- New York City
- https://www.linkedin.com/in/nicholas-ferguson-55a9584
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SympyANDmpmath Public
Example from https://www.asmeurer.com/blog/
Jupyter Notebook UpdatedJun 4, 2024 -
Inx to build QuSpin on Windows with VS2022, Python 3.10,5
UpdatedJul 11, 2022 -
Discrete-Fourier-Transform Public
Excel sheet for DFT. This mirrors video titled: Discrete Fourier Transform - Simple Step by Step
UpdatedMar 5, 2022 -
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kdb.q.SABR.Nelder.Mead Public
kdb+/q SABR NelderMead volatility ( see SABR.NelderMead_Studies_2 for C++ version)
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kdb+/q kalman filter, matlab
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kdb.q.studies Public
kdb+/q powermethod, studies of kdb+/q codes
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LD-SPATT Public
LD-SPATT (spatt, statistics for patterns) gsl 2.1 on Win64. VC2015. ported to win64. Large Deviation on coin tosses in s/h. And on Markov Sequences in C++ code.. Also excel s/h
C UpdatedFeb 9, 2019 -
SABR.NelderMead_Studies_2 Public
SABR NelderMead volatility
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Portable_SIMD Public
testing an SIMD api from VecCore VecGeom, using backends of UMESIMD, VC for Avx Avx2,AVX512, SSE, SSE2
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arprec_t Public
High Precision Software. Tested code build on Windows with VS2015
C++ UpdatedMar 4, 2016 -
YAD_t Public
Markov Algorithm. C++. ported from Qt/YAD Studio to std/boost as a console app. Refactored to run all rosettacode.org rule sets.
C++ UpdatedJan 4, 2016