Portfolio optimization and back-testing.
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Updated
Oct 30, 2024 - Python
Portfolio optimization and back-testing.
A C++ platform to perform parallel computations of optimisation tasks (global and local) via the asynchronous generalized island model.
💎A site, that contains systematic optimization methods and theory review
Numerical optimization in pure Rust
Making your benchmark of optimization algorithms simple and open
A Python platform to perform parallel computations of optimisation tasks (global and local) via the asynchronous generalized island model.
A course on Optimization Methods
zoofs is a python library for performing feature selection using a variety of nature-inspired wrapper algorithms. The algorithms range from swarm-intelligence to physics-based to Evolutionary. It's easy to use , flexible and powerful tool to reduce your feature size.
Line search methods for optimization and root-finding
Use PyTorch Models with CasADi for data-driven optimization or learning-based optimal control. Supports Acados.
ET is a powerful application to improve performance, debloat, optimize and enhance privacy for Windows 10/11.
A solver for mixed-integer nonlinear optimization problems
A next-gen Lagrange-Newton solver for nonconvex optimization. It unifies barrier and SQP methods in a modern and generic way, and implements different globalization flavors (line search/trust region and merit function/filter method/funnel method). Competitive against filterSQP, IPOPT, SNOPT, MINOS and CONOPT.
(NeurIPS 2020) Transductive Information Maximization for Few-Shot Learning https://arxiv.org/abs/2008.11297
Implementation of various optimization methods
A development environment for robust and global optimization
An open source library for the GPU-implementation of L-BFGS-B algorithm
A summary of code optimization methods
Official PyTorch Implementation for Fast Adaptive Multitask Optimization (FAMO)
A collection of numerical methods written in Nim
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