Portfolio optimization and back-testing.
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Updated
Jan 28, 2026 - Python
Portfolio optimization and back-testing.
Use PyTorch Models with CasADi for data-driven optimization or learning-based optimal control. Supports Acados.
Making your ML and optimization benchmarks simple and open
zoofs is a python library for performing feature selection using a variety of nature-inspired wrapper algorithms. The algorithms range from swarm-intelligence to physics-based to Evolutionary. It's easy to use , flexible and powerful tool to reduce your feature size.
(NeurIPS 2020) Transductive Information Maximization for Few-Shot Learning https://arxiv.org/abs/2008.11297
Official PyTorch Implementation for Fast Adaptive Multitask Optimization (FAMO)
Implementation of various optimization methods
Gradient-free optimization method for multivariable functions based on the low rank tensor train (TT) format and maximal-volume principle.
[MICCAI 2024] On-the-Fly Guidance Training for Medical Image Registration. Pre-print available in link below.
Python Tools to Practically Model and Solve the Problem of High Speed Rotor Balancing.
An AUGMECON based multi-objective optimization solver for Pyomo.
A MODular development environment and library for OPTimization algorithms
Python trust-region subproblem solvers for nonlinear optimization
"Aligning Distributionally Robust Optimization with Practical Deep Learning Needs"
'Portfolio Analysis, methods for portfolio optimization'
[Python] [arXiv/cs] Paper "An Overview of Gradient Descent Optimization Algorithms" by Sebastian Ruder
This project is about finding optimal Pokemon teams using optimization solvers.
An electromagnetic solver capable of simulating and optimizing 1D (thin-layer) structures via the semi-analytical transfer matrix method. For example, one can simulate and optimize broadband distributed Bragg reflectors, anti-reflection coatings, optical bandpass filters, and photovoltaic devices.
A module for solving linear programming problems on Python.
Python Quadratic Majorization-Minimization (MM) optimization algorithms of half-quadratic criteria. Inverses problems, image restoration, denoising, ...
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