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raphsbeans/DeepOptimalStop - GitHub Explorer | GitHub Explorer | Trending | Compare

DeepOptimalStop

raphsbeans•PUBLIC

Neural Net to compute optimal stop for Bermudan option

Created on Apr 13, 2020

Updated on Jun 12, 2025

Stars

4

Forks

2

Watchers

4

Open Issues

0

Repository Health Score

❤️

35/100

Poor

Overall repository health assessment

Score Breakdown

Activity

Inactive - no updates in 3+ months

0/30

0%

Community

4 stars, 2 forks

0/30

0%

Documentation

Has description, wiki

15/20

75%

Maintenance

0.0% issue ratio

20/20

100%

Health score is calculated based on activity, community engagement, documentation quality, and maintenance practices

Languages

Jupyter Notebook

62.8%

Python

37.2%

Dependencies

No package.json found

This might not be a Node.js project

Top Contributors

1

raphsbeans

User

13

commits

2

MedeirosErik

User

2

commits

Recent Commits

Uploaded deep files

Raphael Feijao•5 years ago

b4bc67bView on GitHub

Removed unused files

Raphael Feijao•5 years ago

766ba64View on GitHub

Changed the architecture of the neural net

Raphael Feijao•5 years ago

3b4fee3View on GitHub

Updated Version

Raphael Feijao•5 years ago

152701dView on GitHub

Solved a bug and added confidence interval

Raphael Feijao•5 years ago

6863940View on GitHub

Fixed a bug

Raphael Feijao•5 years ago

eedd806View on GitHub

Finished Lower Bound

Raphael Feijao•5 years ago

87ef784View on GitHub

master

Erik Medeiros•5 years ago

19c0346View on GitHub

master

Erik Medeiros•5 years ago

6d7a37fView on GitHub

Fixed a minus in cost function

Raphael Feijao•5 years ago

bac4355View on GitHub

Fixed loss function

Raphael Feijao•5 years ago

0cb902cView on GitHub

Added one layer off training

Raphael Feijao•5 years ago

debf451View on GitHub

Small changes in naming

Raphael Feijao•5 years ago

9f12acbView on GitHub

Added a simulation of geometric BM

Raphael Feijao•5 years ago

b3cac1dView on GitHub

Initial commit

Raphael Feijao•5 years ago

8026d48View on GitHub

View all commits