Thesis research code for curvature-guided dynamic-rank Tensor-Train Networks on a risk-sensitive HJB benchmark.
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Jun 3, 2026 - Python
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hjb-equation
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Python implementation of a stochastic-control market-making model with inventory risk, optimal bid/ask quotes, P&L simulations, sensitivity analysis and Coinbase BTC-USD calibration.
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Jun 1, 2026 - Jupyter Notebook
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