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Sparse Optimisation Research Code
Created
2016-04-21
1,116 commits to master branch, last one 6 months ago
A JavaScript library to allocate and optimize financial portfolios.
smo
fista
markowitz
clustering
risk-parity
index-tracking
risk-budgeting
correlation-matrix
linear-programming
convex-optimization
portfolio-selection
portfolio-allocation
quantitative-finance
quadratic-programming
portfolio-optimization
critical-line-algorithm
optimization-algorithms
equal-risk-contributions
Created
2017-06-09
87 commits to master branch, last one 2 years ago
Scientific Computational Imaging COde
Created
2021-09-21
911 commits to main branch, last one 14 days ago
MATLAB package of iterative regularization methods and large-scale test problems. This software is described in the paper "IR Tools: A MATLAB Package of Iterative Regularization Methods and Large-Scal...
Created
2018-07-01
36 commits to master branch, last one 2 years ago
TOmographic MOdel-BAsed Reconstruction (ToMoBAR) software
Created
2018-05-16
458 commits to master branch, last one 15 days ago
Lensless imaging toolkit. Complete tutorial: https://go.epfl.ch/lenslesspicam
Created
2021-10-22
294 commits to main branch, last one 15 days ago