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@nmayorov
nmayorov / profile.ipynb
Last active November 3, 2016 22:49
Profiling of ODE solvers
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@nmayorov
nmayorov / solve_ivp_example.ipynb
Last active August 25, 2016 12:52
New ODE solver for scipy
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@nmayorov
nmayorov / train_ufcnn.ipynb
Last active June 22, 2016 12:43
Training ufcnn on trading competition data
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@nmayorov
nmayorov / optimal_strategy.py
Last active January 30, 2018 07:41
Compute optimal trading strategy for the algorithm described in http://arxiv.org/abs/1508.00317
from os import listdir
from os.path import isfile, join
import numpy as np
import pandas as pd
def compute_market_prices(prices):
"""Compute market prices according to the trading competition recipe.
@nmayorov
nmayorov / bvp_benchmarks.py
Created June 10, 2016 18:58
FIxed BVP benchmarks
from __future__ import division, absolute_import, print_function
import inspect
import numpy as np
from numpy.testing import assert_, assert_allclose
from scipy import linalg, interpolate, special
from scipy.integrate import solve_bvp
@nmayorov
nmayorov / j_cash_bench.ipynb
Last active April 26, 2016 21:57
J. Cash BVP problems
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@nmayorov
nmayorov / problem7.ipynb
Created April 24, 2016 00:16
Solving a hard BVP with continuation
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@nmayorov
nmayorov / bvp_benchmarks.ipynb
Created April 21, 2016 17:29
Qualitative benchmarks for solve_bvp
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@nmayorov
nmayorov / solve_bvp_demo.ipynb
Last active November 17, 2023 19:56
Exampled of using solve_bvp
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