Claude 8328114379 feat: AI Hedger — deep hedging (No-Transaction-Band net) under costs and jumps ...

Numpy-only deep hedging of a short call: a No-Transaction-Band network
trained by back-propagation through time and a feed-forward deep hedge,
both minimising CVaR, benchmarked out of sample against BS delta and a
tuned Whalley-Wilmott band, with regime-shift tests (vol up, crash jumps).

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01FpiqUMAyo4RL5DdQHMWbwE

2026-10-17 05:27:03 +00:00

..

app

feat: AI Hedger — deep hedging (No-Transaction-Band net) under costs and jumps

2026-10-17 05:27:03 +00:00

tests

feat: AI Hedger — deep hedging (No-Transaction-Band net) under costs and jumps

2026-10-17 05:27:03 +00:00

Procfile

chore: prepare for Vercel + Koyeb deployment

2026-06-07 18:46:51 +05:30

requirements.txt

feat: Vol Forecast & Regime engine (HAR-RV, GJR-GARCH, gradient boosting, HMM)

2026-10-01 05:21:59 +00:00