Wei Xue

Results 3 comments of Wei Xue

imo, to compute iv using newton method, fprime is just vega. So according to the [wikipedia](https://en.wikipedia.org/wiki/Greeks_(finance)#Formulas_for_European_option_Greeks), it should have exp(-q * t)

Hi, I tested with this PR. Using the parameters of Zaremba's LSTM LM, the valid perplexity is around 600 on PTB, while Zaremba's LM can get around 100. The main...

when I tried to get the earnings of AI. https://finance.yahoo.com/calendar/earnings/?symbol=AI, yahoo may need some time to run js. I also tried selenium. It works but much slower.