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mixed-sampling

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pornchai1889 / pinn_btcusdt_option

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Universal PINN solver for real-time Bitcoin Option Pricing. Solves Black-Scholes PDE via Mixed-Distribution Sampling & Kink-Weighted Loss. Features 5D input space (S, K, τ, r, σ), auto-diff Greeks, and validation against real Binance market data. Dockerized & Production-ready.

docker deep-learning bitcoin pytorch option-pricing quantitative-finance financial-engineering pinn greeks mlops fastapi scientific-machine-learning physics-informed-neural-networks derivatives-black-scholes mixed-sampling
  • Updated Jan 23, 2026
  • Python

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