Portfolio optimization and back-testing.
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Apr 27, 2026 - Python
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Portfolio optimization and back-testing.
python finance time-series optimization optimizer portfolio-optimization optimization-methods optimization-algorithms convex-optimization
Numerical optimization in pure Rust
The fastest open-source C++17 optimization library for unconstrained nonlinear problems. Header-only, single dependency. Highest reliability, composable function expressions, unconstrained and constrained solvers.
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A C++ platform to perform parallel computations of optimisation tasks (global and local) via the asynchronous generalized island model.
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ET is a powerful application to improve performance, debloat, optimize and enhance privacy for Windows 10/11.
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Use PyTorch Models with CasADi for data-driven optimization or learning-based optimal control. Supports Acados.
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A Python platform to perform parallel computations of optimisation tasks (global and local) via the asynchronous generalized island model.
optimization parallel-computing artificial-intelligence evolutionary-algorithms meta-heuristic optimization-methods evolutionary-computation optimization-algorithms parallel-processing evolutionary-strategy multiobjective-optimization island-model stochastic-optimization meta-heuristics optimization-problem
With Uno, finally take full control of your SQP/barrier solver for nonlinearly constrained optimization
cpp optimization constrained-optimization optimization-methods numerical-optimization nonlinear-optimization optimization-algorithms nonlinear-programming quadratic-programming interior-point-method newton-method continuous-optimization sequential-quadratic-programming mathematical-programming mathematical-optimization nonconvex-optimization local-optimization optimization-solver
A curated list of papers and selected technical blogs on Loop Models.
research-tool awesome-list papers optimization-methods iterative-methods attractors llms loop-models
This is the official repository for the book Transformers - The Definitive Guide
video reinforcement-learning time-series transformers audio-analysis image-classification optimization-methods reinforcement-learning-agent llms
A framework for reproducible, comparable benchmarks
zoofs is a python library for performing feature selection using a variety of nature-inspired wrapper algorithms. The algorithms range from swarm-intelligence to physics-based to Evolutionary. It's easy to use , flexible and powerful tool to reduce your feature size.
python machine-learning optimization genetic-algorithm machine-learning-algorithms feature-selection supervised-learning evolutionary-algorithms machinelearning optimization-methods optimization-tools optimization-algorithms particle-swarm-optimization subset-selection particle-swarm grey-wolf-optimizer grey-wolf
Derivative-Free Global Optimization Algorithm (C++, Python binding) - Continuous, Discrete, TSP, NLS, MINLP
optimization genetic-algorithm hyperparameter-optimization evolutionary-algorithms global-optimization constraint-programming meta-heuristic optimization-methods differential-evolution optimization-tools black-box-optimization optimization-algorithms integer-programming global-optimization-algorithms stochastic-optimizers metaheuristics discrete-optimization mixed-integer-programming mathematical-programming mathematical-optimization
A development environment for robust and global optimization
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A course on Optimization Methods
A list of general purpose tricks and techniques for saving tokens in PICO-8.
Line search methods for optimization and root-finding
An open source library for the GPU-implementation of L-BFGS-B algorithm
machine-learning gpu machine-learning-algorithms optimization-methods nonlinear-optimization lbfgs lbfgsb lbfgsb-solver
💎A site, that contains systematic optimization methods and theory review
A solver for mixed-integer nonlinear optimization problems
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