Fast C++ library for linear algebra (matrix maths) and scientific computing. Easy to use functions and syntax, deliberately similar to Matlab. Uses template meta-programming techniques. Also provides efficient wrappers for LAPACK, BLAS, ATLAS, ARPACK and SuperLU libraries, including high-performance versions such as OpenBLAS and Intel MKL. Useful for machine learning, pattern recognition, signal processing, bioinformatics, statistics, finance, etc. For more details, see http://arma.sourceforge.net
Roll model for trading strategy to C++ or FPGA via Matlab tools
To start: Use the PDF No comments or further support will be provided once my workflow goal is complete. See below for these workflow details. Rationale of this project: There will be more wrong than right in this project as it is strictly for learning to reverse engineer a real world research paper from the banking industry. This is not to include items like charting or trading execution. I am not interested in the performance of this strategy either. As a result, I keep critics, haters, and trolls at bay. This is just to keep this process transparent no different than using an open source software project model. I just hope people will contribute to make this project/process better and even correct. If you fork this, please let me know so I can further learn from your work. Why Matlab? As a result, I am trying to 'rapidly' generate an algorithm with Mupad, generate custom M scripts, and implement into a systematic model with Simulink and Stateflow tools.
Toolkit for Automatic Control and Dynamic Optimization
ACADO Toolkit is a software environment and algorithm collection for automatic control and dynamic optimization. It provides a general framework for using a great variety of algorithms for direct optimal control, including model predictive control, state and parameter estimation and robust optimization. ACADO Toolkit is implemented as self-contained C++ code and comes along with user-friendly MATLAB interface. The object-oriented design allows for convenient coupling of existing optimization packages and for extending it with user-written optimization routines.