I Source code hosted on GitHub ... I MPI wrapper for Python Russell J. Hewett (TOTAL E&P USA and MIT) PySIT 6 / 14 ... L-BFGS Visualization Parallelism (MPI+ OpenMP ...
You can also find the code in SAMSON Python Scripting samples on github. Content. Optimization of a water molecule using BFGS; Nitrogen on copper; Usage of the SAMSON’s Interaction Model; Optimization of a water molecule using BFGS
In numerical optimization, the Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm is an iterative method for solving unconstrained nonlinear optimization problems. Like the related Davidon-Fletcher-Powell method, BFGS determines the descent direction by preconditioning the gradient with curvature information. It does so by gradually improving an approximation to the Hessian matrix of ...
Code to Replicate Fama-French 3-Factor Model + RMW, CMA, and Momentum. The code replicates the construction of Mkt, SMB (3-factor version), HML, RMW, CMA, and UMD factors from scratch, using Ken French's methodology. I assume you can connect to COMPUSTAT and CRSP through WRDS. My results aren't perfect though.