Search Results for "algorithm"
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Showing 4 open source projects for "algorithm"
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The XRP Ledger
A decentralized cryptographic ledger
The XRP Ledger is an open source, decentralized and permissionless blockchain technology powered by a network of peer-to-peer servers. It allows for really fast settlement of transactions- within 3-5 seconds- without a central intermediary and in a secure distributed database. The native digital asset on the XRP Ledger is the XRP. A public,counterparty-free asset, it is designed to bridge many different currencies being used worldwide, and is available for anyone to access and trade on... -
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PortOpt
A portfolio-optimizer using Markowitz(1952) mean-variance model
...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. This solution is very efficient as it allows to solve hundred of thousand of portfolio problems in seconds. PortOpt runs as a text/console tool so it can be easily used in your own scripts. -
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Implementation of algorithm from paper 'Numerical Approximation of Option Premia in Displaced-Lognormal Heston Models' by A Dickinson. For code: click link under 'Develop' & checkout via svn or click link under Browse Code->SVN & download tarball
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BP-Tools
Set of useful tools for payment service development
The BP-Tools set consist from applications supporting EFT testing, benchmarking and transaction service development. BP-Tools suite currently consists of following three components: - BP-CCALC: Cryptographic Calculator - BP-CardEdit: Thales P3 Input/Output file editor - BP-EMVT: EMV Tool - BP-HCMD: Thales HSM Commander -
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