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energy-lob-hawkes
energy-lob-hawkes PublicHigh-frequency market microstructure research: Limit Order Book (LOB) modeling using self-exciting Hawkes processes in energy markets.
Python 5
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math-olympiad-toolkit
math-olympiad-toolkit PublicAn open-source toolkit combining rigorous competitive mathematics (Olimpiadi di Matematica) with computational verification using Python.
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cda-engine
cda-engine PublicHigh-performance Continuous Double Auction (CDA) matching engine and agent-based market simulation in pure Python.
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