2 results found Sort:

vipulkumbhar
AuE893_Robust_Predictive_Control vipulkumbhar
9
53
unknown
2
This repository contains classwork and practice examples based on Model Predictive Control. Robust and Stochastic control methods applied to and studied for linear/non-linear plants.
mpc nlp ocp pid mpc-control robust-control stochastic-control
Created 2020-10-13
53 commits to main branch, last one 2 years ago
lcsrodriguez
optimalHFT lcsrodriguez
8
27
gpl-3.0
1
HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
hft l1-data calibration optimization market-making poisson-process cox-point-process stochastic-control parameters-estimation high-frequency-trading
Created 2023-04-27
21 commits to main branch, last one 9 months ago