Colin

Intermediate
@colalb1

My name is Colin. I write numerical code.

FDM-for-Neural-SDEs. Work in progress of Finite Dimensional Matching for Neural SDEs implementation.

3

Parallel-QR-Decomposition. Course-grained parallel thin-QR decomposition algorithms for tall-and-skinny matrices on a CPU in C++ using OpenMP.

1

Interest-Rate-Forecasting. Implementation of common interest rate models and their extensions.

1

OptiMap. A fast C++ hash map.

1
4
Apply