Auther: Eugene Yang
This repository is the attachment code for the final project of Advanced Derivative Pricing in NTHU 2016 Spring.
Feel free to fork this repository.
Since this project is using the result of GloVe project.
Please download the glove.6B.zip from GloVe Site and extract the glove.6B.100d.txt to the root directory of this repository.
For run.py and run_his.py, please use the following syntax.
python run.py {Day Offset} {Stock Ticker List}
For example,
python run.py 2 AAPL TSLA MSFT
The output will apear in \output folder and the analyzing code in R would also in this folder.