Showing 1 open source project for "algorithmic trading software"

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    OpenOCL Matlab

    OpenOCL Matlab

    Optimal control, trajectory optimization, model-predictive control.

    The Open Optimal Control Library is a software framework in Matlab/Octave for modeling optimal control problem. It uses automatic differentiation and fast non-linear programming solvers. It implements direct methods. In the backend it uses CasADi and ipopt.
    Downloads: 0 This Week
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