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  • University of Waterloo
  • Canada

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  1. OptimalExecution_stochastic_control OptimalExecution_stochastic_control Public

    This is for the capstone project "Optimal Execution of a VWAP order".

    Python 35 19

  2. Implementation_AE_VAE_GAN Implementation_AE_VAE_GAN Public

    Jupyter Notebook

  3. DRL_portfolio_management DRL_portfolio_management Public

    Python