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Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.
Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Euro. Jupyter notebooks for pricing options using free publicly available datasets.
Airbnb is an online marketplace for arranging or offering lodging, primarily homestays, or tourism experiences since 2008. NYC is the most populous city in the United States and also one of the most popular tourism and business place in the world. Airbnb NYC 2019 data contains listing activity and metrics. The dataset has been taken from https:/…