Projects sharing features with Optim.jl

CVXPY is a Python-embedded domain-specific language for modeling and solving convex optimization problems using natural mathematical syntax. It is built on a disciplined convex programming framework that automatically enforces convexity rules, ensuring that problems formulated by the user are valid for convex solvers. The project also functions as a multi-solver optimization interface, abstracting away backend details and dispatching problems to specialized solvers like ECOS, SCS, and Gurobi without manual configuration. Beyond standard convex optimization, CVXPY extends its reach to geometri

Symbolics.jl is a foundational framework for symbolic mathematics, automated differentiation, and scientific compilation within the Julia programming language. It provides a comprehensive system for algebraic manipulation, expression simplification, and the construction of mathematical models, enabling users to represent complex physical and chemical systems as symbolic equations. The library distinguishes itself through a source-to-source compilation engine that translates high-level symbolic representations directly into optimized, parallelized, and hardware-specific numerical code. By util

This library is a JavaScript-based numerical analysis tool designed to perform complex mathematical operations directly within web browser environments. It provides a comprehensive suite of algorithms for linear algebra, matrix manipulation, and equation solving, enabling data-intensive computations to occur locally without requiring server-side processing. The project distinguishes itself by offering a specialized computational engine that handles advanced mathematical tasks such as gradient-based function optimization and iterative numerical approximation. By utilizing quadrature-based inte

Ceres Solver is a C++ library for numerical optimization, specializing in non-linear least squares and unconstrained optimization problems. It serves as a framework for automatic differentiation and robust curve fitting, providing tools to solve large-scale mathematical models. The library is distinguished by its bundle adjustment capabilities, which exploit sparse matrix structures to refine 3D scene points and camera parameters. It utilizes dual-number automatic differentiation to compute derivatives of cost functions, removing the need for manual Jacobian derivation. The project covers a

FinceptTerminal is a quantitative finance platform and financial engineering library designed for asset valuation, risk management, and fixed-income analytics. It provides a comprehensive suite for algorithmic trading and investment strategy automation, integrating specialized language model agents and node-based workflows to automate market research and alpha generation. The project distinguishes itself with a dedicated game theory analysis engine for calculating Nash equilibria and simulating strategic interactions in competitive markets. It also features a specialized credit risk modeling

This repository serves as an educational resource and framework for scientific computing, focusing on the intersection of machine learning and physical system simulation. It provides a collection of instructional materials, including handwritten notes and code examples, designed to explain the mathematical foundations of probabilistic modeling and algorithmic implementation. The project functions as a physics simulation framework, utilizing finite element discretization and automatic differentiation to model fluid and structural mechanics. By integrating these numerical methods with iterative

MathUtilities is a collection of specialized toolkits providing engines for geometry, computer vision, mathematics, physics simulation, and signal processing. It functions as a comprehensive mathematics and physics library focused on linear algebra, numerical optimization, and geometric calculations for technical applications. The project distinguishes itself through a physics simulation toolkit and a 3D geometry engine. These provide capabilities for Verlet integration, iterative inverse kinematics solvers, distance field rendering via volumetric raymarching, and mesh geometry deformation. I

Smile is a comprehensive JVM machine learning library and statistical computing toolkit. It provides a suite of algorithms for classification, regression, and clustering, implemented natively for Java, Scala, and Kotlin. The project also functions as a deep learning framework, a natural language processing library, and an inference engine for large language models. The library distinguishes itself through GPU acceleration via LibTorch bindings and support for the ONNX model interchange format. It includes specialized capabilities for large language model inference, featuring Byte-Pair Encodin

This is a Bayesian optimization library for Python designed to find the maximum value of expensive black box functions. It operates as a global optimizer that uses probabilistic models to identify the peak value of unknown functions through iterative sampling. The tool is specifically designed for hyperparameter tuning in machine learning, where it maximizes model performance while minimizing the number of required training runs. It treats the target function as a black box, selecting optimal input parameters based on statistical priors to reduce manual trial and error. The system utilizes G

Flashlight is a C++ machine learning library and deep learning framework designed for building and training neural networks. It functions as a tensor manipulation library and an automatic differentiation engine that tracks operations to calculate gradients via backpropagation for model optimization. The project is distinguished by its role as a distributed training framework, utilizing all-reduce gradient synchronization and distributed environments to scale machine learning workloads across multiple nodes and devices. It features a backend-agnostic memory interface and RAII-based management

This project is a scientific computing framework for the .NET ecosystem, providing a comprehensive suite of libraries for numerical analysis, statistics, and mathematical optimization. It serves as a foundational toolkit for developing applications in machine learning, digital signal processing, and computer vision. The framework provides specialized toolkits for training and deploying predictive models, including neural networks, support vector machines, and decision trees. It further distinguishes itself with deep integrations for real-time visual analysis, such as object tracking and facia

Autograd is an automatic differentiation library and numerical gradient engine for Python. Its primary purpose is to compute the gradients of mathematical functions to enable numerical optimization and the training of mathematical models. The library automates the calculation of derivatives to simplify the implementation of optimization algorithms. This supports activities such as machine learning research, gradient-based learning, and the optimization of numerical models.

