This is a summary of links featured on Quantocracy on Thursday, 02/13/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Have you tried to calculate derivatives using TensorFlow 2? [Quant Dare]We will learn how to implement a simple function using TensorFlow 2 and how to obtain the derivatives from it. We will implement a Black-Scholes model for pricing a call option and then we are going to obtain the greeks. Matthias Groncki wrote a very interesting post about how to obtain the greeks of a pricing option using TensorFlow which inspired me to write this post. So, I took the same
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Introduction to XGBoost in Python [Quant Insti]Ah! XGBoost! The supposed miracle worker which is the weapon of choice for machine learning enthusiasts and competition winners alike. It is said that XGBoost was developed to increase computational speed and optimize model performance. As we were tinkering with the features and parameters of XGBoost, we decided to build a portfolio of five companies and applied XGBoost model on it to create a