AI models trained on simulates, clean, abundant data
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Public Dataset Release: GARCH Densities, 1,000 Trillion Simulations for Financial AI
huggingface.co/datasets/simu-ai/garch_densities We’ve released a new open dataset on Hugging Face: GARCH Densities, a large-scale benchmark for density estimation, option pricing, and risk modeling in quantitative finance. Created with Paul Wilmott, this dataset contains simulations from the GJR-GARCH model with Hansen skewed-t innovations. Each row links a parameter set \[ \Theta = (\alpha, \gamma, \beta, \text{var0},…
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Eliminating Simulation Bias in Fractional Models for Financial
Financial markets are shaped by complex volatility patterns that standard models often fail to reproduce. Rough volatility models capture these fine-scale effects, but their accuracy depends entirely on how the underlying fractional processes are simulated. Our new L2-Exact Riemann–Liouville (RL) scheme removes the long-standing simulation bias seen in conventional methods like the BLP Hybrid approach.…