lcsrodriguez / optimalHFT Star 39 Code Issues Pull requests HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM) optimizationcalibrationhftpoisson-processhigh-frequency-tradingmarket-makingstochastic-controlcox-point-processparameters-estimationl1-data Updated Mar 30, 2024Jupyter Notebook
dynawo / dynamic-model-validation-open-engine Star 0 Code Issues Pull requests Include an open engine tool to finetune model parameters based on recorded measurements and optimization techniquesoptimizationpowersystemsmodelvalidationparameters-estimation Updated Apr 2, 2026Python