Victor Zhorin's repositories
financial_engineering
Basic subroutines for financial math/engineering applications
Spectra
SPECTRA is a program for high precision paramagnetic ions energy levels calculations based on crystal field multipole method (CFMM) and the method of irreducible tensor operators. It allows to calculate the electronic structure of all elements with unfilled f-shells, including lanthanides and actinides in crystalline hosts and nano-structures. It can be used in scientific research, educational institutions, industry (laser materials, chemical analysis etc). Written in Fortran-90 for MS with IMSL.
tensor_lottery
Computing Lottery Programs: tensor vectorization with conversion of non-convex non-linear optimization problems into a superset of linear programming convex problems based on Alex Karaivanov implementation of Prescott-Townsend lotteries for mechanism design in information constrained problems
OccupationChoice-LEB-
based on Xavier Gine and Robert Townsend (2004). Evaluation of Financial Liberalization: a General Equilibrium Model with Constrained Occupation Choice. Journal of Development Economics 74, 269-307.
FinancialDeepening-GJ-
Financial Deepening, Inequality, and Growth: A Model-Based Quantitative Evaluation
QuantEcon.py
A community based Python library for quantitative economics
shap
A unified approach to explain the output of any machine learning model.
tensorflow
Computation using data flow graphs for scalable machine learning