shehio / Project-Nash

A panoply of algorithms in game theory, econometrics, linear programming, and Montecarlo simulations.

Project-Nash

I watched the movie A Beautiful Mind when I was young, and it has had a lasting effect on me.

FAQ

Why is this repo called Project Nash?

It's named after John Nash.

What's the history of this repo?

I started this repo in 2016 and have worked on it for the most part during the first couple of years.

Who is this repo for?

Developers interested in game theory, econometrics, Monte Carlo simulations, and financial engineering.

What are the future plans for this repo?

This Repo is merely educational, although I mean to improve it since my skills have developed over time.

What is some code in this repo?

• Nash Equilibrium for simultaneous/sequential games.
• Monte Carlo simulations
• Simplex
• Minimax
• Time series analysis

What is the philosophy of this repo?

Since all the code in this repo is for education and fulfillment purposes, I prefer clarity to unnecessary optimizations.