Search Results for "algorithms"

math lib for .NET. n-dim arrays, complex numbers, linear algebra, FFT, sorting, cells- and logical arrays as well as 3D plotting classes help developing algorithms on every platform supporting .NET. Sources from SVN, binaries: http://ilnumerics.net

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.

...Validation is performed by computing checksums. Checksums for german bank accounts are maintained and documented by www.bundesbank.de. In sum, ChecksumValidation implements round about 150 algorithms. It may freely be used under GNU GPLv3 licence (see below). ChecksumValidation is implemented in Microsoft .NET 2.0. It consists of: - ChecksumValidation: a class library (DLL) for in-process use - ChecksumSoapServer: a SOAP interface - ChecksumTcpServer: a TCP interface implementing a domain-specific language (DSL) for validation - ChecksumComServer: a COM interface - ChecksumClient: a test utility - ChecksumUnitTest: a 100% covering NUnit test - ChecksumUtility: a command-line tool for helper functions