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LOB-sensis-clean Public
Order‑book liquidity feature engineering + SHAP analysis (XGBoost) with Triple‑Barrier labels; reads OHLCV & depth from SQLite and saves plots to docs/images.
Python UpdatedSep 30, 2025 -
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RL-LOB Public
Logistic‑Normal Actor‑Critic für optimale Trade‑Ausführung in einem realistischen Limit‑Order‑Book‑Simulator (Noise/Tactical/Strategic); PyTorch‑Training inkl. TWAP/SL‑Baselines & Evaluation.
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MR_RL_options Public
Deep‑Hedging in PyTorch (MCPG): europäische & amerikanische Optionen mit RSQP‑Risiko, GJR‑GARCH‑Pfade, IV‑Features und Chebyshev‑Pricing inkl. Baselines.
Python UpdatedSep 30, 2025 -
BESS-Pricing Public
Rainflow‑aware DQN for battery dispatch (arbitrage + FR/reserves): Gymnasium env with safety layer, exact cycle‑based degradation, time features & stacked observations; SB3 training.
Python UpdatedSep 30, 2025