Search Results for "matrix"

oj! 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.

PortOpt [Portfolio Optimizer] is a C++ program (with Python binding) implementing the Markowitz(1952) mean-variance model with agent's linear indifference curves toward risk in order to find the optimal assets portfolio under risk. You have to provide PortOpt (in text files or - if you use the api - using your own code) the variance/covariance matrix of the assets, their average returns and the agent risk preference. It returns the vector of assets' shares that composes the optimal portfolio. In order to minimise the variance it internally uses QuadProg++, a library that implement the algorithm of Goldfarb and Idnani for the solution of a (convex) Quadratic Programming problem by means of an active-set dual method. ...

...Statistics features include mean, median, variance, standard deviation, covariance, correlation, linear regression, probabilities and random variates of various distributions ... Linear algebra features include matrix arithmetic, inverse, determinant, rank, linear system solution, lu/qr decomposition, svd, eigen values/vectors ... And some auxiliary features like random number generators, equation solution, numerical integration, permutation/combination and gcd/lcm etc. It is aimed to be a convenient and handy toolkit to check out your ideas.

The Life Cycle Assessment Spreadsheet allows you to calculate carbon footprints and other environmental impacts for given product systems. Use requires basic skills in LCA and matrix algebra, but rewards effort with professional analytical tools.

A thoughtfully designed Java library for dealing with Matrices ( Matrix Theory ). Simple, Intuitive and Flexible. The library revolves around a Matrix interface. Operations are thoughtfully distributed. Not guilty of exposing all-in-one Matrix class.

This project will create a calendaring system to schedule client/service providers daily. This will also create an accouting system to bill the client and track the service providers time as well as set up payroll for the provider.

A Perl CGI script which calculates a matrix of loan payments in a table for the purpose of determining which interest rate and term will best fit a buyer's needs. Working on linking the payment values to a ammort schedule.