Unofficial implementation in Python porting of the book "Algorithms for Optimization" (2019) MIT Press by By Mykel J. Kochenderfer and Tim A. Wheeler
☆55Jan 9, 2023Updated 3 years ago
Alternatives and similar repositories for Algorithms-for-Optimization-Python
Users that are interested in Algorithms-for-Optimization-Python are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- [KDD 2024] CAFO: Feature-Centric Explanation on Time Series Classification☆16Jun 17, 2024Updated 2 years ago
- High performance hybrid Monte Carlo simulation☆10Sep 21, 2026Updated 3 weeks ago
- SIT (Signature-Informed Transformer For Asset Allocation)☆27Nov 26, 2025Updated 10 months ago
- rho_VAE: an autoregressive parametrization of the VAE encoder☆16Sep 17, 2019Updated 7 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Sep 12, 2026Updated last month
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- A lean package to estimate financial asset betas☆14Feb 12, 2023Updated 3 years ago
- Simple simulation of federated learning (FedAvg) using Flower framework☆23Dec 8, 2021Updated 4 years ago
- Variance Gamma distribution (Python): pdf, cdf, rand and fit.☆11Mar 8, 2018Updated 8 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- Multi-class Data Description for Out-of-distribution Detection☆22Apr 7, 2021Updated 5 years ago
- Arbitrage free SVI Surface☆14Feb 13, 2018Updated 8 years ago
- ☆16Jan 8, 2022Updated 4 years ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Feb 26, 2020Updated 6 years ago
- Code for "Decision-Focused Learning without Differentiable Optimization: Learning Locally Optimized Decision Losses"☆33Mar 18, 2024Updated 2 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.
- Official Implementation of SimStock : Representation Model for Stock Similarities☆89Jun 17, 2024Updated 2 years ago
- ☆19Mar 6, 2024Updated 2 years ago
- Tutorials on how to use EAGERx☆16Aug 14, 2025Updated last year
- Implementation of "A deep solver for BSDEs with jumps"☆17Nov 14, 2024Updated last year
- ☆24Apr 1, 2022Updated 4 years ago
- Optimal mass transport for deformable registration and warping of 2D images☆13Aug 22, 2011Updated 15 years ago
- C++ option pricing library on vanillas & exotics, Python volatility calibration library☆22Aug 20, 2024Updated 2 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆18Feb 21, 2020Updated 6 years ago
- Repository attached to the paper with the same name.☆21Jun 15, 2021Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Fitting Volatility using SSVI with quotient phi, but by slice fitting fashion☆19May 13, 2024Updated 2 years ago
- Codes for ICLR 21 paper: Neural Approximate Sufficient Statistics for Implicit Models☆20Jun 23, 2022Updated 4 years ago
- ☆42Dec 7, 2023Updated 2 years ago
- Pairs Trading in Python☆28Apr 25, 2021Updated 5 years ago
- Risk & Valuation in Python☆18Dec 19, 2025Updated 9 months ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆24Jun 24, 2020Updated 6 years ago
- Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)☆43Mar 6, 2025Updated last year
- Reinforcement Learning Algorithms☆11Sep 9, 2021Updated 5 years ago
- ☆12Oct 5, 2022Updated 4 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.
- Reimplementation of NeRF (Neural Radiance Fields) (ECCV2020)☆10May 4, 2023Updated 3 years ago
- ☆185Jun 5, 2022Updated 4 years ago
- MjLab for RL research on the Digit robots☆20Mar 19, 2026Updated 6 months ago
- MiranDa: Mimicking the learning process of human doctors to achieve causal inference for medication recommendation☆13Jan 19, 2026Updated 8 months ago
- Random Matrix Theory library - RMT analysis and simulation in Python☆62Updated this week
- Multivariate time-series t-Distributed Stochastic Neighbor Embedding☆40Nov 21, 2016Updated 9 years ago
- This project is the 'Python' version of Classic Quantum Evolutionary Algorithm (QEA) which finds a solution for "Knapsack" problem.☆11Jun 17, 2019Updated 7 years ago