Portfolio optimization and back-testing.
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Updated
May 9, 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
A Python platform to perform parallel computations of optimisation tasks (global and local) via the asynchronous generalized island model.
A course on Optimization Methods
Making your benchmark of optimization algorithms simple and open
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
A solver for mixed-integer nonlinear optimization problems
Implementation of various optimization methods
ET is a Batch/PowerShell GUI script to improve performance, debloat, optimize and enhance privacy for Windows 10/11.
(NeurIPS 2020) Transductive Information Maximization for Few-Shot Learning https://arxiv.org/abs/2008.11297
A summary of code optimization methods
A development environment for robust and global optimization
An open source library for the GPU-implementation of L-BFGS-B algorithm
A next-gen solver for nonlinearly constrained nonconvex optimization. Modular and lightweight, it unifies iterative methods (SQP vs interior points) and globalization techniques (filter method vs merit function, line search vs trust region method) in a single framework. Competitive against IPOPT, filterSQP, SNOPT, MINOS and CONOPT
A collection of numerical methods written in Nim
Derivative-Free Global Optimization Method (C++, Python binding)
A list of general purpose tricks and techniques for saving tokens in PICO-8.
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