convexity

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

Special Structure Detection for Pyomo

This is a library for fixed income quant analytics.

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

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

Quantitative fixed income research — yield curve modelling, risk management, and NS factor forecasting on US Treasuries.

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

Financial Quantitative Analysis

Bond price, bond sensitivity, duration, convexity

Public-safe rates bond analytics with Python pricing, duration, convexity, scenarios, tests, FastAPI, and a Next.js dashboard.

The official implementation of D-Convexity: A Unified Differentiable Convex Shape Prior via Quasi-Concavity for Data-driven Image Segmentation

Toolkit for Fixed Income instruments

Fixed income analytics for bank treasury and ALM — DV01, convexity, OCI/CET1 scenario analysis, HMM regime detection, CVXPY portfolio optimisation

Fixed Income Investing analysis with Python

some option technics within python and R

Application of script in Fixed Income Analysis

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

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

A real-time hand gesture recognition system built with Python