nn_option_pricing.pipeline#

End-to-end experiment orchestration.

The pipeline connects all project components: synthetic data generation, supervised training, neural network evaluation, Monte Carlo benchmarking, artifact persistence, and diagnostic plots.

Functions

ensure_directories(config)

Create all directories required by the experiment outputs.

run_experiment(config)

Run the full Black-Scholes neural pricing experiment.

save_experiment_config(config, path)

Persist the complete experiment configuration as JSON.