2 months ago
2
drop support python 3.7
#608
masanorihirano
closed
1 year ago
1
poetry is an awfull piece os s..., why u complicated the framework?
#607
arbitrage-technology
closed
1 year ago
1
Supporting pytroch 2.0
#606
masanorihirano
closed
1 year ago
2
Supporting python 3.10 and 3.11 in GHA
#605
masanorihirano
closed
1 year ago
1
Added gpu tests
#604
masanorihirano
closed
1 year ago
5
Introducing flex ci
#603
masanorihirano
closed
1 year ago
3
Gpu test
#602
masanorihirano
closed
1 year ago
0
Flex ci 2
#601
masanorihirano
closed
1 year ago
0
Flex ci update
#600
masanorihirano
closed
1 year ago
0
Flex ci test
#599
masanorihirano
closed
1 year ago
0
Flex ci test
#598
masanorihirano
closed
1 year ago
0
[Do not merge] Flex ci gpu test
#597
masanorihirano
closed
1 year ago
5
PEP 585: Change some Typing to collections.abc
#596
masanorihirano
closed
1 year ago
1
Introduce Pysen
#595
masanorihirano
closed
1 year ago
1
ENH: Supporting clip_grad_norm_ in hedger.fit
#594
masanorihirano
opened
1 year ago
0
Introducing pysen
#593
masanorihirano
closed
1 year ago
0
How to add constraints in my model
#592
river7816
closed
1 year ago
1
How to extract the optimal hedging paths (post model fitting)?
#591
XiaoqiDong96
closed
1 year ago
1
Calculate the derivative of the hedging model over the hedging instruments.
#590
XiaoqiDong96
closed
2 years ago
1
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