Unofficial implementation in Python porting of the book "Algorithms for Optimization" (2019) MIT Press by By Mykel J. Kochenderfer and Tim A. Wheeler
☆54Jan 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
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆11Aug 25, 2022Updated 3 years ago
- (SIGKDD 2022) Connected Low-Loss Subspace Learning for a Personalization in Federated Learning (https://arxiv.org/abs/2109.07628)☆31Jul 18, 2024Updated 2 years ago
- rho_VAE: an autoregressive parametrization of the VAE encoder☆16Sep 17, 2019Updated 6 years ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated 4 months ago
- A lean package to estimate financial asset betas☆14Feb 12, 2023Updated 3 years ago
- Terminal user interface for a Kanban board☆11Nov 5, 2021Updated 4 years ago
- Variance Gamma distribution (Python): pdf, cdf, rand and fit.☆11Mar 8, 2018Updated 8 years ago
- Fitting an SVI model using Zeliade's method in Python with Pandas☆13May 13, 2015Updated 11 years ago
- Introduction to Numerical Optimization with Python☆28Sep 25, 2025Updated 10 months ago
- Arbitrage free SVI Surface☆14Feb 13, 2018Updated 8 years ago
- Publish full PCD Data for isaac sim☆19Jun 3, 2025Updated last year
- ☆20Mar 6, 2024Updated 2 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.
- Code for "Decision-Focused Learning without Differentiable Optimization: Learning Locally Optimized Decision Losses"☆33Mar 18, 2024Updated 2 years ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Feb 26, 2020Updated 6 years ago
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆19Jun 10, 2022Updated 4 years ago
- Implementation of "A deep solver for BSDEs with jumps"☆17Nov 14, 2024Updated last year
- ☆24Apr 1, 2022Updated 4 years ago
- C++ option pricing library on vanillas & exotics, Python volatility calibration library☆22Aug 20, 2024Updated last year
- Python3 implementation of the paper [Large-scale optimal transport map estimation using projection pursuit]☆15Feb 24, 2021Updated 5 years ago
- [ICAIF 2024] Official implementation of "Stock Recommendations for Individual Investors: A Temporal Graph Network Approach with Mean-Vari…☆19Oct 21, 2025Updated 9 months ago
- PyTorch Implementation of Reptile☆22Jan 5, 2021Updated 5 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Codes for ICLR 21 paper: Neural Approximate Sufficient Statistics for Implicit Models☆20Jun 23, 2022Updated 4 years ago
- Prompting Large Language Models for Zero-Shot Clinical Prediction with Structured Longitudinal Electronic Health Record Data☆29Jan 17, 2024Updated 2 years ago
- Monte Carlo light scattering simulation for deep tissue imaging forward models.☆10Apr 19, 2021Updated 5 years ago
- Reviews of papers on ML, DL, Statistics, Optimization, etc.☆12Aug 2, 2021Updated 4 years ago
- ☆42Dec 7, 2023Updated 2 years ago
- my useful torch lightning training template☆33Mar 12, 2023Updated 3 years ago
- Risk & Valuation in Python☆17Dec 19, 2025Updated 7 months ago
- (ICML 2022) Official PyTorch implementation of “Blurs Behave Like Ensembles: Spatial Smoothings to Improve Accuracy, Uncertainty, and Rob…☆80Jul 15, 2022Updated 4 years ago
- Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)☆35Mar 6, 2025Updated last year
- 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.
- Reinforcement Learning Algorithms☆11Sep 9, 2021Updated 4 years ago
- Reimplementation of NeRF (Neural Radiance Fields) (ECCV2020)☆10May 4, 2023Updated 3 years ago
- A gimbal platform project to evaluate inertial orientation systems (IMU) and compare attitude estimation algorithms (AHRS).☆17Jul 12, 2024Updated 2 years ago
- A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep G…☆29May 22, 2020Updated 6 years ago
- MiranDa: Mimicking the learning process of human doctors to achieve causal inference for medication recommendation☆13Jan 19, 2026Updated 6 months ago
- Official repo of the OpenApePose dataset☆13Feb 6, 2024Updated 2 years ago
- A Julia package for determining thresholds by analyzing one-dimensional histograms☆13Dec 11, 2021Updated 4 years ago