mlpack: a fast, header-only C++ machine learning library

OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions

Simple thread-based asynchronous TCP & UDP Socket classes in C++.

Genetic Algorithm in C++ with template metaprogramming and abstraction for constrained optimization

Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python

A C++ interface with MySQL for building your own database of historical market quotes