pybobyqa
tf-quant-finance
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| pybobyqa | tf-quant-finance | |
|---|---|---|
| 1 | 133 | |
| 71 | 4,283 | |
| - | 1.4% | |
| 5.8 | 2.9 | |
| 19 days ago | about 2 months ago | |
| Python | Python | |
| GNU General Public License v3.0 only | Apache License 2.0 |
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pybobyqa
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Gradient-Free-Optimizers A collection of modern optimization methods in Python
I've used this, and it works nicely: https://github.com/numericalalgorithmsgroup/pybobyqa. I'd be happy if it were added to your project, then I could just use yours and have access to a bunch of alternatives with the same API.
tf-quant-finance
What are some alternatives?
Hyperactive - An optimization and data collection toolbox for convenient and fast prototyping of computationally expensive models.
ta-lib-python - Python wrapper for TA-Lib (http://ta-lib.org/).
prima - PRIMA is a package for solving general nonlinear optimization problems without using derivatives. It provides the reference implementation for Powell's derivative-free optimization methods, i.e., COBYLA, UOBYQA, NEWUOA, BOBYQA, and LINCOA. PRIMA means Reference Implementation for Powell's methods with Modernization and Amelioration, P for Powell.
mlfinlab - MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
PyGenetic - A multi-purpose genetic algorithm written in python
pyhpc-benchmarks - A suite of benchmarks for CPU and GPU performance of the most popular high-performance libraries for Python :rocket:
WaveNCC - An app to compute the normalization coefficients of a given set of orthogonal 1D complex wave functions.
gpustat - 📊 A simple command-line utility for querying and monitoring GPU status
Gradient-Free-Optimizers - Simple and reliable optimization with local, global, population-based and sequential techniques in numerical discrete search spaces.
quantclean - 🧹 Quantclean is a program that reformats financial dataset to US Equity TradeBar (Quantconnect format)
BayesianOptimization - A Python implementation of global optimization with gaussian processes.
kernel_tuner - Kernel Tuner