https://github.com/ggsmith842/options-prediction

Developing a ML model to predict the value of a European option via regression and if an options is over or undervalued.
https://github.com/ggsmith842/options-prediction

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Developing a ML model to predict the value of a European option via regression and if an options is over or undervalued.

• Host: GitHub
• URL: https://github.com/ggsmith842/options-prediction
• Owner: ggsmith842
• Created: 2021-03-28T00:14:25.000Z (over 3 years ago)
• Default Branch: main
• Last Pushed: 2021-04-30T19:39:02.000Z (over 3 years ago)
• Last Synced: 2023-03-09T09:06:49.423Z (over 1 year ago)
• Language: Jupyter Notebook
• Size: 875 KB
• Stars: 2
• Watchers: 3
• Forks: 5
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# Options-Prediction

Developing a ML model to predict the value of a European option via regression and if an options is over or undervalued.

### Collaborators:

Oritseweyinmi Henry Ajagbawa, Anushka Kapur, Grant Smith, Joyce Yam, Yutong Wanyan, Kent Zhang

**Goals:**

1. Build a regression model capable of predicting option value.

2. Build a classification model capable of predicting if an option is overvalued or undervalued.