FelixDuong

Felix Duong's repositories

xgboost

Scalable, Portable and Distributed Gradient Boosting (GBDT, GBRT or GBM) Library, for Python, R, Java, Scala, C++ and more. Runs on single machine, Hadoop, Spark, Dask, Flink and DataFlow

Apache-2.0000

NSS_PYOMO

NSS Problem via PYOMO

Language:PythonGPL-3.0000

TimeSeries-H2O

Language:PythonGPL-3.0000

NSS-Java

Nelson–Siegel–Svensson model in java

Language:JavaGPL-3.0000

CIRModel

Implementation CIR model via Java

Language:JavaGPL-3.0000

CIR-Simulation

Implementation Cox-Ingersoll-Ross Model

Language:C++GPL-3.0000

NSS

Build yield curve via Nelson–Siegel–Svensson model

Language:C++GPL-3.0000

Optimlib

Implementation gsl optimization log-likelihood function

Language:C++GPL-3.0000