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:

9.01 Free time series modeling

9.01 Free time series modeling

9.02 Random walks

9.02 Random walks

9.03 ARMA(p,1) model

9.03 ARMA(p,1) model

9.04 GARCH(1,1) model

9.04 GARCH(1,1) model

9.05 Lagrange interpolation model

9.05 Lagrange interpolation model

9.06 Additive noise map

9.06 Additive noise map

9.07 Conditionning model

9.07 Conditionning model

9.08 Stochastic volatility model

9.08 Stochastic volatility model

9.09 Heston Process - Reproducibility

9.09 Heston Process - Reproducibility

9.10 Heston Process - Path comparison

9.10 Heston Process - Path comparison

9.11 Heston Process - Intraday interpolation

9.11 Heston Process - Intraday interpolation

9.12 Price extrapolation using KRR and Taylor

9.12 Price extrapolation using KRR and Taylor

9.13 Greeks output after correction

9.13 Greeks output after correction

9.13 Reverse Stress Test

9.13 Reverse Stress Test