Related papers: PyCaMa: Python for cash management
Python has become the programming language of choice for research and industry projects related to data science, machine learning, and deep learning. Since optimization is an inherent part of these research fields, more optimization related…
Cash management is concerned with optimizing the short-term funding requirements of a company. To this end, different optimization strategies have been proposed to minimize costs using daily cash flow forecasts as the main input to the…
The finance industry has adopted machine learning (ML) as a form of quantitative research to support better investment decisions, yet there are several challenges often overlooked in practice. (1) ML code tends to be unstructured and ad…
Organizations use cash management models to control balances to both avoid overdrafts and obtain a profit from short-term investments. Most management models are based on control bounds which are derived from the assumption of a particular…
PyLlama is a handy Python toolkit to compute the electromagnetic reflection and transmission properties of arbitrary multilayered linear media, including the case of anisotropy. Relying on a $4 \times 4$-matrix formalism, PyLlama implements…
Significant effort has been made to solve computationally expensive optimization problems in the past two decades, and various optimization methods incorporating surrogates into optimization have been proposed. However, most optimization…
Compendium Manager is a command-line tool written in Python to automate the provisioning, launch, and evaluation of bioinformatics pipelines. Although workflow management tools such as Snakemake and Nextflow enable users to automate the…
Factor Engine is a high-performance, open-source Python library designed for the systematic computation and analysis of financial factors. Built around a modular and extensible API that leverages Python decorators, Factor Engine enables…
Plasma is a framework for scalable off-chain computation. We describe and evaluate Plasma Cash, an improved Plasma construction which leverages non-fungible tokens and Sparse Merkle Trees to reduce the data storage and bandwidth…
Portfolio optimization is a fundamental challenge in quantitative finance, requiring robust computational tools that integrate statistical rigor with practical implementation. We present skfolio, an open-source Python library for portfolio…
Machine learning is a general-purpose technology holding promises for many interdisciplinary research problems. However, significant barriers exist in crossing disciplinary boundaries when most machine learning tools are developed in…
Python for Power System Analysis (PyPSA) is a free software toolbox for simulating and optimising modern electrical power systems over multiple periods. PyPSA includes models for conventional generators with unit commitment, variable…
There have been growing discussions on estimating and subsequently reducing the operational carbon footprint of enterprise data centers. The design and intelligent control for data centers have an important impact on data center carbon…
Selecting an optimal classification model requires a robust and comprehensive understanding of the performance of the model. This paper provides a tutorial on the PyCM library, demonstrating its utility in conducting deep-dive evaluations…
This article describes lcpy, an open-source python package that allows for advanced parametric Life Cycle Assessment (LCA) and Life Cycle Costing (LCC) analysis. The package is designed to allow the user to model a process with a flexible,…
We introduce a Python open-source library for $\mathcal{X}$-armed bandit and online blackbox optimization named PyXAB. PyXAB contains the implementations for more than 10 $\mathcal{X}$-armed bandit algorithms, such as HOO, StoSOO, HCT, and…
Organizations have realized the importance of data analysis and its benefits. This in combination with Machine Learning algorithms has allowed to solve problems more easily, making these processes less time-consuming. Neural networks are…
Background and Objective: Deep learning enables tremendous progress in medical image analysis. One driving force of this progress are open-source frameworks like TensorFlow and PyTorch. However, these frameworks rarely address issues…
Numba is a game-changing compiler for high-performance computing with Python. It produces machine code that runs outside of the single-threaded Python interpreter and that fully utilizes the resources of modern CPUs. This means support for…
We consider a singular control model of cash reserve management, driven by a diffusion under ambiguity. The manager is assumed to have maxmin preferences over a set of priors characterized by $\kappa$-ignorance. A verification theorem is…