blackrock / lcso

Related projects ⓘ

Alternatives and complementary repositories for lcso

• cvxgrp / ncvx
  ☆74Updated 2 years ago
• cvxgrp / covpred
  Covariance prediction via convex optimization
  ☆19Updated 3 years ago
• cvxgrp / dmcp
  A CVXPY extension for multi-convex programming
  ☆45Updated last year
• cvxgrp / diffcp
  Differentiation through cone programs
  ☆92Updated 2 weeks ago
• alnurali / cvxstoc
  Disciplined convex stochastic programming. For the cvxstoc home page, please see:
  ☆31Updated 4 years ago
• cvxgrp / dsp
  A CVXPY extension for saddle problems
  ☆24Updated last month
• cvxpy / cvxpyanalyzer
  ☆18Updated last year
• embotech / ecos-python
  Python interface for ECOS
  ☆56Updated 5 months ago
• JuliaPOMDP / QuickPOMDPs.jl
  Concise and friendly interfaces for defining MDP and POMDP models for use with POMDPs.jl solvers
  ☆29Updated this week
• JuliaStochOpt / StochDynamicProgramming.jl
  A package for discrete-time optimal stochastic control
  ☆62Updated 4 years ago
• cvxgrp / cvx_opt_risk_neutral
  Convex optimization over risk-neutral probabilities.
  ☆14Updated 4 years ago
• probml / JSL
  Jax SSM Library
  ☆49Updated 2 years ago
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆43Updated 5 years ago
• cvxgrp / CVXcanon
  ☆42Updated 4 years ago
• duvenaud / jaxde
  Prototypes of differentiable differential equation solvers in JAX.
  ☆27Updated 4 years ago
• bodono / scs-python
  Python interface for SCS
  ☆41Updated this week
• blackrock / HOLA
  ☆26Updated 2 years ago
• jherekhealy / AQFED.jl
  Julia package for the book "Applied Quantitative Finance for Equity Derivatives"
  ☆33Updated last year
• numericalalgorithmsgroup / pybobyqa
  Python-based Derivative-Free Optimization with Bound Constraints
  ☆79Updated 2 months ago
• JuliaFirstOrder / SeparableOptimization.jl
  A Julia package that solves Linearly Constrained Separable Optimization Problems using ADMM.
  ☆24Updated 3 years ago
• JuliaFirstOrder / PiecewiseQuadratics.jl
  A Julia package for manipulation of univariate piecewise quadratic functions.
  ☆15Updated 3 years ago
• tawheeler / alg4opt_test.jl
  test repo for Algorithms for Optimization
  ☆31Updated 2 years ago
• probsys / sppl
  Probabilistic programming system for fast and exact symbolic inference
  ☆76Updated 4 months ago
• JuliaPOMDP / SARSOP.jl
  Julia package that wraps the SARSOP software for solving POMDPs/MDPs
  ☆14Updated 5 months ago
• NeilGirdhar / efax
  Exponential families for JAX
  ☆56Updated this week
• lezcano / CPProb
  Scalable Probabilistic Programming Library
  ☆21Updated 6 years ago
• zenna / Omega.jl
  Causal, Higher-Order, Probabilistic Programming
  ☆164Updated last year
• bstellato / mlopt
  The Machine Learning Optimizer
  ☆100Updated last year
• cvxgrp / cvxmarkowitz
  ☆24Updated this week