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This project just showcases that I'm able to use R Programming on Rstudio/Jupyter/Colab but I also am able to apply it to mathematical/finance models such as Black Scholes, and much more if needed from my studies.
Testing machine learning algorithms based on options features to see whether they are more accurate than Black-Scholes formula and creating a classifier to determine whether Black-Scholes will over- or under-estimate the price of the option.
Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .