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1. Policy-Gradient-Learning-for-Distributionally-Robust-Optimization Policy-Gradient-Learning-for-Distributionally-Robust-Optimization Public

   Code for "Policy Gradient Learning for Distributionally Robust Markov Decision Processes under Wasserstein Ambiguity" (arXiv:2606.27610): Algorithm 1 (exact robust policy ascent), Algorithm 2 (robu…

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2. Optimal-Execution-under-Incomplete-Information Optimal-Execution-under-Incomplete-Information Public

   Code for the paper 'optimal execution with partial information'. Includes numerical solvers and simulation experiments supporting the accompanying research paper.

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3. Optimal-Execution-with-Reinforcement-Learning-in-a-Multi-Agent-Market-Simulator Optimal-Execution-with-Reinforcement-Learning-in-a-Multi-Agent-Market-Simulator Public

   Reproducibility code for Hafsi & Vittori (ACDSA 2026), Optimal Execution with Reinforcement Learning in a Multi-Agent Market Simulator: ABIDES-Gym environment, DQN training, baselines, all figures …

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4. yadhhafsi.github.io yadhhafsi.github.io Public

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