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An implementation of a `fictitious gradient descent' algorithm to find the mean field Nash equilibrium for a an example trading problem.

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FGD-trading

An implementation of a `fictitious gradient descent' algorithm to find the mean field Nash equilibrium for a an example trading problem.

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An implementation of a `fictitious gradient descent' algorithm to find the mean field Nash equilibrium for a an example trading problem.

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  • Python 84.3%
  • Jupyter Notebook 15.7%