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Scala Machine Learning Projects by Md. Rezaul Karim

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Problem description

Through this project, we will predict the price of an option on a security for N days in the future according to the current set of observed features derived from the time of expiration, the price of the security, and volatility. The question would be: what model should we use for such an option pricing model? The answer is that there are actually many; Black-Scholes stochastic partial differential equations (PDE) is one of the most recognized.

In mathematical finance, the Black-Scholes equation is necessarily a PDE overriding the price evolution of a European call or a European put under the Black-Scholes model. For a European call or put on an underlying stock paying no dividends, the equation is: Where V is the price ...

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