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Julia TagBot's Projects

marketbacktest.jl icon marketbacktest.jl

High quality back test engine for testing and validating trading strategies

mat258a icon mat258a

A place to store my homework solutions for MAT258A, which I am taking Fall 2015

mathfx.jl icon mathfx.jl

Some interesting patterns from interacting particle systems, Gaussian processes and reaction diffusion equations

matrixoptim.jl icon matrixoptim.jl

MILP, Robust Optim and Stochastic Optim with Decomposition Algorithm in Matrix

mc.jl icon mc.jl

Simple Monte Carlo simulations in Julia.

mchammer.jl icon mchammer.jl

Monte Carlo Simulation and Business Analysis tools for Julia

mcmc_lr_tests.jl icon mcmc_lr_tests.jl

Likelihood ratio test for comparing MCMC sample means to a known value.

mcmcsamples.jl icon mcmcsamples.jl

Julia package that defines a container format for Markov Chain Monte Carlo samples

mcmcstorage.jl icon mcmcstorage.jl

HDF5 storage format and Julia interface for MCMC chain samples.

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