Convex optimization for fun and profit.

Overview

CFMM Optimal Routing

This repository contains the code needed to generate the figures used in the paper Optimal Routing for Constant Function Market Makers.

Requirements

The requirements for running these examples are:

  • NumPy
  • Matplotlib
  • Cvxpy (see here for installation)

In order to generate the figures as done in the paper you will also need a working TeX distribution.

How to run

All examples are self-contained and can be run directly, e.g.:

python arbitrage.py

The figures were generated by running

python two-asset.py

but note that this requires a working TeX distribution. (This can be avoided by commenting out any call to latexify in two-asset.py which requires ps as a backend for plotting.)

Owner
Guillermo Angeris
BS/MS/PhD in Electrical Engineering interested in optimization, physics, and puppies; I also sometimes pretend to do research and things.
Guillermo Angeris
code for CVPR paper Zero-shot Instance Segmentation

Code for CVPR2021 paper Zero-shot Instance Segmentation Code requirements python: python3.7 nvidia GPU pytorch1.1.0 GCC =5.4 NCCL 2 the other python

zhengye 86 Dec 13, 2022
Utilities to bridge Canvas-generated course rosters with GitLab's API.

gitlab-canvas-utils A collection of scripts originally written for CSE 13S. Oversees everything from GitLab course group creation, student repository

Eugene Chou 5 Jun 08, 2022
[AAAI 2022] Sparse Structure Learning via Graph Neural Networks for Inductive Document Classification

Sparse Structure Learning via Graph Neural Networks for inductive document classification Make graph dataset create co-occurrence graph for datasets.

16 Dec 22, 2022
A library for augmentation of a YOLO-formated dataset

YOLO Dataset Augmentation lib Инструкция по использованию этой библиотеки Запуск всех файлов осуществлять из консоли. GoogleCrawl_to_Dataset.py Это ск

Egor Orel 1 Dec 10, 2022
The repository includes the code for training cell counting applications. (Keras + Tensorflow)

cell_counting_v2 The repository includes the code for training cell counting applications. (Keras + Tensorflow) Dataset can be downloaded here : http:

Weidi 113 Oct 06, 2022
MADE (Masked Autoencoder Density Estimation) implementation in PyTorch

pytorch-made This code is an implementation of "Masked AutoEncoder for Density Estimation" by Germain et al., 2015. The core idea is that you can turn

Andrej 498 Dec 30, 2022
A Shading-Guided Generative Implicit Model for Shape-Accurate 3D-Aware Image Synthesis

A Shading-Guided Generative Implicit Model for Shape-Accurate 3D-Aware Image Synthesis Figure: Shape-Accurate 3D-Aware Image Synthesis. A Shading-Guid

Xingang Pan 115 Dec 18, 2022
Weight initialization schemes for PyTorch nn.Modules

nninit Weight initialization schemes for PyTorch nn.Modules. This is a port of the popular nninit for Torch7 by @kaixhin. ##Update This repo has been

Alykhan Tejani 69 Jan 26, 2021
Llvlir - Low Level Variable Length Intermediate Representation

Low Level Variable Length Intermediate Representation Low Level Variable Length

Michael Clark 2 Jan 24, 2022
DECA: Detailed Expression Capture and Animation (SIGGRAPH 2021)

DECA: Detailed Expression Capture and Animation (SIGGRAPH2021) input image, aligned reconstruction, animation with various poses & expressions This is

Yao Feng 1.5k Jan 02, 2023
Public repository containing materials used for Feed Forward (FF) Neural Networks article.

Art041_NN_Feed_Forward Public repository containing materials used for Feed Forward (FF) Neural Networks article. -- Illustration of a very simple Fee

SolClover 2 Dec 29, 2021
A new video text spotting framework with Transformer

TransVTSpotter: End-to-end Video Text Spotter with Transformer Introduction A Multilingual, Open World Video Text Dataset and End-to-end Video Text Sp

weijiawu 67 Jan 03, 2023
CLIP (Contrastive Language–Image Pre-training) for Italian

Italian CLIP CLIP (Radford et al., 2021) is a multimodal model that can learn to represent images and text jointly in the same space. In this project,

Italian CLIP 114 Dec 29, 2022
Official code for the publication "HyFactor: Hydrogen-count labelled graph-based defactorization Autoencoder".

HyFactor Graph-based architectures are becoming increasingly popular as a tool for structure generation. Here, we introduce a novel open-source archit

Laboratoire-de-Chemoinformatique 11 Oct 10, 2022
An example to implement a new backbone with OpenMMLab framework.

Backbone example on OpenMMLab framework English | 简体中文 Introduction This is an template repo about how to use OpenMMLab framework to develop a new bac

Ma Zerun 22 Dec 29, 2022
ReAct: Out-of-distribution Detection With Rectified Activations

ReAct: Out-of-distribution Detection With Rectified Activations This is the source code for paper ReAct: Out-of-distribution Detection With Rectified

38 Dec 05, 2022
Self-Supervised Image Denoising via Iterative Data Refinement

Self-Supervised Image Denoising via Iterative Data Refinement Yi Zhang1, Dasong Li1, Ka Lung Law2, Xiaogang Wang1, Hongwei Qin2, Hongsheng Li1 1CUHK-S

Zhang Yi 72 Jan 01, 2023
Python-based Informatics Kit for Analysing Chemical Units

INSTALLATION Python-based Informatics Kit for the Analysis of Chemical Units Step 1: Make a conda environment: conda create -n pikachu python=3.9 cond

47 Dec 23, 2022
Code for "3D Human Pose and Shape Regression with Pyramidal Mesh Alignment Feedback Loop"

PyMAF This repository contains the code for the following paper: 3D Human Pose and Shape Regression with Pyramidal Mesh Alignment Feedback Loop Hongwe

Hongwen Zhang 450 Dec 28, 2022