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LU Decomposition in Python 

Kevin Mooney
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30 сен 2024

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Комментарии : 17   
@vishnuteja4060
@vishnuteja4060 3 года назад
Really you are a Legend explained in crystal clear
@rcytpge
@rcytpge 5 месяцев назад
Let him cook
@anythingit2399
@anythingit2399 3 года назад
Great Whisky brands brother
@baijuthomas3716
@baijuthomas3716 3 года назад
Really appreciate the work you are doing for the community . Thank you .Have also followed you GIT a.c . Not sure if you would want to explore other models , if you are looking for ideas . it would be great of you could include Barone- Adhesi , Heston - Equities . Thanks so much for code on BS76 and Bachelior , very helpful . i am just trying to learn as you release the code . Many Thanks .
@kpmooney
@kpmooney 3 года назад
Thanks! I'll look in to doing some of those other models.
@JawadAhmadKhan
@JawadAhmadKhan 3 года назад
Can you make a video on inverse of matrix using LU in python?
@kpmooney
@kpmooney 3 года назад
I can, but it will probably be a while before I have the time to do so.
@le0nzim472
@le0nzim472 2 года назад
What if you want to decompose a matrix that is non-square? lu_factor would then throw an exception.
@kpmooney
@kpmooney 2 года назад
lu_factor assumes a square matrix. scipy.linalg.lu can do non-square matrices, if I remember correctly.
@figuredoutfitness8154
@figuredoutfitness8154 3 года назад
How to calculate IV on expiry day? As time to expiry is same day ie today
@kpmooney
@kpmooney 3 года назад
The easy way is just to put in a small number corresponding to a few hours or minutes for the time.
@avaneendrasathivada7904
@avaneendrasathivada7904 2 года назад
how to solve the matrix with a variable inside ??
@kpmooney
@kpmooney 2 года назад
I don't see a way to do that off the top of my head.
@edwardqian4019
@edwardqian4019 3 года назад
great work done!!!!
@nickdechip177
@nickdechip177 3 года назад
please do a video on Cholesky decomposition
@kpmooney
@kpmooney 3 года назад
That will be coming soon.
@nickdechip177
@nickdechip177 3 года назад
Amazing, love your videos if you could do more with jupyter nootbook instead of terminal that would be great. Thanks so much for the vids.
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