/MASTERS_THESIS

Final thesis is added in the main branch, while the final versions of the different models related to the different applications are present in the sub-branches. Implied_vola relates to At-the-Money Implied volatility curve corrections. GARCH_analysis relates to obtaining VaR for large portfolios using autoencoders. RE_analysis performs a reconstruction analysis when changing the distributional assumptions of the underlying variational autoencoder.

Primary LanguagePython

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