ISAC | Optimal control of risk aversion
kandi X-RAY | ISAC Summary
kandi X-RAY | ISAC Summary
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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Top functions reviewed by kandi - BETA
- 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
ISAC Key Features
ISAC Examples and Code Snippets
Community Discussions
Trending Discussions on ISAC
QUESTION
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 06:38I 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.
QUESTION
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 10:49You need to deconstruct i
in this case:
QUESTION
"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 15:14The 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
QUESTION
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 14:12You 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.
QUESTION
I need help with "TypeError: Cannot read property 'cache' of undefined".
...ANSWER
Answered 2021-Feb-06 at 07:12It'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
QUESTION
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:
- Is there any way to to that
- Can i find actual variable which is used to define the bandwidth.
- I want to Set Max Bandwidth 2000kb.
My Sdp
...ANSWER
Answered 2021-Jan-21 at 22:31I changed the SDP bandwidth attribute when I went to create an answer:
QUESTION
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 17:14Here 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.
QUESTION
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 21:59XMPP 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, eachelement specifies an encoding that can be used for the RTP stream, as illustrated in the following example.
QUESTION
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 17:37There is a typo in onmessage
on React Native. rename dcata
to data
. upvote if you find the answer useful.
QUESTION
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 15:23The dates in your data set are not in date format. Consider formatting them after this.
Community Discussions, Code Snippets contain sources that include Stack Exchange Network
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Install ISAC
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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