Goldfarb and Idnani quadratic programming solver
☆11Nov 30, 2024Updated last year
Alternatives and similar repositories for GoldfarbIdnaniSolver.jl
Users that are interested in GoldfarbIdnaniSolver.jl are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Julia package to provide reference European option prices for stochastic volatility models with a known characteristic function, such as …☆12Updated this week
- Julia package for the book "Applied Quantitative Finance for Equity Derivatives"☆50Jun 18, 2025Updated last year
- Implementation in Julia of unitary core transformations approach to finding eigenvalues of companion matrices☆12Oct 28, 2026Updated last week
- Quadratic Programming Dual Active Set solver using iterative refinement☆13Aug 6, 2019Updated 7 years ago
- Julia implementation of Random123.☆17Nov 24, 2025Updated 11 months ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Dense and Sparse Least Squares Optimization☆62Jul 2, 2026Updated 4 months ago
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆20Jun 10, 2022Updated 4 years ago
- Implementing 64-bit Maximally Equidistributed F2-Linear Generators with Mersenne Prime Period☆16Mar 18, 2023Updated 3 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- A fast, branchless MRG32k3a implementation☆22Oct 21, 2026Updated 2 weeks ago
- Modern Fortran implementation of `quadprog`☆14Apr 3, 2026Updated 7 months ago
- Amaru - Finite element library☆13May 15, 2025Updated last year
- Accompanying code to my master thesis: "Neural Network assisted Option Pricing under Rough Volatility: An Empirical Validation".☆13Apr 14, 2022Updated 4 years ago
- Julia implementation MicroHH☆11Apr 11, 2023Updated 3 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Various ways to run R code in parallel on the SESYNC SLURM cluster☆10Sep 13, 2021Updated 5 years ago
- Julia implementation of the Varpro optimization algorithm☆15Apr 14, 2026Updated 6 months ago
- ☆10Aug 6, 2024Updated 2 years ago
- Repo to license code for fitting a sum of exponentials as described in https://math.stackexchange.com/questions/1428566/fit-sum-of-expone…☆10May 16, 2024Updated 2 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆16Mar 23, 2019Updated 7 years ago
- Grub bootloader theme☆13Feb 18, 2020Updated 6 years ago
- Scientific Computing Benchmarks☆11Mar 13, 2020Updated 6 years ago
- ☆15Apr 10, 2017Updated 9 years ago
- Someday this might be a real Mighty (card game) implementation running on Node.js☆11Oct 20, 2011Updated 15 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Julia library for function approximation with compact basis functions☆16Mar 9, 2024Updated 2 years ago
- Distributed arrays based on MPI onesided communication☆36Jul 10, 2019Updated 7 years ago
- ☆12Dec 14, 2025Updated 10 months ago
- Julia module to handle PLINK BED files☆11Jul 10, 2018Updated 8 years ago
- Richardson extrapolation in Julia☆65Updated this week
- A MATLAB MEX Interface for the GLPK Library☆11Sep 27, 2026Updated last month
- Implicit Runge-Kutta Gauss-Legendre 16th order (Julia)☆28Updated this week
- A package includes various time-domain numerical solvers for the Maxwell's equations.☆14Jan 18, 2024Updated 2 years ago
- Distributed computation for statistics☆11Oct 11, 2024Updated 2 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Julia implementation of the global complex root and pole finding (GRPF) algorithm.☆22Updated this week
- Tutorial files for the JuliaCon 2020 CxxWrap workshop☆14Jul 26, 2020Updated 6 years ago
- R package to streamline use of the AllofUs researcher workbench☆19Sep 3, 2026Updated 2 months ago
- Automatically exported from code.google.com/p/probab☆22Sep 14, 2015Updated 11 years ago
- Hartree-Fock-Bogoliubov solver for a generic interacting fermion Hamiltonian☆18Jan 16, 2021Updated 5 years ago
- ☆18Sep 27, 2023Updated 3 years ago
- ☆17Sep 22, 2025Updated last year