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
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.
Probabilistic Inference on Noisy Time Series
PyPop7: A Pure-Python Library for POPulation-based Black-Box Optimization (BBO), especially their *Large-Scale* versions/variants. https://pypop.rtfd.io/
Python interface for OSQP
Python library for parallel multiobjective simulation optimization
Python-based Derivative-Free Optimization with Bound Constraints
Implementation of various optimization methods
Python-based Derivative-Free Optimizer for Least-Squares
PyGRANSO: A PyTorch-enabled port of GRANSO with auto-differentiation
Python implementation of some numerical (optimization) methods
Python trust-region subproblem solvers for nonlinear optimization
DFO-GN: Derivative-Free Optimization using Gauss-Newton
Linear programming solvers in Python with a unified API
Intelligent and cost-effective bidding on cloud computing instances for bioinformatics pipelines.
Python solver for large-scale nonlinear least-squares minimization without derivatives
Numerical methods from my YouTube Channel
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