ISAC | Optimal control of risk aversion

 by   im1235 Python Version: Current License: No License

kandi X-RAY | ISAC Summary

kandi X-RAY | ISAC Summary

ISAC is a Python library typically used in Telecommunications, Media, Media, Entertainment applications. ISAC has no bugs, it has no vulnerabilities and it has low support. However ISAC build file is not available. You can download it from GitHub.

Inventory Soft Actor Critic (ISAC) is an experimental extension of Inventory strategy described by Avellaneda and Stoikov[1]. Numerical simulations described in [1] have risk aversion parameter gamma configured arbitrarily. ISAC uses soft actor critic (SAC)[2] to control gamma. Two dimensional state space is defined with absolute value of inventory q and remaining time (total time - step * dt), while one dimensional action space is gamma. Reward is defined as a change in agents value (PL) discounted by penalty function. Penalty is proportional to volatility in mark to market value of inventory. Strategy is trained on 2000 simulated price paths containing 200 steps each. Benchmark is performed on 2000 simulated paths against inventory and symmetric strategy. Simulation settings are identical to ones described in [1]. Inventory and symmetric strategies have gamma configured to 0.1 as such setting produces most attractive PL profile for given simulation settings.
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            kandi-support Support

              ISAC has a low active ecosystem.
              It has 33 star(s) with 15 fork(s). There are 5 watchers for this library.
              OutlinedDot
              It had no major release in the last 6 months.
              There are 3 open issues and 0 have been closed. There are no pull requests.
              It has a neutral sentiment in the developer community.
              The latest version of ISAC is current.

            kandi-Quality Quality

              ISAC has 0 bugs and 0 code smells.

            kandi-Security Security

              ISAC has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.
              ISAC code analysis shows 0 unresolved vulnerabilities.
              There are 0 security hotspots that need review.

            kandi-License License

              ISAC does not have a standard license declared.
              Check the repository for any license declaration and review the terms closely.
              OutlinedDot
              Without a license, all rights are reserved, and you cannot use the library in your applications.

            kandi-Reuse Reuse

              ISAC releases are not available. You will need to build from source code and install.
              ISAC has no build file. You will be need to create the build yourself to build the component from source.
              ISAC saves you 264 person hours of effort in developing the same functionality from scratch.
              It has 641 lines of code, 46 functions and 10 files.
              It has medium code complexity. Code complexity directly impacts maintainability of the code.

            Top functions reviewed by kandi - BETA

            kandi has reviewed ISAC and discovered the below as its top functions. This is intended to give you an instant insight into ISAC implemented functionality, and help decide if they suit your requirements.
            • Gets the rewards for a given reward
            • Push data to the replay buffer
            • Calculates the scale of a given action
            • Scale a qubit state
            • Quantize a price
            • Return the state of the process
            • Plot histogram
            • Print the mean and standard deviation
            • Quote the bid and ask
            • Resets the state
            • Calculates exchange prices for a given exchange
            • Calculates the price for a reservation
            • Calculate the quotes between the two bids
            • Calculate bid andask
            • Return the current state of the process
            • Calculate the action for a given state
            Get all kandi verified functions for this library.

            ISAC Key Features

            No Key Features are available at this moment for ISAC.

            ISAC Examples and Code Snippets

            No Code Snippets are available at this moment for ISAC.

            Community Discussions

            QUESTION

            JSON type NSMutableDictionary cannot be converted to .sdp must not be null
            Asked 2021-Jun-05 at 06:38

            Am new to webRTC and am trying to create a react native app with video calling functionality using this tutorial here as an example to follow https://dipanshkhandelwal.medium.com/video-calling-using-firebase-and-webrtc-14cc2d4afceb

            However i keep getting this error on iOS and on android the app just closes once i try to join a call. The error i get on iOS says:

            ...

            ANSWER

            Answered 2021-Jun-05 at 06:38

            I guess you are trying to use firebase as a signalling medium and want to use react-native-webrtc for the video calling.

            Here is the sample code I have for the same solution with the latest libraries and react-native version.

            Firebase Installation React Native.

            Just set up ios and android using this above link and then use the below code for reference.

            Source https://stackoverflow.com/questions/67671361

            QUESTION

            Haskell Converting or Dealing with Multiple Custom Data Types
            Asked 2021-Apr-28 at 10:49

            I am new to Haskell and am attempting to filter specific Custom Data types. I have been going through the Programming in Haskell book by Graham Hutton but seem to just be confusing myself more and more.

            So given the following type definitions:

            ...

            ANSWER

            Answered 2021-Apr-28 at 10:49

            You need to deconstruct i in this case:

            Source https://stackoverflow.com/questions/67298544

            QUESTION

            SessionDescription is Null. in web rtc after updating Chrome to latest v 89. Working on previous Chrome Versions
            Asked 2021-Mar-22 at 15:14

            "Answer" of SDP offer is not sent to Web App(running on Windows/Mac/Linux) from Android/iOS application after updation of Chrome to latest v89 (released on 9 March 2021).

            It is working fine on Chrome v88 and below.

            Offer SDP:

            ...

            ANSWER

            Answered 2021-Mar-22 at 15:14

            The issue is caused by Chrome enabling extmap-allow-mixed by default (see https://www.chromestatus.com/features#offerExtmapAllowMixed). It can be solved by the receiver mangling the offer SDP to remove the line containing a=extmap-allow-mixed

            Source https://stackoverflow.com/questions/66641204

            QUESTION

            WebRTC browser peerconnection depends on who creates an offer
            Asked 2021-Feb-12 at 14:12

            Two Chrome browsers: Alice (A), Bob (B). Different networks, so i'm using Coturn server (my own).

