A Python high-frequency intraday trading engine for simulating the rolling intrinsic strategy on the European market, solved as a dynamic program. See our paper (tbd, Schaurecker & Wozabal et al.

Abstract: This paper presents the bias-policy iteration, a modified adaptive dynamic programming method, to achieve optimal control design of discrete-time nonlinear systems. Firstly, the formulation ...

I heard rumors that 'Claude Code is amazing lately,' so I returned to the world of Claude for the first time in about two years. To put it briefly, I feel that the hurdle of 'developing and publishing ...

The annual Florida Python Challenge is a 10-day event to remove invasive Burmese pythons from the Everglades. Participants can win a share of $25,000 in prizes, including a $10,000 grand prize for ...

Abstract: Direct collocation (DC) is a widely used method for solving dynamic optimization problems (DOPs), but its implementation simplicity and computational efficiency are limited for challenging ...