Gated Neural Network(GNN) Option pricing

• Gated Neural Network for Option Pricing implementation version Keras
• I referenced the code on this site.(https://github.com/sapphire21/NN-Option-Pricing)
• Since the referenced code is the keras 1.xx version, I converted it to a code that works with the keras 2.xx version.
• I confirmed that it runs normally from start to finish.
• Verified with S&P 500, hangseng, eurostoxx50 call option data.