            The problem is that when A creates an offer - everything is ok, ice connection state goes to "connected", everything works fine. But if B creates offer - every peer receives the same Ice candidates, but ice connection state after 10 sec "checking" goes to "disconnected". It depends on in what network is B. Only on some networks there is such problem.

            Here are the details:

            Not working case:

            B creates an offer. His descriptor is:

            ...

            ANSWER

            Answered 2021-Feb-12 at 14:12

            You are not getting any candidates with typ relay which means you are only using your TURN server as a STUN server. There are a couple of NATs where that can lead to a failure to establish the connection depending on who offers. There is an open bug in chrome's webrtc implementation for a couple of years now here

            A working TURN server avoids the problem.

            Source https://stackoverflow.com/questions/66163961

            QUESTION

            TypeError: Cannot read property 'cache' of undefined
            Asked 2021-Feb-07 at 09:34

            I need help with "TypeError: Cannot read property 'cache' of undefined".

            ...

            ANSWER

            Answered 2021-Feb-06 at 07:12

            It's very difficult to fully answer the question without knowing more about the problem, like what are other packages that you are using and the rest of the code.

            By looking at the code you have provided the answer is there when you read the error message.

            "TypeError: Cannot read property 'cache' of undefined"

            Cache is a property of guild.members

            And there is no such property called cache because there is no such object as members in guild

            Since there is no such property as members it is undefined and you can't read a property called cache in an undefined object.

            I suggest you to check what's returning in guild and to see if there is a members objects

            Source https://stackoverflow.com/questions/66074130

            QUESTION

            Set Max Bandwidth Of Kurento media server over 500kb for webrtc
            Asked 2021-Jan-24 at 15:00

            Hiii

            I am using Kurento media server in my webrtc Project. I am want to Increase Video Quality for my web call.

            setmaxsend/recbandwith() is not working for value over 500 kb.

            I want to change max bandwidth tell me how can do that.

            what I need:

            1. Is there any way to to that
            2. Can i find actual variable which is used to define the bandwidth.
            3. I want to Set Max Bandwidth 2000kb.

            My Sdp

            ...

            ANSWER

            Answered 2021-Jan-21 at 22:31

            I changed the SDP bandwidth attribute when I went to create an answer:

            Source https://stackoverflow.com/questions/65806623

            QUESTION

            Sort list with information from text file
            Asked 2020-Nov-19 at 08:17

            I have been reading class objects from a text file and stored the information in a list. My question is: How can I sort the list in a numerical order.

            Text file:

            ...

            ANSWER

            Answered 2020-Nov-17 at 17:14

            Here is one solution using the code you suggest. Break the data into two parts sort it and put it back together again. There are other ways of doing this with pandas.

            Source https://stackoverflow.com/questions/64879570

            QUESTION

            What is payload-type tag means in jingle IQ?
            Asked 2020-Jun-30 at 21:59

            When initializing jingle call we should send an IQ as shown below. I still don't understand the use of payload-type and which criteria to take into account in order to list them. I tried to read Supported media formats from android documentation but I did not see any relation with payload-type. After I read RTP payload formats, I some what understood what was a payload. I want to know if it is possible to list available payload types in my device or I should add other dependenies in my project in order to list them.

            ...

            ANSWER

            Answered 2020-Jun-30 at 21:59

            XMPP XEP-0167: Jingle RTP Sessions: Application Format speciications would be better place to look I guess:

            The application format consists of one or more encodings contained within a wrapper element qualified by the 'urn:xmpp:jingle:apps:rtp:1' namespace (see Namespace Versioning regarding the possibility of incrementing the version number). In the language of RFC 4566 each encoding is a payload-type; therefore, each element specifies an encoding that can be used for the RTP stream, as illustrated in the following example.

            Source https://stackoverflow.com/questions/62659004

            QUESTION

            React Native + WebRTC TypeError: Undefined is not and Object(Evaluating: 'data.type')
            Asked 2020-Jun-02 at 17:37

            I've been trying to learn WebRTC with React Native, so I've been working on this video call project. I thought I had it all figured out until this came up.

            First of all, this is my React Native Code

            ...

            ANSWER

            Answered 2020-Jun-02 at 17:37

            There is a typo in onmessage on React Native. rename dcata to data. upvote if you find the answer useful.

            Source https://stackoverflow.com/questions/62157057

            QUESTION

            How to tidy the data set with column containing multiple information-Sample data put?
            Asked 2020-May-11 at 10:41

            Please help me make my data tidy. Thanks. The total observations is 394, with 26 columns. Data is exported from ms excel. Data sample is given below. In this sample actually there should be only three observations/rows. In the vectors d1..d2..no and Farmer.Name the observations corresponding to NA of v1 should be cleared and added to the preceding row value. the d1..d2..no corresponds to three observations (two date observations one unique identification number )and so do the Farmer.Name vector. The sample is

            ...

            ANSWER

            Answered 2020-May-10 at 15:23

            The dates in your data set are not in date format. Consider formatting them after this.

            Source https://stackoverflow.com/questions/61713533

            Community Discussions, Code Snippets contain sources that include Stack Exchange Network

            Vulnerabilities

            No vulnerabilities reported

            Install ISAC

            You can download it from GitHub.
            You can use ISAC like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.

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            For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .
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