Unified Shapley Value Framework und Application & Utilities Bundle fur Multiple Industries®℠🅪™©:
Defensible Shapley Allocator — Final Ready Desktop App® ℠ 🅪 🄮:
- Die institutionelle, Enterprise Edition, Corporate Structured
- The Institutional‑Grade, B2B, D.A.O.Enterprise Edition, Corporate Consumers Structured Add-on.
Industry applicable Additive Subadditive Knowledge-based Risk-adjusted Realistic Industry-synergy
Sophisticated and De-complicated Investment, Decision Support, Allocations, Econometrics, FinTech Tools
Contains in it:
SHAPLEY VALUE COST‑SHARING CALCULATOR
Shapley value calculator (metric-driven, exact rational allocations)
Enhanced Shapley Value Calculator with Mechanism Design
Incorporates recent industry research on multi-dimensional contribution metrics
Coalition production model and implementation
json and csv reports generation
Fetches historical data for real tickers
Estimates EWMA/GARCH vol, fits Merton jump-diffusion by MLE (fallbacks included)
Runs hedging backtests (delta-only and delta+gamma) with a stylized LOB
Performs grid search with walk-forward cross-validation and risk controls
Exports CSVs and plots; prints best parameter sets and backtest summaries
Black-Scholes pricer and Greeks
Stylized Limit Order Book (simple)
Delta-Gamma Hedges
Synthetic London + New York backtest framework
- Two city environment drivers (London, New York)
- Generates 3 synthetic stocks per city
- Fits Merton jump-diffusion (MLE fallback), EWMA vol
- Simulates minute-level realized paths, runs delta and delta+gamma hedges
- Small grid search with walk-forward (if scikit-learn installed)
- Saves CSV, PNG, and interactive HTML outputs to timestamped OUTDIR
Widgeted structured HSI
Desktop app product+Interactive Console Tool
Advanced Shapley value cost-sharing models
- PPPShapleyModel: public-private partnership infrastructure model
- EnergyParkShapleyModel: multi-park energy system model
- CoworkingShapleyModel: co-working network with dynamic lambda (completed)
- UnifiedIndustryShapleyModel: unified industry framework with simple templates
Synthetic London + New York backtest with real-environment fetcher integration
- Tries to fetch solar irradiance, temperature, radiation from Met Office / SynopticData / OWM-phase
- Falls back to synthetic seasonal drivers if fetch fails or not configured
- Generates synthetic daily histories for 3 stocks per city, fits Merton jump-diffusion (MLE fallback),
Simulates minute-level realized paths, runs hedging backtests (delta-only and delta+gamma),
performs a small grid search (walk-forward if scikit-learn available), and saves CSV/PNG/HTML outputs.
Thread orchestration
Additive
Subadditive
Manual input for every coalition
Mechanism adjustment design
Unified Shapley Value Framework for Multiple Industries
Infrastructure PPP
Energy Systems
Supply Chain Alliance
Co-working Network
Participatory Sensing
CO-WORKING NETWORK OPTIMIZATION - AGENT DATA
Based on Aosta Valley case study with ISTAT data
Bi-objective Optimization Model for Co-working Networks
Based on research in Annals of Operations Research (2026)
Shapley Value Model for Public-Private Partnership Infrastructure Projects
Based on research: "Research on the Optimization of Multi-Party Cooperation
Model for Infrastructure PPP Projects (Atlantis Press, 2026)
ITM Fair Just S.P.