StoMADS algorithm for stochastic blackbox optimization
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Updated
Sep 21, 2022 - MATLAB
StoMADS algorithm for stochastic blackbox optimization
Code for "Explainable Data-Driven Optimization" (ICML 2023)
C++ Library for Stochastic Optimal Control in Trading
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The goal of this project is to build a simulation model to determine the largest expected revenue from an electric vehicle charging station in a one month time period given the storage capacity, charging grid change costs, demand and supply.
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Tutorials on optimizers for deep neural networks
NTHU 2021 Fall, Robust and Stochastic Portfolio Optimization
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