Implementation of the vanilla Deep Hedging engine
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Jan 22, 2026 - Jupyter Notebook
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deep-hedging
Here are 16 public repositories matching this topic...
A curated list of resources dedicated to Deep Hedging
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Nov 5, 2022
Coding assignments of the "Machine Learning in Finance & Insurance" course at ETH Zürich (Fall 2024).
machine-learning insurance-claim-prediction machine-learning-in-finance deep-hedging credit-analytics
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Mar 13, 2025 - Jupyter Notebook
Deep Hedging neural network for dynamically pricing and managing derivatives risk under realistic market frictions
machine-learning deep-learning monte-carlo gru neural-networks quantitative-finance keras-tensorflow risk-management hedging options-pricing option-trading deep-hedging
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Aug 22, 2025 - Jupyter Notebook
A package to learn optimal hedges by a deep feed forward neural network, to minimise the terminal error
machine-learning options deep-learning tensorflow keras deep-learning-algorithms global-optimization black-scholes hedging options-trading geometric-brownian-motion hedging-strategy deep-hedging black-scholes-model
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Aug 12, 2025 - Python
Code and reproducibility package for “What Does Deep Hedging Actually Learn? Delta Corrections, Regime Fragility, and Symbolic Distillation.”
python reinforcement-learning symbolic-regression derivatives quantitative-finance black-scholes td3 empirical-finance deep-hedging option-hedging spx-options
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May 21, 2026 - Python
Interpretable volatility-surface prototype hedger that matches delta-vega on tail risk while staying auditable (ICAIF 2026)
options reproducible-research quantitative-finance interpretability cvar volatility-surface deep-hedging
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Jun 22, 2026 - Python
LightGBM-based hedging strategy under Merton's jump diffusion with custom loss and delta approximation
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May 28, 2025 - Python
Numpy-only replication of Deep Hedging (Buehler et al. 2019): a neural hedging policy trained via hand-written backprop-through-time to minimize entropic risk under transaction costs, benchmarked against Black-Scholes delta hedging.
numpy neural-networks monte-carlo-simulation quantitative-finance black-scholes risk-management options-pricing deep-hedging
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Jul 10, 2026 - Python
Deep-learning option pricing and hedging: a neural surrogate for Asian options benchmarked against Monte Carlo, a rough Bergomi model for 0DTE, a CVaR deep hedging policy, live calibration, and an interactive dashboard.
machine-learning deep-learning monte-carlo pytorch derivatives option-pricing quantitative-finance rough-volatility fastapi deep-hedging
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Jul 10, 2026 - Python
Neural hedging policies (GRU, deep-set, no-trade-band) minimising CVaR, entropic and spectral risk under transaction costs, on fused CUDA kernels at billions of paths per second, with a deep BSDE pricer.
deep-learning monte-carlo cuda pytorch option-pricing quantitative-finance risk-management stochastic-control stochastic-volatility cvar bsde deep-hedging
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Jun 26, 2026 - Python
Neural SDE framework for rough volatility modeling (H ≈ 0.1) with deep hedging. Implements Davies-Harte fBM, signature-based losses, and convergence analysis.
pytorch quantitative-finance stochastic-differential-equations rough-volatility fractional-brownian-motion neural-sde deep-hedging
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Feb 4, 2026 - Jupyter Notebook
Deep Hedging under market frictions.
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Apr 1, 2025 - Jupyter Notebook
Option-pricing and hedging models built from scratch and verified on real market data, with honest caveats. Black-Scholes to Heston to deep hedging.
monte-carlo derivatives option-pricing quantitative-finance jump-diffusion black-scholes prediction-markets hedging implied-volatility heston-model stochastic-volatility deep-hedging
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Jun 28, 2026 - Jupyter Notebook
Deep‑Hedging in PyTorch (MCPG): europäische & amerikanische Optionen mit RSQP‑Risiko, GJR‑GARCH‑Pfade, IV‑Features und Chebyshev‑Pricing inkl. Baselines.
options reinforcement-learning pytorch pricing policy-gradient hedging implied-volatility deep-hedging mcpgptx rsqp
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Sep 30, 2025 - Python
Adversarial Deep Hedging Benchmark evaluating GAN-based hedging against classical Black-Scholes under market stress.
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Jun 26, 2026 - Jupyter Notebook
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