Scientific Software
Updated 6 months ago
MacroModelling.jl
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
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
MDPax: GPU-accelerated MDP solvers in Python with JAX - Published in JOSS (2025)
Updated 5 months ago
https://github.com/baggepinnen/differentialdynamicprogramming.jl
A package for solving Differential Dynamic Programming and trajectory optimization problems.
Updated 6 months ago
exactvartest
Fast exact finite-sample back-testing for Value-at-Risk (VaR) models in R.
Updated 6 months ago
sdiagonalizability.jl
A dynamic algorithm to minimize or recognize the S-bandwidth of an undirected graph, written in Julia.