Search Results for "linear"

This library represents XLSX files writer for Microsoft Excel 2007 and above. The main feature of this library is that it uses C++ standard file streams. On the one hand it results in almost unnoticeable memory and CPU resources consumption while processing (that may be very useful at saving a large data arrays), but on the other hand it makes unfeasible to edit data that were written. Hence, if using this library the structure of the future report should be known enough. The library...

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. ...

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.

XonGrid is a free Excel library of functions to perform 1D, 2D, 3D, 4D and arbitrary dimension (ND) interpolations from scattered data.

A lightweight C++ and Python library for finance, statistics and linear algebra. Finance features include compound rate present/future value, annuity, various present/future value coefficients ... 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 ... ...