Python replication of Calvano et al. (2020)

Q-learning oligopoly simulation (Calvano et al., 2020) — high-fidelity Python reproduction with ≥ 95 % accuracy

Dynamic Financial Markets is a data-driven project analyzing stock interactions in the Indian cement sector. Using models like GARCH, Johansen Cointegration, and VAR, it explores volatility, long-term relationships, and dynamic dependencies among Shree Cement, UltraTech, and Ambuja Cement.