Option pricing function for the Heston model based on the implementation by Christian Kahl, Peter Jäckel and Roger Lord. Includes Black-Scholes-Merton option pricing and implied volatility estimation. No Financial Toolbox required.
Introducing Bee-Eater Hunting Strategy Algorithm for IoT-Based Green House Monitoring and Analysis
Combination of Distributed Adversarial Training and JointSpar-Lars to experiment the effects of sparsifying gradients and their computation on Distributed Adversarial Training.
Solving Bin Packing Problem (BPP) by Shuffled Complex Evolution (SCE) Algorithm
Synthetic Data Generation by Genetic Algorithm (GA)
A typescript package to cache the function response with ttl.
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