This project aims to price Simple and Exotic Options under the Black-Scholes model using Analytical and Monte-Carlo methods. Covered products : Vanilla, Digital, European Barrier, Arithmetic Asian, ...
Abstract: To enhance antenna optimization efficiency, a common method involves constructing a surrogate model for the antenna. This model establishes a rapid mapping relationship between the antenna’s ...
quant-lab/ README.md pyproject.toml environment.yml CMakeLists.txt configs/ data.yaml backtest.yaml risk_limits.yaml data/ # 不提交大数据；只提交 schema 和样例 raw/ interim/ processed/ features/ notebooks/ 01_data ...
Abstract: Satellite mission planning for Earth observation satellites is a combinatorial optimization problem that consists of selecting the optimal subset of imaging requests, subject to constraints, ...
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