A Rocq formalization of information theory and linear error-correcting codes

Special Structure Detection for Pyomo

Custom Python library focused on numerical methods for valuing fixed income securities: bonds, swaps, options, etc.

This is a library for fixed income quant analytics.

Compute the minimal enclosing circle with Mosek, Clarabel, ...

Financial Quantitative Analysis

Bond price, bond sensitivity, duration, convexity

Toolkit for Fixed Income instruments

Python model for analyzing bond portfolio interest rate risk using duration, convexity, and yield curve pricing with visualizations.

This repo is Homework-04 of EE-559(Machine Learning I: Supervised Methods) completed at USC. Topics Resources

construction of a nowhere convex, non-negative, strictly increasing, continuously differentiable function tightly bounded from above by a convex one

Fixed Income Investing analysis with Python

some option technics within python and R

A Rust library, attempting to implement Nassim Nicholas Taleb's antifragility theory.

math from UCSB/Annapolis era

A real-time hand gesture recognition system built with Python

Fixed income analysis with bond pricing, duration and convexity using Python.

The industry-standard Model Context Protocol (MCP) server for high-precision fixed income (bond) security calculations from the people that brought you the Standard Securities Calculation Methods books.