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Stefano Penazzi's Projects

chameleonquant icon chameleonquant

chameleonQuant was born as an open-source Java framework to help enthusiast quants to implement system trading strategies and dynamic portfolio trading systems using advanced optimization techniques, machine learning, and deep learning techniques.

covid_19 icon covid_19

COVID19 case numbers Cantons of Switzerland and Principality of Liechtenstein (FL). The data is updated at best once a day (times of collection and update may vary). Start with the README.

eqasim-java icon eqasim-java

The eqasim framework features an integrated transport simulation environment. It is based on the agent-based transport simulation framework MATSim with added components for simulation of discrete choice models.

finmath-lib icon finmath-lib

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.

jenetics icon jenetics

Jenetics - Genetic Algorithm, Genetic Programming, Evolutionary Algorithm, and Multi-objective Optimization

jtap icon jtap

JTAP (Java Activity-Based Planner) is a framework that allows for the design of models representing persons' decisional processes based on their needs. These latter are considered as behavioral targets specific to each individual. Models that the framework supports are deep learning models and statistical models. Customized optimization algorithms, as well as external solvers, can be used to simulate the learning process.

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