.RDATA

mlpHC4_market_final_2020-09-09.RData (1.59 MB)

.RDATA

mlpHC3_market_final_2020-09-09.RData (1.59 MB)

.RDATA

mlpSC_market_final_2020-09-08.RData (1.59 MB)

.RDATA

mlp_market_final_2020-09-08.RData (799.59 kB)

.RDATA

mlpHC3_hest_001_2020-03-30.RData (26.43 MB)

.RDATA

mlpHC4_hest_001_2020-03-29.RData (26.39 MB)

.RDATA

mlpSC_hest_001_2020-03-29.RData (26.42 MB)

.RDATA

mlp_hest_001_2020-03-12.RData (13.22 MB)

.RDATA

mlp_black_001_2020-03-11.RData (13.2 MB)

.RDATA

mlpHC3_black_001_2020-03-29.RData (26.43 MB)

.RDATA

mlpHC4_black_001_2020-03-29.RData (26.39 MB)

.RDATA

mlpSC_black_001_2020-03-28.RData (26.41 MB)

.RDATA

mlp_model_001_2019-11-05.RData (996.22 kB)

.RDATA

mlpHC3_model_001_2019-11-18.RData (1.94 MB)

.RDATA

mlpHC4_model_001_2019-11-18.RData (1.93 MB)

.RDATA

mlpSC_model_003_2019-11-05.RData (1.94 MB)

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16 files

Trained network files

dataset

posted on 2021-02-05, 09:04 authored by Duncan SaffyDuncan Saffy, Tim GebbieTim Gebbie

.R files providing weights for networks trained on the simulated BSM, Black and Heston model data as well as the market data provided in this collection. There are four networks for each dataset relating to the standard network (MLP), soft-contrained network (SC) and the two hard constained networks HC1 and HC2.