[Feature Request]: Option Pricing Using Genetic Algorithms
ashis2004 opened this issue · 5 comments
Is there an existing issue for this?
- I have searched the existing issues
Feature Description
Data Collection
Collect historical option prices and underlying asset prices.
Initialize Population
Create an initial population of random parameters for the option pricing model.
Fitness Function
Define a fitness function to minimize the difference between the model prices and market prices.
Selection, Crossover, Mutation
Implement genetic algorithm operations.
Iterate and Evaluate
Iterate through generations to find the best-fit parameters.
Use Case
Develop a genetic algorithm to estimate the parameters of option pricing models, such as the Black-Scholes model or the Heston model, to fit observed market prices.
Benefits
No response
Priority
High
Record
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- I'm willing to provide further clarification or assistance if needed.
pls assign it me
Hello @ashis2004! Your issue #339 has been closed. Thank you for your contribution!
@sanjay-kv I can't contribute on stackover-flow analysis repo anymore
stackover flow is not like this, you can only contribute to streamlit application which is high level. so it wont be easy like this