neuroscience-inspired-option-pricing

Work in Progress

Parametric Models

Monte Carlo Simulation \
Pseudo Self Evolving Cerebellar Model Articulation Controller (PSECMAC) (Paper)\
Generic Self-Organising Fuzzy Neural Network (GenSoFNN) (Paper)

Name		Name	Last commit message	Last commit date
Latest commit History 15 Commits
data		data
models		models
results		results
.gitignore		.gitignore
README.md		README.md
bsm_modelling.ipynb		bsm_modelling.ipynb
get_nifty_data.ipynb		get_nifty_data.ipynb
heston_modelling.ipynb		heston_modelling.ipynb
monte_carlo_modelling.ipynb		monte_carlo_modelling.ipynb
requirements.txt		requirements.txt