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…