This project is a numerical computing library designed for scientific and engineering mathematical operations. It functions as a comprehensive linear algebra framework, a statistical analysis library, and a toolkit for mathematical optimization and numerical integration. The library is distinguished by its provider-based native acceleration, which allows managed code to be swapped for platform-native binary libraries to increase the performance of computationally intensive routines. It also supports a hybrid approach to matrix storage, implementing separate strategies for dense and sparse mat

Umbrella is a comprehensive ecosystem of TypeScript-based libraries and a mono-repository designed for UI rendering, mathematical frameworks, WebAssembly bridging, and functional data processing. It provides a suite of tools for managing reactive data streams, binary serialization, and specialized memory management. The project includes a reactive component model for generating HTML, SVG, and Canvas elements from nested data structures, as well as a system for integrating JavaScript and WebAssembly through generated bindings. It features a mathematical framework for linear algebra, tensor ope

This project is a comprehensive library for numerical linear algebra and scientific computing, designed to provide optimized routines for matrix decomposition, statistical modeling, and high-performance data analysis. It serves as both a toolkit for solving complex linear systems and an educational resource for understanding the fundamental algorithms behind matrix factorizations and numerical solvers. The library distinguishes itself through a focus on randomized numerical linear algebra, utilizing probabilistic algorithms and approximate methods to perform dimensionality reduction and matri

This is a quantitative finance library built on TensorFlow for financial engineering, asset pricing, and risk management. It serves as a financial derivative pricing engine, a model calibration tool, and a hardware-accelerated math library for numerical tasks. The library provides specialized capabilities for pricing financial assets using standard models and American option logic, as well as calibrating pricing models to market data through local volatility. It includes tools for constructing yield curves via bootstrapping algorithms and monotone convex interpolation. The framework covers a

This project is a high-performance numerical computing library designed for large-scale scientific and machine learning workloads. It functions as an automatic differentiation framework and a just-in-time compilation engine, transforming high-level Python code into optimized machine instructions. By enforcing pure functional programming patterns and immutable array semantics, the library ensures that mathematical functions remain compatible with automated graph transformations and symbolic differentiation. The platform distinguishes itself through its distributed array computing capabilities,

Pluto.jl is a reactive computing environment for Julia that functions as a programmable document format. It serves as an interactive data science IDE and a polyglot computational notebook that stores Julia code and environment dependencies as versionable source files. The system is distinguished by its reactive execution model, which uses a directed acyclic graph to track variable dependencies and automatically re-evaluate affected downstream cells when a value changes. It ensures reproducibility by integrating isolated package environments directly within the notebook file and persisting con

quant-wiki is a comprehensive knowledge base and structured reference for quantitative finance, financial engineering, and algorithmic trading. It serves as a centralized library of documentation covering mathematical models, financial instruments, and systematic trading strategies. The project integrates AI-driven capabilities through a modular retrieval-augmented generation framework that extracts structured data from research papers and news. It features a multi-agent workflow engine designed to discover and validate predictive alpha factors, alongside tools for local large language model

This project is a comprehensive Chinese translation of a technical deep learning textbook, providing an educational resource on the theory and implementation of neural networks. It functions as a collaborative technical translation project designed to make complex academic AI literature accessible to non-English speakers. The project utilizes a community-driven translation model that integrates external suggestions and pull requests to refine linguistic accuracy and reduce bias. It employs standardized terminology mapping to ensure a uniform vocabulary throughout the translated content. To i

Riskfolio-Lib is a Python portfolio optimization library and convex risk management tool. It provides a framework for calculating optimal asset allocations using convex risk measures and mathematical programming solvers, supporting linear, quadratic, and semidefinite programming. The library features a hierarchical risk parity framework and financial asset clustering tools to group similar instruments and improve diversification. It includes a portfolio backtesting engine for simulating investment strategies using historical data and cross-validation. The system covers a broad range of quant

Linear-Algebra-With-Python is an educational resource that provides a structured curriculum for learning linear algebra through computational practice. It serves as a tutorial for data scientists and quantitative analysts, bridging the gap between abstract mathematical theory and practical implementation using Python. The project utilizes a literate programming approach, organizing lecture notes and code examples into interactive documents. By interleaving explanatory text with functional code, it allows users to experiment with mathematical concepts directly within their development environm

r4ds is a data science curriculum and educational resource designed for mastering the R programming language. It provides a structured learning path for the end-to-end process of importing, tidying, transforming, and visualizing data. The project emphasizes a reproducible data science guide and a comprehensive curriculum for data wrangling. It includes specialized tutorials on the grammar of graphics for layered data visualization and technical publications created with Quarto that blend executable code with narrative prose. The material covers a broad range of analytical capabilities, inclu

This project is an open source discovery resource that provides curated lists of reusable code and libraries to help developers find technical solutions for specific tasks. It utilizes a category-based indexing system to organize diverse software tools by their functional capabilities. The repository is structured as a collection of markdown-based documentation and static content, serving as a directory for manual discovery and reference. The directory covers a wide range of capability areas, including cross-platform application development, cybersecurity tool creation, network protocol impl

Ai-Learn is an educational repository and technical reference designed to facilitate the mastery of artificial intelligence and data science workflows. It provides a structured curriculum that combines theoretical mathematical foundations with practical coding exercises, enabling users to build predictive models, neural networks, and analytical pipelines using Python. The project distinguishes itself by emphasizing a first-principles approach to machine learning. Rather than relying solely on high-level abstractions, it guides users through the reconstruction of core algorithms from scratch,

This project is a curated directory of software repositories specifically selected to help newcomers make their first open-source contributions. It serves as a collaborative knowledge base that aggregates entry-level development opportunities, providing a structured path for novice developers to practice version control and engage with active software communities. The repository distinguishes itself through a community-driven model where project listings are populated and verified by external contributors. This distributed peer review process ensures the directory remains current, while the u