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.
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Aug 4, 2023 - Python
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eigenvalue
Here are 21 public repositories matching this topic...
Collection of Fortran77 subroutines designed to solve large scale eigenvalue problems.
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Oct 21, 2024 - Fortran
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-res…
decomposition seismic high-resolution eigenvalue filtering polarization separation promoting wavefield sparstity
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May 28, 2022 - MATLAB
Three C++ projects assigned for the Numerical Methods for Electrical Engineering (EE 242) course in the Spring 2021 semester.
algorithm cplusplus algorithms cpp eigenvectors terminal-based numerical-methods eigenvalue eigenvalues gaussian-elimination gaussian-elimination-algorithm polynomial-roots solving-algorithm partial-pivoting bisection-method secant-method eigenvector power-iteration matrix-solver eigenvalues-and-eigenvectors
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Aug 8, 2022 - C++
Integrated Interface for libraries of eigenvalue decomposition
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Nov 29, 2024 - C++
The code for generalized eigenvalue problem
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Jun 11, 2020 - Python
Julia interface for ANDES, a power system tool for symbolic modeling and numerical simulation
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Feb 5, 2024 - Julia
GMRES algorithm implementation for the numerical solution of an indefinite non-symmetric system of linear equations.
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Jul 22, 2023 - MATLAB
Gradient-based Fantope projection and selection algorithm for sparse PCA
constrained-optimization eigenvalue convex-optimization sparse-pca sparse-principal-component-analysis eigenvector
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Jul 17, 2022 - C
JAMA : A Java Matrix Package. Fork of the original project.
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May 1, 2022 - Java
A solver for the eigenmodes of an unstable viscoelastic jet
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May 4, 2020 - Mathematica
Python code to calculate properties of a Kelvin wave trapped at a ridge
eigenvalue ridge subinertial baroclinic kelvin-wave internal-tide critical-latitude trapped-wave coastal-trapped-wave chapman step-trapped-wave
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May 11, 2022 - Python
Tensor calculations and matrix analysis.
hex elixir analysis vector matrix eigen numeric matrices tensor eigenvectors vectors eigenvalue numerics numerical eigenvalues eigenvector
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May 10, 2023 - Elixir
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Jun 21, 2019 - MATLAB
Collection of physics related neural networks for solving differential equations.
neural-network tensorflow physics eigenvalue schrodinger-equation physical-computing eigenvalueproblems quantum-oscillator
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Sep 11, 2022 - Python
Power methods for top Singular/EigenValue calculation
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Aug 14, 2019 - Go
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Sep 23, 2017 - C
Program to calculate Determinant, Eigen Values, Eigen Vectors of a Matrix
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Oct 20, 2023 - Python
Iterative matrix-free eigensolver (Davidson-Liu algorithm) with ndarray
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Jul 23, 2021 - Rust
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