Search Results for "mathematics"

Advanced financial library for C ++ language (GCC Compiler) with 65 functionalities for various actions. For more libraries, go to: https://sourceforge.net/u/augustomanzano/profile. To know my curriculum vitae, go to: http://lattes.cnpq.br/8184615061457853 . Augusto Manzano http://www.manzano.pro.br

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.

This project should combine a financial mathematics library with an underlying financial market database (and a set of other tools), which could be used by financial institutions for their financial market data needs as well as by students for research works.

The econ theory is the value of buy and sell are usually equal, at whatever free market price at the time, so if we trade between 2 things, holding the total of those 2 equal eachother, then you can buy without anyone selling, or sell without anyone buying. Just change from one equal valued type to the other, and the total of all the A's and all the B's are scaled instantly to be the same amounts. Those who change to the majority side lose, and those who change to the minority side win,...

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...

A collection of projects I have developed in the past years. It contains: - a tool to compute height and angle of objects above horizon - a proof of concept of DFT and DWT to reduce audio files - a quantitative library with OOorg interface for Calc

Matrex is a lightweight vectorial spreadsheet: calculates blocks of values, not single cells; it is strongly multithreaded; users can work together on sheets using a server. Adapters to matlab, scilab, octave, R.

A MATLAB toolbox for time series analysis using state space models. Supports fully interactive model construction with MATLAB objects and efficient Kalman filter backend implemented in c.

OpenForecast is a package of general purpose, forecasting models written in Java that can be applied to any data series. No knowledge of forecasting is required. Using this package, the most appropriate algorithm for your data will be selected.

This project adds a ribbon to excel with a number of statistical buttons. This is not intended to be a full statistical analysis package (like R), but only a source for quick visualizations and calculations. For Excel2007 and up

The EconoMind is a utility that simulates the economy of a city, state, country, or planet at a specific level of technological development. It runs behind the scenes and provides supply, demand, and other information for games and other projects.

Quantifa is an F# open-source library for quantitative finance and risk management. Quantifa can be viewed as a functional programming version of QuantLib and QLNet. Currently, the Quantifa Team is looking for developers.

Scientific Java Calculator for cell-phones and MIDP devices

Provides all financial annuity functions written entirely in Java 5: interest rate, number of periods, payment, present value, future value, type of payment. A Newton root search approach is included as an own Java class.

The project has moved to CodePlex. http://www.codeplex.com/dnAnalytics

Automated trading system extracts stock quotes from Forex, MetaTrader and tries to detemine points to open/close orders. Using moving average. Implemented in Java. Future versions will use such cool stuff as data mining and artificial inteligance.

To develop a software package for time series manipulation and cycles analysis. Cycles means repeated occurrences at nearly equal time intervals in any time series data. See http://www.cyclesresearchinstitute.org/ for a site about cycles.

A Java-library to calculate loans on a professional level.The loan can be configured with many parameters, e.g. interest-rate, agio, number of payments. A financial mathematics calculation and a calculation of the debt-account is included.

A plugin for the Eclipse IDE implementing NumericalChameleon: a powerful numerical convertor, supporting more than 2300 units in 78 categories (physics, radixes, exchange rates, unicode, etc). Fully integrated in the Eclipse IDE (refactoring, copy/paste)

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.

JCalc is GUI calculator written entirely in Java. It can be run cross-platform on any OS with a Java Virtual Machine. It shall be portable, stable, and efficient.

JTSA is an educational time series analysis tool for simple calculations and forecasts using the additional or multiplicative seasonal decomposition method.

A java based neural network framework. The Auratus network is built around an XML messaging system, allowing for a complete MVC design. Additionally, Auratus networks are constructed and at the node/edge level, allowing for advanced topologies.

Tim Peters' FixedPoint.py + Write docs for the Library Reference manual. I expect the existing module docstring will be a good start. + Create a test driver for Python's regression suite. + Have fun modernizing it, if you like (for example,

phpFinancials aims to become a full featured function library for PHP to provide finance industry related methods.