numerical-methods
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Heston model has accurate density approximations for European option prices, which are of interest.
The module implementing this method should live under tf_quant_finance/volatility/heston_approximation.py. It should support both European option puts and calls approximations. Tests should be in heston_approximation_test.py in the same folder.
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Jul 2, 2020 - C++
The problem is as follows:
Given an optimization model part which contains elements. Gid is specified as output format. If the elements of the optimization model part are not initialized (which may happen e.g. when no internal analyzer is defined), then the function GiDOutputProcess::ExecuteBeforeSolutionLoop will produce a seg-fault when it calls
`__initialize_results --> gid_io.h line 6
The tar-ball on github seems to have the doc and README.rst file, but the one from pypi is missing these. (Trying to package the lastest version for opensuse and the standard is to get the tar-balls from pypi). Would be great to include these again in the next version.
Thanks
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Jul 2, 2020 - Racket
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In order to make the PDF look right (without unwanted paragraph breaks), many equations should be inserted without a blank line before or after them. But in the notebook this is problematic because the notebook's default MathJax configuration doesn't put any space above display math. See jupyter/notebook#392
Plot styling
As the derivative of a given numpy array has the same size as the initial array, it could be worth mentioning how the differentiation switches between the backwards/forwards/centered scheme.
Looking at operators.diff() it uses "center" whenever it can apply it, "forward" at the left (low-index) boundary and "backward"
In order to load PM easily from the Catalog, we need to add a configuration for Pharo 7.0 and 8.0. Read: pharo-open-documentation/pharo-wiki#282 to know how to proceed.
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Mar 23, 2019 - Jupyter Notebook
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Dec 11, 2019 - Go
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Dec 11, 2019 - Jupyter Notebook
Add test coverage
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Mar 25, 2020 - Fortran
(#~#^) should be A B^T and vice versa for (#~^#). The documentation and function is above anb below the wrong type signature in each one respectively. Solution is to swap type signatures.
Wrong:
-- | Sparsifying A^T B
(#~#^) :: (MatrixRing (SpMatrix a), Epsilon a) =>
SpMatrix a -> SpMatrix a -> SpMatrix a
a #~^# b = transpose a #~# b
-- | Sparsifying A B^T
(#~^#) :: (M
How can I plot the graphs of the examples of "Solving parametric families of PDEs" and "Solving PDEs with trainable coefficients"? Can you release the full scripts?
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Nov 23, 2018 - Go
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May 18, 2020 - Julia
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Coming from a Python-in-Jupyter background, I notice that
Tabworks as you would expect (reveals all available methods/attributes), butShift+Tab(signature hinting) does not. I could not find documentation on this. IsShift+Tabnot supported, or is my setup is incorrect?Example: