hjb-equation

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yushan-lab / curvature-driven-dra-ttn

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Thesis research code for curvature-guided dynamic-rank Tensor-Train Networks on a risk-sensitive HJB benchmark.

pytorch pinn tensor-train scientific-machine-learning hjb-equation

Updated Jun 3, 2026
Python

JohannaRK / market-making-inventory-risk-stochastic-control

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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.

python quantitative-finance market-making stochastic-control hjb-equation inventory-risk

Updated Jun 1, 2026
Jupyter Notebook

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