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  1. ML_RL_options ML_RL_options Public

    Option Hedging Monte Carlo Policy Gradients - collection of old code

    Python

  2. Order_book_sensitivities_ML_features Order_book_sensitivities_ML_features Public

    limit order book sensitivities

    Python

  3. RL-LOB RL-LOB Public

    Reinforcement Learning for Limit Order Books

    Python

  4. BESS-Pricing BESS-Pricing Public

    DQN-based battery dispatch with exact rainflow degradation tracking, cyclic time encodings, and observation stacking for superior energy arbitrage and load-following performance

    Python