臺灣發行量加權股價指數、其期貨及選擇權與其他經濟與利率數據的深度學習定價模型之研究
A study on the deep learning pricing model of Taiwan's issue-weighted stock price index, its futures and options, and other economic and interest rate data

This study, also known as tw-options-and-futures-analysis-and-rnn-pricing or Option_pricing, contains visual analysis and recursive neural network deep learning pricing model of spot, futures, and options of Taiwan's issue-weighted stock price index.

• All code in a file: Option_pricing.ipynb.
• Working directory: working.
• Paper PDF: 資料科學期末成果報告 臺灣發行量加權股價指數、其期貨及選擇權與其他經濟與利率數據的深度學習定價模型之研究.pdf.
• Option_pricing.ipynb PDF: Option_pricing.pdf.
• RNN Code Main Part (see the whole implementation in the Option_pricing.ipynb or the working directory): RNN.hpp.