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hanbingyan's Projects

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Bayesian Averaging Trading Strategy

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A new algorithm for image denoising

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Code for cooperation with independent market making

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Code for the paper on algorithmic collusion and experience replay https://arxiv.org/abs/2102.09139

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Fitted value iteration for bicausal optimal transport

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Source code for ICAIF 2022 maker-taker fee paper

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Improving Robustness by Causal Optimal Transport

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Code for Stochastic Portfolio Theory

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