A library for solving differential equations using neural networks based on PyTorch, used by multiple research groups around the world, including at Harvard IACS.

Represent trained machine learning models as Pyomo optimization formulations

A python library for fractional fixed-point (base 2) arithmetic and binary manipulation with Numpy compatibility.

A linear optimisation model for distributed energy systems

Opensource Python project for cancer radiation treatment planning [AAPM'23]

A description of the Kinematic Bicycle Model written in Cython with an animated example.

🐙 Generalized additive models in Python with a Bayesian twist

This is my implementation of a branch and price algorithm to solve the humanitarian aid distribution problem. This problem is a VRP with a specific objective function

Quantitative Finance using python - Derivatives #

A Multi-Physics Systems Modelling Library

An open source framework for interactive multiobjective optimization methods

[AAAI 2025] ORQA is a new QA benchmark designed to assess the reasoning capabilities of LLMs in a specialized technical domain of Operations Research. The benchmark evaluates whether LLMs can emulate the knowledge and reasoning skills of OR experts when presented with complex optimization modeling tasks.

'Portfolio Analysis, methods for portfolio optimization'

Multiscale Modelling Tool - mathematical modelling without the maths

Wave propagation framework for Python 3. Documentation and examples: https://wave-propagation.readthedocs.io/

Mathematical Modeling Assignment - Fall 2024

Generators for Combinatorial Optimization

A library for Time-Series exploration, analysis & modelling.

The code is derived from the mathematical model as explained in the paper "The Delta Parallel Robot: Kinematics Solutions by Robert L. Williams II, Ph.D". Refer Page: 3-6 & 11-12

Tests the Black-Scholes model's performance on forecasting option call prices of a selected option chain dataset. Discusses factors such as volatility and time to expiration that affect the estimations of call option prices and how this occurs within the dynamics of the model.