The jupyter notebooks here are for 2019 SOA EBIG conference session 1A: Future Greeks Without Nested Stochastics – A Neural Network Approach

https://www.soa.org/prof-dev/events/2019-ebig/

Powerpoint slides at https://www.soa.org/globalassets/assets/files/e-business/pd/events/2019/ebig/2019-ebig-presentation-feng.pdf

You can use https://nbviewer.jupyter.org/ to render the jupyter notebook if github has trouble with the rendering.

Alternatively, you can open the notebook on Google Colab with the following links:

https://colab.research.google.com/github/yufeng66/FutureGreeks/blob/master/SOA_talk_lognormal_scenario.ipynb

https://colab.research.google.com/github/yufeng66/FutureGreeks/blob/master/AAA_scenario_25yr_put.ipynb