Search Results for "financial"

Adaptive Simulated Annealing (ASA) is a C-language code that finds the best global fit of a nonlinear cost-function over a D-dimensional space. ASA has over 100 OPTIONS to provide robust tuning over many classes of nonlinear stochastic systems.

...Algorithms - ojAlgo - is Open Source Java code that has to do with mathematics, linear algebra and optimisation; particularly (but certainly not exclusively) suitable for the financial domain.

NOMAD is a C++ code that implements the MADS algorithm (Mesh Adaptive Direct Search) for difficult blackbox optimization problems. Such problems occur when the functions to optimize are costly computer simulations with no derivatives.

The toolkit glpk supports methods for mixed integer linear programming (MILP). These methods solve Capital Budgeting Problems (CBP). Unfortunately, glpk does not support any multithreading and there is no feature to distribute problems via network connections. Today, this is a pitiable sight, because modern computer systems are coupled by networks and support multi threading. We create a distributed system with Apache thrift and the C-API of glpk. Now, it is possible to use as many cores in...

JGAP is a Genetic Algorithms and Genetic Programming package written in Java. It is designed to require minimum effort to use, but is also designed to be highly modular. JGAP features grid functionality and a lot of examples. Many unit tests included. Legal notice/Impressum: Klaus Meffert An der Struth 25 D-65510 Idstein sourceforge <at> klausmeffert.de

An optimized java library for genetic algorithms. The library is designed to be fast and memory light, but still very easy to use.

Math tools in Python to tackle down problems in Operational Research fields. Comes with a Django based web interface to allow remote access to complex simulation means.

Technical analysis library with indicators like ADX, MACD, RSI, Stochastic, TRIX... includes also candlestick pattern recognition. Useful for trading application developpers using either Excel, .NET, Mono, Java, Perl or C/C++.

Tina's Random Number Generator Library (TRNG) is a state of the art C++ pseudo-random number generator library for sequential and parallel Monte Carlo simulations.

Discrete Mathematics task solutioner. (The Theory For Scheduling / Network Graphs) Contains C++ mathematic algorithms and C# GUI.

plausj a collection of checksum algorithms used to validate business keys like bank account codes or credit card numbers. It's compiled as JVM bytecode files (although it's not necessarily implemented in Java) and can be used on JRE 1.5 and later.

The C++ library Geneva allows to run large scale parametric optimization problems. It can run in serial or multi-threaded mode or in a networked environment. The library currently covers Evolutionary Strategies, Genetic Algorithms and mixed scenarios.

The project will be looking at data (the intention is to begin looking at customer name/address data but this may widen over time) and ways to intelligently detect duplicates using fuzzy matching methods and algorithms.

Openminer, as a data mining engine, is developed on java for analysis of dataset with the methods of data mining. By making use of openminer, we could discovery the knowledge which interests us but hides in the raw data.

Matho is a OS Independant Application and API for mathematical operations, features include curve sketching, calculus, iterative formulae, algebra solver, 2d/3d geometry and mechanical and statistical functionality.

TAROT is a easy-to-use framework for Monte Carlo simulations in python. Calculations between different kinds of randomly distributed numbers are made as easy as basic arithmetics. Tarot provides an interactive graphical interface for interpretation.

Java objects that share parts of immutable graphs. Reused subgraphs have directly or indirectly recursive Elements. Selected components get replaced by new counterparts in Context of Mirrors - translation tables. Deep copies are not involved.

EvoTrader is a stock picking platform that utilizes genetic programming to evolve rules for generating stock trading signals.

A Java implementation of the NEAT algorithm as created by Kenneth O Stanley. Also provides a toolkit for further experiments to be created and can provide both local and distributed learning environments.

It software decodes EAN-13 bar code picture by image processing. And a GUI is ship together with it, which can take picture from web camera. So the only thing you need to recognise barcode apart you computer is a webcam.

A verification library accompanied by a simple tool for verification of credit-cards, social security-numbers and other mod(10) and similar checksums in a standard shell-environment from the command-line or as a function. No compilation required.

A Java implementation of a cubic B-spline curve smoothing function. Allows an arbitary number of points with a variable number of dimensions to have a cubic B-spline curve "fitted". Useful in finance for analysing bond or swap yield and discount curves.

eBarter froms trades from commitments. It measures economic values without the need of a common value standard; distributes fairly the gain produced between participants and gives the preference to trades where participants have the weakest requirements.