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: Value iteration-based approximate/adaptive dynamic programming (ADP) as an approximate solution to infinite-horizon optimal control problems with deterministic dynamics and continuous state ...

“With state-of-the-art facilities that offer more space for visitors, interactive exhibits and programming, the new Ontario Science Centre will continue five decades of tradition, inspiring the next ...

OpenAI is rolling out GPT-5-Codex, a new, fine-tuned version of its GPT-5 model designed specifically for software engineering tasks in its AI-powered coding assistant, Codex. The release is part of a ...

Abstract: An open-circuit voltage (OCV) model, which represents OCV as a function of state of charge (SOC), is essential for estimating the state of a battery. Typically, the OCV-SOC characteristic is ...

I originally created this as a short to-do list of study topics for becoming a software engineer, but it grew to the large list you see today. After going through this study plan, I got hired as a ...

Uncertainties are widespread in the optimization of process systems, such as uncertainties in process technologies, prices, and customer demands. In this paper, we review the basic concepts and recent ...