deep-swap-optimization

Project in the course 401-3932-19L Machine Learning in Finance at ETH Zürich.

We optimize the interest rate swaps contracts a simple bank should enter into.

Group members:

Name		Name	Last commit message	Last commit date
Latest commit History 29 Commits
.gitignore		.gitignore
201231_ECB.csv		201231_ECB.csv
210422_Additional_Hints.pdf		210422_Additional_Hints.pdf
210422_Simple_ESG_Filip_stable_colab.ipynb		210422_Simple_ESG_Filip_stable_colab.ipynb
210422_Simple_ESG_colab.ipynb		210422_Simple_ESG_colab.ipynb
210422_Simple_ESG_colab_Filip_Solution.ipynb		210422_Simple_ESG_colab_Filip_Solution.ipynb
DeepAssetManagement_HSY.ipynb		DeepAssetManagement_HSY.ipynb
DeepAssetManagement_HSY_Tuning.ipynb		DeepAssetManagement_HSY_Tuning.ipynb
LICENSE		LICENSE
README.md		README.md
deep_swap_optimization.ipynb		deep_swap_optimization.ipynb

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