Stars
PyTorch and MATLAB implementations of tensorizing-flow for variational inference, focusing on (1) high-dimensional sample generation using tensor-network representation of probability densities. (2…
C++ implementations of options pricing for European, American, and Bermuda types using dynamic programming.
A PyTorch implementation of "Learning Reduced Systems via Deep Neural Networks with Memory", using the ResNet model.
A Julia package for distributed optimal control solutions of nonlinear systems, based on an overlapping domain approach.
MATLAB implementation of the reduced-order Fokker Planck equation solutions, with experiments conducted for 1D and 2D quantities of interest in a high-dimensional stochastic power systems model.
A Julia package for scalable Gaussian process regression.
A PyTorch implementation of the Long-Short-Term Memory (LSTM) network architecture along with its variants (e.g. stacked, ensemble, attention-based).
Pympress is a simple yet powerful PDF reader designed for dual-screen presentations
Download market data from Yahoo! Finance's API
Innovative, efficient, and computational-graph-based finite element simulator for inverse modeling
Automatic Differentiation Library for Computational and Mathematical Engineering
A random event driven text-based game engine.
A Julia library for hierarchical matrices
MATLAB implementations and compiled official course solutions to Math 128B: Numerical Analysis, Spring 2021, by Prof. Olga Holtz
Python (Jupyter Notebooks) implementation of STAT 31120 mini-projects, focusing on numerical methods for stochastic differential equations and Monte Carlo simulations.
An Algorithmic Trading Library for Crypto-Assets in Python
experiments with pair trading