APPM 5630 at CU Boulder
☆55Jun 24, 2026Updated 2 months ago
Alternatives and similar repositories for convex-optimization-class
Users that are interested in convex-optimization-class are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Theoretical Machine Learning (APPM 4490) class, Spring 2026☆27May 15, 2026Updated 3 months ago
- Convex-Convex Lecture Slides and Code☆22Aug 1, 2026Updated 3 weeks ago
- ☆22Jul 18, 2024Updated 2 years ago
- Demonstration of the PIPG algorithm for trajectory optimization☆27Jun 26, 2022Updated 4 years ago
- Implementation of the Successive Convexification algorithm.☆107Jan 29, 2020Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Implicit Game-Theoretic MPC☆25Feb 28, 2025Updated last year
- Constrained optimization☆13Oct 28, 2024Updated last year
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆11Aug 25, 2022Updated 4 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Jul 17, 2023Updated 3 years ago
- System for Using Random Forest Models to Predict S&P 500 Volatility - The Quant's Playbook @ Substack☆12Oct 27, 2023Updated 2 years ago
- Implementing a comprehensive Quantitative Momentum Strategy to optimize portfolio allocation. The strategy integrates two key financial i…☆16Jul 29, 2023Updated 3 years ago
- ☆11Jan 13, 2021Updated 5 years ago
- Fast Bayesian optimization, quadrature, inference over arbitrary domain with GPU parallel acceleration☆35Dec 10, 2025Updated 8 months ago
- [PACIS 2024] The official repo for the paper: "Phase Space Reconstructed Neural Ordinary Differential Equations Model for Stock Price For…☆10May 21, 2025Updated last year
- 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.
- Course repository for Cornell CS 6210, Fall 2016☆18Nov 30, 2016Updated 9 years ago
- The MATLAB code below implements the second-order SPSA (simultaneous perturbation stochastic approximation) and second-order SG (stochast…☆13Nov 27, 2020Updated 5 years ago
- A C++ interface to formulate and solve linear, quadratic and second order cone problems.☆164Jul 30, 2021Updated 5 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆57May 18, 2020Updated 6 years ago
- A C++ Second Order Cone Solver based on Eigen☆36Sep 19, 2021Updated 4 years ago
- ☆15Jan 9, 2025Updated last year
- Successive Convexification for Trajectory Optimization with Continuous-Time Constraint Satisfaction☆14May 29, 2024Updated 2 years ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 6 years ago
- Cost-aware Bayesian optimization via the Pandora's box Gittins index☆13Aug 8, 2025Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Presentation for Meeting C++ 2022☆10Nov 20, 2022Updated 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
- Thesis support material☆11Mar 28, 2021Updated 5 years ago
- Chance-Constrained Sequential Convex Programming for Robust Trajectory Optimization☆35Dec 9, 2020Updated 5 years ago
- A Matlab toolbox for nonlinear optimization using symbolic tensor calculus☆16Feb 12, 2026Updated 6 months ago
- Interface for defining discrete and continuous-space MDPs and POMDPs in python. Compatible with the POMDPs.jl ecosystem.☆26Aug 3, 2023Updated 3 years ago
- MFM workshop project☆16Jan 25, 2021Updated 5 years ago
- Repository contains implementation of Bender Decomposition for classical facility/warehause location problem using Python and Gurobi solv…☆56Aug 1, 2021Updated 5 years ago
- ☆16Jun 23, 2025Updated last year
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Sample code that shows how to forecast stock market volatility using a Kalman filter☆16Aug 17, 2023Updated 3 years ago
- A brief JAX tutorial with examples from control theory☆12Nov 17, 2022Updated 3 years ago
- Repository containing the PhD Thesis "Formal Verification of Deep Reinforcement Learning Agents"☆11Aug 29, 2022Updated 4 years ago
- Primal-Dual Operator Splitting Method for Conic Optimization☆20Nov 1, 2014Updated 11 years ago
- Control barrier functions (CBFs) in Julia.☆14Sep 19, 2024Updated last year
- Supporting material for Princeton ORF522☆14Aug 27, 2025Updated last year
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 4 years ago