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  1. equitrans equitrans Public

    Equilibrium transport

    Jupyter Notebook

  2. FVIOT FVIOT Public

    Fitted value iteration for bicausal optimal transport

    Python

  3. SCOT SCOT Public

    Improving Robustness by Causal Optimal Transport

    Jupyter Notebook

  4. GaussianCOT_release GaussianCOT_release Public

    Robust Kalman filter with volatility uncertainty

    Jupyter Notebook 3 1

  5. CoinMM CoinMM Public

    Code for cooperation with independent market making

    Jupyter Notebook 1 1