A collection of Python projects in numerical methods, optimization, and data analysis, organized by topic.
| Folder | Contents |
|---|---|
ordinary-differential-equations/ |
Numerical solution of ODEs: initial-value problems, discretization schemes, and stability experiments |
numerical-linear-algebra/ |
Direct and iterative methods, conditioning and round-off error, matrix factorizations |
data-assimilation/ |
Data-assimilation techniques combining model forecasts with observations |
data-driven-optimization/ |
Data-driven optimization for machine learning: formulations, algorithms, and experiments |
big-data-analysis/ |
Large-scale data processing and analysis |
financial-mathematics/ |
Computational methods in financial mathematics |
Note: data-driven-optimization/Data Assimilation_extended.ipynb is filed by its content (data-driven optimization) rather than its filename.
pip install numpy scipy pandas matplotlib scikit-learn jupyter
Open any notebook with jupyter notebook, or run the .py scripts directly.