vidalalcala

SABR-calibration

Calibration of Hagan'a SABR stochastic volatility model using QuantLib

quantlib-lua

QuantLib wrappers for Lua

pairs-trading

Implementación de la estrategia "pairs trading" en MATLAB

affine-sopt

Affine stochastic optimization test

cifar.torch

92.45% on CIFAR-10 in Torch

dense-matrix-mult

epicentro_festival

Dataton

Fama-French

Estudio de Anomalias

homebrew-artesanal

homebrew formulas with great fermentation

lecture-notes

Lecture notes on diverse topics

ml-tools

Machine learning tools

neo4j-streams

Neo4j Kafka Integrations, Docs =>

nixpkgs

Nix Packages collection

ops-tools

Operations tools

optim

A numeric optimization package for Torch.

optimBench

Benchmark testbed for assessing the performance of optimisation algorithms

option-hedging

Implementation of common hedging strategies in Python using the QuantLib open source library as backend

procesos-estocasticos

Material de la clase Procesos Estocásticos, Otoño 2014

python-nufft

Python bindings to a subset of the NUFFT algorithm

SABRCalibrationOnShiny

SABR model calibration on shiny

scripts

Scripts used installing scientific software

sopt-ols

Stochastic optimization using ordinary least squares to approximate the Hessian.

source-recovery

Recovery from one time measurements of source and constant velocity in the advection diffusion equation.

torch7

torch7 optimized for second order SGD