High-performance TensorFlow library for quantitative finance.
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Updated
May 20, 2024 - Python
High-performance TensorFlow library for quantitative finance.
POT : Python Optimal Transport
Python library for arbitrary-precision floating-point arithmetic
Quadratic programming solvers in Python with a unified API
Python interface for OSQP
Probabilistic Inference on Noisy Time Series
Estimagic is a Python package for nonlinear optimization with or without constraints. It is particularly suited to solve difficult nonlinear estimation problems. On top, it provides functionality to perform statistical inference on estimated parameters.
PyPop7: A Pure-Python Library for POPulation-based Black-Box Optimization (BBO), especially their *Large-Scale* versions/variants. https://pypop.rtfd.io/
Implementation of various optimization methods
Python-based Derivative-Free Optimization with Bound Constraints
Python-based Derivative-Free Optimizer for Least-Squares
Python library for parallel multiobjective simulation optimization
Numerical methods from my YouTube Channel
DFO-GN: Derivative-Free Optimization using Gauss-Newton
PyGRANSO: A PyTorch-enabled port of GRANSO with auto-differentiation
Optimizers for/and sklearn compatible Machine Learning models
Python implementation of some numerical (optimization) methods
Linear programming solvers in Python with a unified API
Python solver for large-scale nonlinear least-squares minimization without derivatives
Balances zero-sum games so that they have a specified Nash equilibrium.
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