Scientific Software
Updated 6 months ago

MacroModelling.jl — Peer-reviewed • Rank 9.9 • Science 98%

MacroModelling.jl: A Julia package for developing and solving dynamic stochastic general equilibrium models - Published in JOSS (2023)

Earth and Environmental Sciences (40%)
Scientific Software · Peer-reviewed
Scientific Software
Updated 6 months ago

madupite — Peer-reviewed • Rank 5.3 • Science 100%

madupite: A High-Performance Distributed Solver for Large-Scale Markov Decision Processes - Published in JOSS (2025)

Updated 4 months ago

MDPax: GPU-accelerated MDP solvers in Python with JAX • Rank 6.0 • Science 93%

MDPax: GPU-accelerated MDP solvers in Python with JAX - Published in JOSS (2025)

Updated 6 months ago

sdmp • Science 57%

An Optimization Software Package for Approximate Dynamic Programming

Updated 5 months ago

https://github.com/baggepinnen/differentialdynamicprogramming.jl • Science 13%

A package for solving Differential Dynamic Programming and trajectory optimization problems.

Updated 6 months ago

exactvartest • Science 39%

Fast exact finite-sample back-testing for Value-at-Risk (VaR) models in R.

Updated 6 months ago

sdiagonalizability.jl • Science 44%

A dynamic algorithm to minimize or recognize the S-bandwidth of an undirected graph, written in Julia.

Updated 6 months ago

jaxdp • Science 54%

A Dynamic Programming package for discrete MDPs implemented in JAX