Search Results for "financial"

This project is intended to provide Git access to the code of the original project, TA-Lib, which uses Subversion. It is intended for system integrators wishing to use TA-Lib in their Git-managed project through Git submodules or subtrees. No actual development is being done here; all development happens in the original project.

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...

CTSA is a C software package for univariate time series analysis. This is a work in progress. ARIMA and Seasonal ARIMA models have been added so far. Other functionality will be added soon . Documentation - https://github.com/rafat/ctsa/wiki

IterInt is a numerical integration package that implements iterated numerical integration methods. Iterated methods can be used to compute low dimensional (less than ten, for example) integration problems to get very accurate results.

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++.

The purpose of the project is summarising effort from a number of analytic libraries, adding interactive web-based user interface and making a free open source solution for risk analytics and stress testing. Feb 8, 2012 Paul Glasserman's Importance Sampling and Tail Approximations as well as plain Monte Carlo have been implemented for for the widely used normal copula model of portfolio credit risk. The package includes source code, examples, spreadsheet with results and references to the papers.

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.

Project contains engine to construct Fuzzy Reasoning System. Package might be used when Fuzzy Reasoning is appropriate e.g. in trading, control, modelling, human behavior simulation.

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

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.

Quantitative Finance C++ Library.

The PowerCiph Data Encryption Algorithm is a versatile, yet simplistic, encryption algorithm/protocol. The ultimate goal of the algorithm is simplicity, compactness, and a lack of prerequisites.

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.

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 blend of neuronal networks, genetic alogorithms and peer-to-peer applied to financial forecasting.