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
L2O.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.
HydroPowerModels.jl
A Julia/JuMP package for Hydrothermal Multistage Steady-State Power Network Optimization solved by Stochastic Dual Dynamic Programming (SDDP).
andrewrosemberg's Repositories
andrewrosemberg/HydroPowerModels.jl
A Julia/JuMP Package for Hydrothermal economic dispatch Optimization
andrewrosemberg/PortfolioOpt.jl
Portfolio optimization
andrewrosemberg/OptimalBids.jl
Package for identifying optimal bids.
andrewrosemberg/L2O.jl
Learning to optimize (L2O) package that provides basic functionalities to help fit proxy models for optimization.
andrewrosemberg/SquidGame.jl
Strategy simulation for simple games.
andrewrosemberg/AndrewRosemberg
andrewrosemberg/DecisionRules.jl
Package for building decision rules in multistage stochastic problems.
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/DiffOpt.jl
Differentiating convex optimization programs w.r.t. program parameters
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