[Feature Request]: Option Pricing Using Genetic Algorithms

[ashis2004]

Is there an existing issue for this?

• [X] I have searched the existing issues

Feature Description

Data Collection

Collect historical option prices and underlying asset prices. Initialize Population

Create an initial population of random parameters for the option pricing model. Fitness Function

Define a fitness function to minimize the difference between the model prices and market prices. Selection, Crossover, Mutation

Implement genetic algorithm operations. Iterate and Evaluate

Iterate through generations to find the best-fit parameters.

Use Case

Develop a genetic algorithm to estimate the parameters of option pricing models, such as the Black-Scholes model or the Heston model, to fit observed market prices.

Benefits

No response

Priority

High

Record

• [X] I agree to follow this project's Code of Conduct
• [X] I'm a GSSOC contributor
• [X] I want to work on this issue
• [X] I'm willing to provide further clarification or assistance if needed.

[ashis2004]

pls assign it me

[sanjay-kv]

re.pdf here is your report

[github-actions[bot]]

Hello @ashis2004! Your issue #339 has been closed. Thank you for your contribution!

[ashis2004]

@sanjay-kv I can't contribute on stackover-flow analysis repo anymore

[sanjay-kv]

stackover flow is not like this, you can only contribute to streamlit application which is high level. so it wont be easy like this