The access to the datasets

Here, we provide the names of the datasets along with a brief description. To access the files, the common username is the first part of the main contributor’s family name in capital letters. The password is generated by concatenating the first character of each word in the following sentence:

"Monte Carlo simulated data 4 Machine Learning using NVIDIA Graphics Processing Units"

In addition to the file names listed below, you will need the URL address, which can be found in the HTML page associated with each model.

• expOUcall031024.zip Dataset of more than 2 Mega prices of call options computed for exponential Ornstein-Uhlenbeck volatility model

• NIGcall031024.zip Dataset of more than 2 Mega prices of call options computed for Normal-Inverse-Gaussian jump model

• rBergomicall031024.zip Dataset of more than 2 Mega prices of call options computed for rough Bergomi volatility model

• SABRcall031024.zip Dataset of more than 2 Mega prices of call options computed for SABR volatility model

• vgcall031024.zip Dataset of more than 2 Mega prices of call options computed for Variance-Gamma jump model

• BandS5Wcall130325.zip Dataset of more than 10 Mega prices of 5 weighted call options computed for Geometric Brownian Motion model

• BandS5autocall130325.zip Dataset of more than 10 Mega prices of 5 autocall options computed for Geometric Brownian Motion model