Pinned Loading

1. equitrans equitrans Public

   Equilibrium transport

   Jupyter Notebook

2. FVIOT FVIOT Public

   Fitted value iteration for bicausal optimal transport

   Python

3. GaussianCOT_release GaussianCOT_release Public

   Robust Kalman filter with volatility uncertainty

   Jupyter Notebook 3 1

4. CoinMM CoinMM Public

   Code for cooperation with independent market making

   Jupyter Notebook 1 1

5. SCOT_examples SCOT_examples Public

   Mean-variance portfolio with SCOT

   Jupyter Notebook