Metadata-Version: 2.1
Name: beacon-trellis
Version: 0.2
Summary: Trellis is a deep hedging and deep pricing framework for quantitative finance
Home-page: https://github.com/Beacon-Platform/trellis
Author: Benjamin Pryke
Author-email: ben.pryke@beacon.io
Maintainer: Beacon Platform
License: MIT
Project-URL: Maintainer Homepage, https://www.beacon.io
Description: [![PyPI version](https://badge.fury.io/py/beacon-trellis.svg)](https://pypi.org/project/beacon-trellis/)
        [![Python versions](https://img.shields.io/pypi/pyversions/beacon-trellis.svg)](https://pypi.org/project/beacon-trellis/)
        
        # Trellis: Deep Hedging and Deep Pricing
        
        Trellis is a deep hedging and deep pricing framework with the primary purpose of furthering research into the use of neural networks as a replacement for classical analytical methods for pricing and hedging financial instruments.
        
        The project is built in Python on top of TensorFlow and Keras.
        
        Trellis was originally developed by engineers at [Beacon Platform](https://beacon.io) to conduct research into the deep hedging technique and foster collaboration within the finance industry and with academia.
        
        If you are using this in your own project or research, we would be interested to hear from you.
        
        ## Installation
        
        Trellis is available on PyPi, simply install with `pip`.
        
            pip install beacon-trellis
        
        Note that only TensorFlow version 2.1.0 is currently supported.
        
        To use, simply
        
            import trellis
        
        See `dh_european_option.py` and `dh_variable_annuity.py` for examples of how to use the models and visualisations provided.
        
        ## Coming Soon
        
        - Example Jupyter Notebooks
        - TensorFlow 2.2.0 support
        - ReadTheDocs documentation
        
        ## Contribution guidelines
        
        If you want to contribute to the project, be sure to review the [contribution guidelines](CONTRIBUTING.md).
        
        ## Contact Information
        
        - For technical questions or bugs please [log an issue](https://github.com/Beacon-Platform/trellis/issues).
        - For business enquiries, please contact [Beacon Platform](https://www.beacon.io/contact) directly.
        - [Beacon Platform Twitter](https://twitter.com/PlatformBeacon).
        - [Beacon Platform LinkedIn](https://www.linkedin.com/company/beacon-platform-inc/).
        - Maintained by [Benjamin Pryke](https://github.com/benpryke).
        
        ## License
        
        [MIT](LICENSE)
        
Platform: UNKNOWN
Classifier: Development Status :: 2 - Pre-Alpha
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Intended Audience :: Science/Research
Classifier: License :: OSI Approved :: MIT License
Classifier: Natural Language :: English
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python :: 3 :: Only
Classifier: Programming Language :: Python :: 3.5
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Programming Language :: Python :: 3.8
Classifier: Programming Language :: Python :: 3
Classifier: Topic :: Scientific/Engineering :: Artificial Intelligence
Classifier: Topic :: Scientific/Engineering :: Mathematics
Classifier: Topic :: Scientific/Engineering
Classifier: Topic :: Software Development :: Libraries :: Python Modules
Classifier: Topic :: Software Development :: Libraries
Classifier: Topic :: Software Development
Requires-Python: >=3.5
Description-Content-Type: text/markdown
