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  1. optimal-double-execution optimal-double-execution Public

    Optimal Execution of Foreign Securities: A Double-Execution Problem with Machine Learning

    Python 8 4

  2. patrick-kidger/Deep-Signature-Transforms patrick-kidger/Deep-Signature-Transforms Public

    Code for "Deep Signature Transforms" (NeurIPS 2019)

    Jupyter Notebook 91 20