Pinned Repositories
AndrewRosemberg
ChainRules.jl
forward and reverse mode automatic differentiation primitives for Julia Base + StdLibs
DecisionRules.jl
Package for building decision rules in multistage stochastic problems.
FinancialTimeSeriesAnalysis
FinancialTimeSeriesAnalysis
HydroPowerModels.jl
A Julia/JuMP Package for Hydrothermal economic dispatch Optimization
LearningToOptimize.jl
Learning to optimize (L2O) package that provides basic functionalities to help fit proxy models for optimization.
OptimalBids.jl
Package for identifying optimal bids.
PortfolioOpt.jl
Portfolio optimization
SquidGame.jl
Strategy simulation for simple games.
DiffOpt.jl
Differentiating convex optimization programs w.r.t. program parameters
andrewrosemberg's Repositories
andrewrosemberg/HydroPowerModels.jl
A Julia/JuMP Package for Hydrothermal economic dispatch Optimization
andrewrosemberg/PortfolioOpt.jl
Portfolio optimization
andrewrosemberg/LearningToOptimize.jl
Learning to optimize (L2O) package that provides basic functionalities to help fit proxy models for optimization.
andrewrosemberg/OptimalBids.jl
Package for identifying optimal bids.
andrewrosemberg/SquidGame.jl
Strategy simulation for simple games.
andrewrosemberg/DecisionRules.jl
Package for building decision rules in multistage stochastic problems.
andrewrosemberg/AndrewRosemberg
andrewrosemberg/FinancialTimeSeriesAnalysis
FinancialTimeSeriesAnalysis
andrewrosemberg/ChainRules.jl
forward and reverse mode automatic differentiation primitives for Julia Base + StdLibs
andrewrosemberg/Cryptoanalysis
Solutions of Cryptoanalysis problems
andrewrosemberg/JuMP.jl
Modeling language for Mathematical Optimization (linear, mixed-integer, conic, semidefinite, nonlinear)
andrewrosemberg/MIPSolver2017_01.jl
Solver de: Andrew
andrewrosemberg/Crux.jl
Julia library for deep reinforcement learning
andrewrosemberg/DiffOpt.jl
Differentiating convex optimization programs w.r.t. program parameters
andrewrosemberg/Dojo.jl
A differentiable physics engine for robotics
andrewrosemberg/NonconvexNLopt.jl
NLopt wrapper in Nonconvex.jl.
andrewrosemberg/ParametricOptInterface.jl
Extension for dealing with parameters
andrewrosemberg/PowerModels.jl
A Julia/JuMP Package for Power Network Optimization
andrewrosemberg/PowerModelsTopologicalActions.jl
andrewrosemberg/PowerSimulations.jl
Julia for optimization simulation and modeling of PowerSystems
andrewrosemberg/PowerSystems.jl
Data structures in Julia to enable power systems analysis.
andrewrosemberg/SDDP.jl
Stochastic Dual Dynamic Programming in Julia