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linear-programming

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A cryptocurrency arbitrage framework implemented with ccxt and cplex. It can be used to monitor multiple exchanges, find a multi-lateral arbitrage path which maximizes rate of return, calculate the optimal trading amount for each pair in the path given flexible constraints, and execute trades with multi-threading implemenation.

  • Updated Sep 3, 2019
  • Python

This is my implementation of a branch and price algorithm to solve the humanitarian aid distribution problem. This problem is a VRP with a specific objective function

  • Updated Feb 22, 2024
  • Python

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