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🤖 MatLab/Octave examples of popular machine learning algorithms with code examples and mathematics being explained
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
My personal collection of Riemann solvers using MUSCL and WENO schemes written as short Matlab scripts
Matlab library for gradient descent algorithms: Version 1.0.1
Level set modeling of multi-phase flow in a velocity field using the finite element and finite volume methods
A light MATLAB package for acceleration of SVRG and Katyusha X by inexact preconditioning.