Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
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Updated
Aug 4, 2023 - Python
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
Collection of Fortran77 subroutines designed to solve large scale eigenvalue problems.
Collection of physics related neural networks for solving differential equations.
The code for generalized eigenvalue problem
JAMA : A Java Matrix Package. Fork of the original project.
Integrated Interface for libraries of eigenvalue decomposition
GMRES algorithm implementation for the numerical solution of an indefinite non-symmetric system of linear equations.
Julia interface for ANDES, a power system tool for symbolic modeling and numerical simulation
A solver for the eigenmodes of an unstable viscoelastic jet
Python code to calculate properties of a Kelvin wave trapped at a ridge
SP-TFF code package aims to present a methodology for high-resolution polarization analysis and filtering of seismic signals in the TF-domain. The main developments in this research work are: (a) reformulation of the eigenvalue decomposition polarization analysis (EDPA) in TF-domain, (b) combining the SP-TFR to the formulation to obtain high-res…
Power methods for top Singular/EigenValue calculation
Tensor calculations and matrix analysis.
Gradient-based Fantope projection and selection algorithm for sparse PCA
Program to calculate Determinant, Eigen Values, Eigen Vectors of a Matrix
Iterative matrix-free eigensolver (Davidson-Liu algorithm) with ndarray
This program is implemented as a project for EE 242 course, and it implements Normalized Power Iteration with Deflation algorithmm to calculate most dominant eigenvalue, its eigenvector and the second most dominant eigenvalue.
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