finmod

Sparse regression methods in pure Julia

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https://arxiv.org/abs/1902.06547 to discreminate between six different algorithms.

Aiyagari Continuous Time eample using EconPDEs

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The Aiyagari Continuous Time example has not reappeared in the EconPDEs example. AiyagariContinuousTime.jl. More generally a current and present value Hamiltonian growth model would be nice.

@xtalax As you suggested I submit the following DAE problem that I would like to reduce to an ODE system producing a dataset that can be handled by other SciML...

Trying to run fit_rdataset.jl, which is not included in the Pkg.test("LowRankModels"). this line of code # now we'll try it without type imputation # we'll just fit four of the...

Building gp_extras with Sklearn 0.18.dev0

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Hello Jan, Glad to discover by accident your gp_extras which appear to deal, based on sklearn, with the same issues as "Nested Variational Compression in Deep Gaussian Processes" by James...

FDDESystem with multiple lags

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The delayChen is running fine whereas the delaySolow gives the following error: ``` #using FractionalDiffEq, Plots #α=[0.94, 0.94, 0.94]; ϕ=[0.2, 0, 0.5]; τ=0.009; T=1.4; h=0.001 #function delaychen!(dy, y, ϕ, t)...

https://www.sciencedirect.com/science/article/abs/pii/S009630031830506X Can you provide in the set of examples, an example of ODE system with Caputo derivatives and Mittag-Leffler function. I could not find in the docs a clear documentation...

genetic algorithm test syntax problem

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BlackBoxOptim and Evolutionary have upgraded to Julia v.06. BlackBoxOptim_test is running fine but generic_algorithm_test is throwing the following error: WARNING: deprecated syntax "typealias Strategy Dict{Symbol,Any}" at C:\Users\Denis\.julia\v0.6\Evolutionary\src\Evolutionary.jl:22. Use "const Strategy...

Benchmarking QuadDIRECT against BlackBoxOptim and CMA-ES

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Can you consider comparing QuadDIRECT.jl with BlackBoxOptim and the Julia CMA-ES (https://github.com/jonathanBieler/BlackBoxOptimizationBenchmarking.jl)?

@Datseris Thank you for attending the "coming soon" of DelayEmbeddings. Now that you have all the building blocks in place for estimating the time delay, dimension and producing recurrence plots,...