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💡[FEATURE]: Delta Hedging with Support Vector Machines (SVM) #419

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ranamanish674zu opened this issue Jun 26, 2024 · 0 comments
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@ranamanish674zu
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Description: Implement a delta hedging strategy where the delta is predicted using Support Vector Machines.
Objectives:
Train SVM models to predict the delta of options.
Implement a delta hedging strategy based on SVM predictions.
Assess the hedging performance in different market scenarios.

Can you assign it to me? @Akshat111111

Full name: Manish Rana
GitHub profile link: https://github.com/ranamanish674zu
Email ID: manish.rana2021@vitbhopal.ac.in
Approach for this project: Will use Machine Learning algorithm and python
What is your participant role?: GSSoC-2024 contributor

Can you add the label for GSSoC, i want to work on it
Thanks.

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