Command Reference ================= This page collects the main executable scripts. The commands are intended to be run from the repository root unless stated otherwise. Main Experiment --------------- ``scripts/run_experiment.py`` runs the complete neural-network pricing pipeline: .. code-block:: bash python scripts/run_experiment.py Important options include: * ``--n-samples`` for the synthetic dataset size; * ``--max-epochs`` and ``--batch-size`` for training; * ``--feature-set`` with values ``base`` or ``with_moneyness``; * ``--activation`` with values ``relu``, ``tanh``, ``leaky_relu``, ``silu``, or ``gelu``; * ``--mc-n-paths`` and ``--mc-evaluation-samples`` for the Monte Carlo benchmark; * ``--data-dir`` and ``--output-dir`` for isolating experiment artifacts. Runtime Benchmark ----------------- ``scripts/benchmark_runtime.py`` compares analytical Black-Scholes pricing, neural-network inference, and Monte Carlo pricing time: .. code-block:: bash python scripts/benchmark_runtime.py \ --feature-set with_moneyness \ --activation silu \ --output-dir results/experiments/runtime_benchmark The script reports neural-network training time separately from pricing time, because surrogate pricing has an upfront training cost and a later inference phase. SVR Benchmark ------------- ``scripts/run_svr_benchmark.py`` evaluates a reduced-scale Support Vector Regression baseline: .. code-block:: bash python scripts/run_svr_benchmark.py \ --n-samples 5000 \ --seeds 11 42 73 \ --feature-set with_moneyness \ --output-dir results/experiments/svr_benchmark The benchmark is intentionally reduced-scale because RBF kernel SVR does not scale as naturally as the neural-network pipeline to the full final dataset. Noisy-Target Neural-Network Experiment -------------------------------------- ``scripts/run_noisy_targets_experiment.py`` trains the neural network on controlled noisy Black-Scholes labels and evaluates against clean analytical prices: .. code-block:: bash python scripts/run_noisy_targets_experiment.py \ --n-samples 50000 \ --noise-levels 0.0 0.01 0.05 \ --max-epochs 100 \ --batch-size 1024 \ --feature-set with_moneyness \ --activation silu \ --seed 42 \ --noise-seed 123 \ --data-dir data/experiments/noisy_targets \ --output-dir outputs/experiments/noisy_targets \ --results-dir results/experiments/noisy_targets The experiment perturbs only the training targets. Validation and test errors are measured against the clean Black-Scholes prices. Noisy-Target SVR Benchmark -------------------------- ``scripts/run_noisy_svr_benchmark.py`` repeats the controlled noisy-target setting with SVR: .. code-block:: bash python scripts/run_noisy_svr_benchmark.py \ --n-samples 5000 \ --seeds 11 42 73 \ --noise-levels 0.0 0.01 0.05 \ --feature-set with_moneyness \ --output-dir results/experiments/noisy_svr_benchmark This provides a classical machine-learning robustness reference while keeping the computational cost bounded. Report Figures -------------- ``scripts/generate_report_figures.py`` regenerates the compact comparison figures used in the report from tracked experiment summaries: .. code-block:: bash python scripts/generate_report_figures.py The generated figures are written under ``report/figures/`` and are used by the experimental-results chapter of the report. Testing and Documentation ------------------------- Run tests with: .. code-block:: bash pytest Build Sphinx documentation with: .. code-block:: bash sphinx-build -W -b html docs/source docs/build/html