hanbingyan

China

Pinned Repositories

BAtrade
Bayesian Averaging Trading Strategy
Language:Python52
cdtv
A new algorithm for image denoising
Language:C1 2 00
CoinMM
Code for cooperation with independent market making
Language:Jupyter Notebook2 1 01
collusion
Code for the paper on algorithmic collusion and experience replay https://arxiv.org/abs/2102.09139
Language:Jupyter Notebook3 1 01
DiffGame
Robust equilibrium LQ control
Language:MATLAB0 1 00
equitrans
Equilibrium transport
Language:Jupyter Notebook0 1 00
FVIOT
Fitted value iteration for bicausal optimal transport
Language:Python0 1 00
GaussianCOT_release
Robust Kalman filter with volatility uncertainty
Language:Jupyter Notebook31
SCOT_examples
Mean-variance portfolio with SCOT
Language:Jupyter Notebook00
SPT
Code for Stochastic Portfolio Theory
Language:Python41

hanbingyan's Repositories

hanbingyan/BAtrade
Bayesian Averaging Trading Strategy
Language:Python52
hanbingyan/SPT
Code for Stochastic Portfolio Theory
Language:Python41
hanbingyan/collusion
Code for the paper on algorithmic collusion and experience replay https://arxiv.org/abs/2102.09139
Language:Jupyter Notebook3 1 01
hanbingyan/GaussianCOT_release
Robust Kalman filter with volatility uncertainty
Language:Jupyter Notebook31
hanbingyan/CoinMM
Code for cooperation with independent market making
Language:Jupyter Notebook2 1 01
hanbingyan/cdtv
A new algorithm for image denoising
Language:C1 2 00
hanbingyan/DiffGame
Robust equilibrium LQ control
Language:MATLAB0 1 00
hanbingyan/equitrans
Equilibrium transport
Language:Jupyter Notebook0 1 00
hanbingyan/FVIOT
Fitted value iteration for bicausal optimal transport
Language:Python0 1 00
hanbingyan/MRTR
Source code for ICAIF 2022 maker-taker fee paper
Language:Jupyter Notebook00
hanbingyan/SCOT
Improving Robustness by Causal Optimal Transport
Language:Jupyter Notebook0 1 00
hanbingyan/SCOT_examples
Mean-variance portfolio with SCOT
Language:Jupyter Notebook00
hanbingyan/McCormick
McCormick Martingale Optimal Transport
Language:Jupyter Notebook1 01