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Chapter 9: Mathematical Finance.
==================================

This gallery contains examples and tutorials for Chapter 9. The examples demonstrate how to use
the CodPy library to implement different Reinforcement Learning algorithms for two environments: Cartpole and LunarLander.

Each example includes code and outputs, such as plots or results, to help you understand
how the library works.

Below are the examples for this chapter:


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    <div class="sphx-glr-thumbnails">

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    <div class="sphx-glr-thumbcontainer" tooltip="9.01 Free time series modeling">

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  .. image:: /auto_ch9/images/thumb/sphx_glr_ch9_get_market_data_thumb.png
    :alt:

  :ref:`sphx_glr_auto_ch9_ch9_get_market_data.py`

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      <div class="sphx-glr-thumbnail-title">9.01 Free time series modeling</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="9.02 Random walks">

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  .. image:: /auto_ch9/images/thumb/sphx_glr_ch9_random_walk_log_normal_thumb.png
    :alt:

  :ref:`sphx_glr_auto_ch9_ch9_random_walk_log_normal.py`

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      <div class="sphx-glr-thumbnail-title">9.02 Random walks</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="9.03 ARMA(p,1) model">

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  .. image:: /auto_ch9/images/thumb/sphx_glr_ch9_arma_thumb.png
    :alt:

  :ref:`sphx_glr_auto_ch9_ch9_arma.py`

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      <div class="sphx-glr-thumbnail-title">9.03 ARMA(p,1) model</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="9.04 GARCH(1,1) model">

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  .. image:: /auto_ch9/images/thumb/sphx_glr_ch9_garch_thumb.png
    :alt:

  :ref:`sphx_glr_auto_ch9_ch9_garch.py`

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      <div class="sphx-glr-thumbnail-title">9.04 GARCH(1,1) model</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="9.05 Lagrange interpolation model">

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  .. image:: /auto_ch9/images/thumb/sphx_glr_ch9_lagrange_thumb.png
    :alt:

  :ref:`sphx_glr_auto_ch9_ch9_lagrange.py`

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      <div class="sphx-glr-thumbnail-title">9.05 Lagrange interpolation model</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="9.06 Additive noise map">

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  .. image:: /auto_ch9/images/thumb/sphx_glr_ch9_additive_thumb.png
    :alt:

  :ref:`sphx_glr_auto_ch9_ch9_additive.py`

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      <div class="sphx-glr-thumbnail-title">9.06 Additive noise map</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="9.07 Conditionning model">

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  .. image:: /auto_ch9/images/thumb/sphx_glr_ch9_conditionning_thumb.png
    :alt:

  :ref:`sphx_glr_auto_ch9_ch9_conditionning.py`

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      <div class="sphx-glr-thumbnail-title">9.07 Conditionning model</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="9.08 Stochastic volatility model">

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  .. image:: /auto_ch9/images/thumb/sphx_glr_ch9_stoch_vol_thumb.png
    :alt:

  :ref:`sphx_glr_auto_ch9_ch9_stoch_vol.py`

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      <div class="sphx-glr-thumbnail-title">9.08 Stochastic volatility model</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="9.09 Heston Process - Reproducibility">

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  .. image:: /auto_ch9/images/thumb/sphx_glr_ch9_HestonRepro_thumb.png
    :alt:

  :ref:`sphx_glr_auto_ch9_ch9_HestonRepro.py`

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      <div class="sphx-glr-thumbnail-title">9.09 Heston Process - Reproducibility</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="9.10 Heston Process - Path comparison">

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  .. image:: /auto_ch9/images/thumb/sphx_glr_ch9_HestonCompare_thumb.png
    :alt:

  :ref:`sphx_glr_auto_ch9_ch9_HestonCompare.py`

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      <div class="sphx-glr-thumbnail-title">9.10 Heston Process - Path comparison</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="9.11 Heston Process - Intraday interpolation">

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  .. image:: /auto_ch9/images/thumb/sphx_glr_ch9_isocontours_thumb.png
    :alt:

  :ref:`sphx_glr_auto_ch9_ch9_isocontours.py`

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      <div class="sphx-glr-thumbnail-title">9.11 Heston Process - Intraday interpolation</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="9.12 Price extrapolation using KRR and Taylor">

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  .. image:: /auto_ch9/images/thumb/sphx_glr_ch9_priceExtrapolation_thumb.png
    :alt:

  :ref:`sphx_glr_auto_ch9_ch9_priceExtrapolation.py`

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      <div class="sphx-glr-thumbnail-title">9.12 Price extrapolation using KRR and Taylor</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="9.13 Greeks output after correction">

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  .. image:: /auto_ch9/images/thumb/sphx_glr_ch9_greeks_thumb.png
    :alt:

  :ref:`sphx_glr_auto_ch9_ch9_greeks.py`

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      <div class="sphx-glr-thumbnail-title">9.13 Greeks output after correction</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="9.13 Reverse Stress Test">

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  .. image:: /auto_ch9/images/thumb/sphx_glr_ch9_rst_thumb.png
    :alt:

  :ref:`sphx_glr_auto_ch9_ch9_rst.py`

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      <div class="sphx-glr-thumbnail-title">9.13 Reverse Stress Test</div>
    </div>


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    </div>


.. toctree::
   :hidden:

   /auto_ch9/ch9_get_market_data
   /auto_ch9/ch9_random_walk_log_normal
   /auto_ch9/ch9_arma
   /auto_ch9/ch9_garch
   /auto_ch9/ch9_lagrange
   /auto_ch9/ch9_additive
   /auto_ch9/ch9_conditionning
   /auto_ch9/ch9_stoch_vol
   /auto_ch9/ch9_HestonRepro
   /auto_ch9/ch9_HestonCompare
   /auto_ch9/ch9_isocontours
   /auto_ch9/ch9_priceExtrapolation
   /auto_ch9/ch9_greeks
   /auto_ch9/ch9_rst



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 .. rst-class:: sphx-glr-signature

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