Data set for Calibrating Financial Uncertainty through Particle Swarm Optimization of a Fuzzy Call Option Pricing Model under Extreme Market Stress: A Case Study on NIFTY 50 banking stocks

This dataset provides the complete replication files for the manuscript, "Calibrating Financial Uncertainty through Particle Swarm Optimization of a Fuzzy Call Option Pricing Model under Extreme Market Stress: A Case Study on NIFTY 50 banking stocks." The repository contains the raw European call option data for NIFTY 50 banking stocks and the BANKNIFTY index for the 2021 calendar year. It also includes the Python Jupyter Notebook (Fuzzy_PSO_in_Stress_Market.ipynb) with the source code required to reproduce the figures, tables, and all empirical results presented in the study. The file readme.txt may be referred for that.

本数据集提供了对应学术论文的完整复现文件，论文标题为《极端市场压力下基于粒子群优化（Particle Swarm Optimization）的模糊看涨期权定价模型的金融不确定性校准：以NIFTY 50银行股为例》。本存储库包含2021日历年度内NIFTY 50银行股与BANKNIFTY指数的原始欧式看涨期权数据。此外，还附带了Python Jupyter Notebook（Fuzzy_PSO_in_Stress_Market.ipynb），其中包含复现该研究中所有图表、表格及实证结果所需的源代码。相关使用说明可参阅readme.txt文件。