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  1. deepLearningVolatility deepLearningVolatility Public

    Neural network framework for volatility surface approximation and calibration. Supports rough Heston/Bergomi, random grids, multi-regime architectures.

    Python 11 2

  2. alpha-research-framework alpha-research-framework Public

    Rigorous ML framework for alpha generation research. Demonstrates that apparent alpha from public market data is primarily overfitting. Key finding: IC flips from +0.036 to -0.084 when regularizati…

    Python 2 1