time-dependent Hamilton-Jacobi PDEs (http://www.cs.columbia.edu/~cxz/TimeDepHJB/)
☆14Feb 5, 2017Updated 9 years ago
Alternatives and similar repositories for time-dep-hjb
Users that are interested in time-dep-hjb are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Numerical solution of Hamilton Jacobi Bellman equations☆29Dec 10, 2014Updated 11 years ago
- ☆17Mar 23, 2022Updated 4 years ago
- Limit order book model with Poissonian order flow.☆10Jan 2, 2018Updated 8 years ago
- Codes for Hilbert space reduced-rank GP regression☆16Jul 30, 2019Updated 6 years ago
- ☆14Nov 23, 2016Updated 9 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- A functional API for auction simulations☆13May 28, 2018Updated 8 years ago
- Order Book Implementation☆25Nov 15, 2012Updated 13 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Jul 17, 2023Updated 2 years ago
- Python library with C++ extensions for simulation, compensator, log-likelihood and intensity function computation for a multivariate Hawk…☆10Sep 25, 2017Updated 8 years ago
- header only essentials of QuantLib☆25Nov 4, 2017Updated 8 years ago
- Basic event driven platform for backtesting financial strategies in C++☆13Jul 27, 2015Updated 10 years ago
- Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.014…☆24May 3, 2019Updated 7 years ago
- Hawkes Process Estimation☆52Apr 10, 2014Updated 12 years ago
- Some implementations from the paper robust risk aware reinforcement learning☆36Dec 15, 2021Updated 4 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Jun 15, 2021Updated 4 years ago
- ☆28Apr 16, 2015Updated 11 years ago
- 0902 Steam Console Client (c) Valve Corporation 0902 -- type 'quit' to exit -- 0902 Loading Steam API...OK. 0902 0903 Connecting anonymo…☆16Jan 15, 2021Updated 5 years ago
- A study of the Glosten and Milgrom model for market making☆15Nov 4, 2015Updated 10 years ago
- THIS REPO HAS MOVED TO https://github.com/ros-planning/moveit☆12Aug 5, 2016Updated 9 years ago
- Code for "Approaching Deep Learning through the Spectral Dynamics of Weights"☆13Oct 30, 2024Updated last year
- For code and snippets for STA 2536: Data Science for Risk Modeling☆14Nov 21, 2021Updated 4 years ago
- Kraken API Guide for the Algotrading101 blog☆14Sep 4, 2022Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆15Feb 15, 2018Updated 8 years ago
- finance☆43Jul 24, 2017Updated 8 years ago
- An extensible, dynamic and blazing fast derivatives trading engine☆12Feb 27, 2023Updated 3 years ago
- National Stock Exchange of India Limit Order Book Simulation☆41Oct 1, 2020Updated 5 years ago
- Code for IJCAI 2021 main conference paper "Long-term, Short-term and Sudden Event: Trading Volume Movement Prediction with Graph-based M…☆22Dec 24, 2021Updated 4 years ago
- MATLAB code for 「Missing traffic data imputation and pattern discovery with a Bayesian augmented tensor factorization model」.☆15Nov 23, 2020Updated 5 years ago
- Basic implementation of the Reduced Immersed Method [Brandt, Scandolo, Eisemann, Hildebrandt 2019]☆12Aug 6, 2020Updated 5 years ago
- implementation of basic numerical methods☆13Apr 21, 2021Updated 5 years ago
- ☆14Feb 8, 2015Updated 11 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Replication of A Stochastic Model for Order Book Dynamics by Cont, Stoikov, and Talreja, 2010☆23Dec 28, 2018Updated 7 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆153Dec 28, 2019Updated 6 years ago
- Converts CSV file to .mat☆12Jul 28, 2015Updated 10 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆24Jun 24, 2022Updated 3 years ago
- CAE is a tool for the simulation of rigid bodies and deformable objects.☆11Oct 20, 2025Updated 7 months ago
- Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation …☆28Oct 5, 2022Updated 3 years ago
- convert Pydantic models to Mermaid charts☆18Jul 28, 2024Updated last year