A Deep Learning approach to quantitative volatility modeling. This project implements an Autoregressive Neural Stochastic Differential Equation (Neural SDE) using PyTorch to forecast VIX dynamics, capturing non-linear market regimes and outperforming traditional Heston models.
deep-learning pytorch quantitative-finance financial-engineering vix time-series-forecasting stochastic-calculus volatility-modeling neural-sdes torchsde
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Updated
Aug 2, 2026 - Jupyter Notebook