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  1. BESS-Pricing 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

  2. MR_RL_options 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

  3. RL-LOB 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.

    Python

  4. LOB-sensitivity-features LOB-sensitivity-features Public

  5. LOB-sensis-clean 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