A Rocq formalization of information theory and linear error-correcting codes

Special Structure Detection for Pyomo

This is a library for fixed income quant analytics.

Custom Python library focused on numerical methods for valuing fixed income securities: bonds, swaps, options, etc.

A Rust library, attempting to implement Nassim Nicholas Taleb's antifragility theory.

Compute the minimal enclosing circle with Mosek, Clarabel, ...

Quantitative fixed income research — yield curve modelling, risk management, and NS factor forecasting on US Treasuries.

Financial Quantitative Analysis

Bond price, bond sensitivity, duration, convexity

The official implementation of D-Convexity: A Unified Differentiable Convex Shape Prior via Quasi-Concavity for Data-driven Image Segmentation

Toolkit for Fixed Income instruments

Public-safe rates bond analytics with Python pricing, duration, convexity, scenarios, tests, FastAPI, and a Next.js dashboard.

Fixed Income Investing analysis with Python

This repo is Homework-04 of EE-559(Machine Learning I: Supervised Methods) completed at USC. Topics Resources

some option technics within python and R

Python model for analyzing bond portfolio interest rate risk using duration, convexity, and yield curve pricing with visualizations.

A real-time hand gesture recognition system built with Python

The industry-standard Model Context Protocol (MCP) server for high-precision fixed income (bond) security calculations from the people that brought you the Standard Securities Calculation Methods books.

Fixed income analysis with bond pricing, duration and convexity using Python.