emoen/Machine-Learning-for-Asset-Managers

Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.

Language: Python - Size: 2.43 MB - Last synced: 13 days ago - Pushed: 9 months ago - Stars: 433 - Forks: 145

opencollab/arpack-ng

Collection of Fortran77 subroutines designed to solve large scale eigenvalue problems.

Language: Fortran - Size: 2.55 MB - Last synced: 30 days ago - Pushed: 30 days ago - Stars: 267 - Forks: 116

CristianCosci/GMRES

GMRES algorithm implementation for the numerical solution of an indefinite non-symmetric system of linear equations.

Language: MATLAB - Size: 9.97 MB - Last synced: 14 days ago - Pushed: 9 months ago - Stars: 7 - Forks: 2

SigProSeismology/SP-TFF

SP-TFF code package aims to present a methodology for high-resolution polarization analysis and filtering of seismic signals in the TF-domain. The main developments in this research work are: (a) reformulation of the eigenvalue decomposition polarization analysis (EDPA) in TF-domain, (b) combining the SP-TFR to the formulation to obtain high-resolution TF-domains polarization parameters for discriminating nearby seismic phases, and (c) incorporating TF-domain directivity, rectilinearity, and amplitude attributes to extract (or eliminate) different seismic phases. The main focus is to discriminate between Love and Rayleigh from the body and coda waves.

Language: MATLAB - Size: 122 KB - Last synced: 3 months ago - Pushed: almost 2 years ago - Stars: 15 - Forks: 1

cuihantao/Andes.jl

Julia interface for ANDES, a power system tool for symbolic modeling and numerical simulation

Language: Julia - Size: 35.2 KB - Last synced: 27 days ago - Pushed: 3 months ago - Stars: 8 - Forks: 1

t-sakashita/rokko

Integrated Interface for libraries of eigenvalue decomposition

Language: C++ - Size: 13 MB - Last synced: 8 months ago - Pushed: 8 months ago - Stars: 11 - Forks: 2

Argmaster/NNEVE

Collection of physics related neural networks for solving differential equations.

Language: Python - Size: 27.8 MB - Last synced: 18 days ago - Pushed: over 1 year ago - Stars: 0 - Forks: 3

bghojogh/Generalized-Eigenvalue-Problem

The code for generalized eigenvalue problem

Language: Python - Size: 16.6 KB - Last synced: about 1 year ago - Pushed: almost 4 years ago - Stars: 5 - Forks: 1

oakati/Eigenvalues-and-Eigenvectors-Calculator

This program is implemented as a project for EE 242 course, and it implements Normalized Power Iteration with Deflation algorithmm to calculate most dominant eigenvalue, its eigenvector and the second most dominant eigenvalue.

Language: C++ - Size: 4.59 MB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 0 - Forks: 1

yixuan/gradfps

Gradient-based Fantope projection and selection algorithm for sparse PCA

Language: C - Size: 341 KB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 2 - Forks: 0

tweimer/java-matrix

JAMA : A Java Matrix Package. Fork of the original project.

Language: Java - Size: 1.03 MB - Last synced: about 1 year ago - Pushed: about 2 years ago - Stars: 3 - Forks: 2

arasgungore/EE242-projects

Three C++ projects assigned for the Numerical Methods for Electrical Engineering (EE 242) course in the Spring 2021 semester.

Language: C++ - Size: 3.27 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 8 - Forks: 0

hugke729/RidgeTrappedWave

Python code to calculate properties of a Kelvin wave trapped at a ridge

Language: Python - Size: 260 KB - Last synced: 11 months ago - Pushed: almost 2 years ago - Stars: 2 - Forks: 1

comp-physics/capillary_instability

A solver for the eigenmodes of an unstable viscoelastic jet

Language: Mathematica - Size: 531 KB - Last synced: about 1 year ago - Pushed: almost 4 years ago - Stars: 1 - Forks: 1

h-ikeda/tensorex

Tensor calculations and matrix analysis.

Language: Elixir - Size: 118 KB - Last synced: 3 days ago - Pushed: 12 months ago - Stars: 1 - Forks: 0

hochej/eigenvalues

Iterative matrix-free eigensolver (Davidson-Liu algorithm) with ndarray

Language: Rust - Size: 182 KB - Last synced: about 1 year ago - Pushed: almost 3 years ago - Stars: 0 - Forks: 0

t-sakashita/barista

Eigen-decomposition library for quantum statistical physics

Language: C++ - Size: 78.1 KB - Last synced: 9 months ago - Pushed: almost 4 years ago - Stars: 0 - Forks: 0

antonovvk/posev

Power methods for top Singular/EigenValue calculation

Language: Go - Size: 4.12 MB - Last synced: about 1 year ago - Pushed: over 4 years ago - Stars: 0 - Forks: 0

geophydog/covariance-matrix-spectral-width-anlysis

Language: C - Size: 11.7 KB - Last synced: 10 months ago - Pushed: over 6 years ago - Stars: 0 - Forks: 0