Pinned Repositories
5.06.Multigrid2D
V-cycle Multigrid method for 2D Poisson Equation
abaqus-models
AbaqusTraining
Abaqus Training
Anisotropic_NN_UMAT
Neural Network (NN) based anisotropic material model with an Abaqus UMAT implementation
church
教会联系人和服事管理系统
Localizing-Gradient-Damage-with-UMAT-UMATHT
Simple implementation of localizing gradient damage model in ABAQUS
Manga-Colorization
Manga Colorization using Level Set Method and Gabor Wavelet Function
meshfree
structural-analysis-using-PARDISO
UMAT-ABAQUS_library
A repository to deform a material under multiple loading conditions:monotonic, cyclic.
Batmanabcdefg's Repositories
Batmanabcdefg/abaqus-elliptic-surface-crack-modeling
Abaqus elliptic surface crack modeling
Batmanabcdefg/igakit
Personal clone of https://bitbucket.org/dalcinl/igakit
Batmanabcdefg/Isogeometric-BEM
Matlab code for isogeometric boundary element analysis
Batmanabcdefg/LR-introduction
Android app for interactive demonstration of the LR B-spline refinement algoriothm
Batmanabcdefg/matlab-levelset
A level set methods implementation in Matlab
Batmanabcdefg/motop
Multi-Objective Topology Optimization
Batmanabcdefg/optimal_transaction_execution
This entry contains two topics The first item is entirely based on the following paper: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2011-056.pdf It contains 2 MATLAB demonstrating script : DATA_preprocessing.m & VAR_modeling_script.m DATA_preprocessing.m uses the LOBSTER framework (https://lobster.wiwi.hu-berlin.de/) to preprocess high frequency data from the NASDAQ Total View ITCH (csv files) allowing us to reconstruct exactly at each time the order book up to ten depths. Just look at the published script ! VAR_modeling_script.m contains the modeling of the whole order book as VEC/VAR process. It uses the great VAR/VEC Joahnsen cointegration framework. After calibrating your VAR model, you then assess the impact of an order using shock scenario (sensitivity analysis) to the VAR process. We deal with 3 scenarii : normal limit order, aggressive limit order & normal market order). Play section by section the script (to open up figures which contain a lot of graphs). It contains a power point to help you present this complex topic. The second item is entirely based on the following paper : http://www.courant.nyu.edu/~almgren/papers/optliq.pdf It contains a mupad document : symbolic_demo.mn I did struggle to get something nice with the symbolic toolbox. I was not able to drive a continuous workflow and had to recode some equations myself. I nevertheless managed to get a closed form solution for the simplified linear cost model. It contains a MATLAB demonstrating script : working_script.m For more sophisticated cost model, there is no more closed form and we there highlighted MATLAB numerical optimization abilities (fmincon). It contains an Optimization Apps you can install. Just launch the optimization with the default parameters. And then switch the slider between volatility risk and liquidation costs to see the trading strategies evolve on the efficient frontier. It contains a power point to help you present this complex topic.
Batmanabcdefg/phase-field-learning
learning pfm
Batmanabcdefg/rhinopython101manual
Rhino.Python version of the RhinoScript 101 manual
Batmanabcdefg/rhinopythonscripts
A place to dump and share python scripts for use in McNeel's Rhino and Grasshopper
Batmanabcdefg/Simple-FEM-Solver
Simple FEM Solver in 1D for the convective-diffusive problem
Batmanabcdefg/Topopt-1
Topology optimization by Julia