 ThotDjehuty
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5d06f0ab57
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docs: replace all ASCII/Unicode diagram blocks with matplotlib SVG figures
Replace 23 ASCII/Unicode text diagram code-blocks in mathematical_foundations.md
with professionally rendered matplotlib SVG figures.
Changes:
- Add docs/source/_gen_diagrams.py: Python script generating all 23 SVG figures
with consistent styling (white bg, blue/orange/green/red palette, scipy/numpy/
matplotlib Agg backend)
- Add docs/source/_static/diagrams/*.svg: 23 rendered SVG figures covering:
§1 DE/random-walk/BM/GBM, §2 Ito/Picard/FP/EM/OU, §3 Poisson/Merton/Levy,
§6 Kalman, §7 MCMC, §9 KL/Fisher, §10 curvatures/natural-gradient
- Update mathematical_foundations.md: all ASCII art code-blocks replaced with
MyST {figure} directives pointing to the generated SVGs
- Sphinx build: clean success, all 23 SVGs copied to build, 1 pre-existing warning
Resolves: user request for professional publication-quality figures instead of
ASCII/Unicode art (which was too low-level for publication)
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2026-03-07 11:29:14 +01:00 |
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ThotDjehuty
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b41618c627
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docs(theory): enrich Section 4 optimal control with 4 worked examples
- Add HJB/PMP/HJBI comparison overview table
- Add Merton 1969 portfolio allocation example (log-utility, constant fraction)
- Add Almgren-Chriss inventory liquidation example (LQR + TWAP-like schedule)
- Add PMP costate derivation for Merton problem
- Add American option as viscosity example (variational inequality, smooth-pasting)
- Explain jump integral term intuition in HJBI
- Add shooting method pseudocode for PMP
- Mirror all enrichments in LaTeX .tex source
- Regenerate PDF (13 pages, cross-refs resolved)
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2026-03-06 20:22:35 +01:00 |
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ThotDjehuty
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f6a74716e2
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docs: replace ASCII diagrams with Mermaid visuals + brand CSS
- Add sphinxcontrib-mermaid>=0.9.2 to requirements.txt
- Add custom.css with orange brand theme (admonitions, tables, mermaid containers)
- Replace Complete Algorithm ASCII pseudocode with Mermaid flowchart (differential_evolution.md)
- Add Mermaid stateDiagram-v2 for Bull/Normal/Bear regime transitions (hmm.md)
- Replace Rust module file tree with Mermaid graph TD (point_processes.md)
- Configure mermaid_version=10.9.0 and dark+orange themeVariables in conf.py
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2026-03-06 17:39:03 +01:00 |
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