-
dda201f0d3
fix(optimal_control,risk_metrics): stabilize solvers + statistically sound tests
main
ThotDjehuty
2026-07-07 18:13:53 +02:00
-
0463382fcb
docs(notebooks): topology + BSDE notebook improvements
ThotDjehuty
2026-07-06 22:24:55 +02:00
-
8caf0488d9
fix(notebooks): suppress Pylance noise in example notebooks
ThotDjehuty
2026-05-16 22:35:20 +02:00
-
ccf55d8757
chore(packaging): exclude notebooks/gifs/docs/tests from crates.io tarball
ThotDjehuty
2026-05-14 22:46:26 +02:00
-
f612979f1f
release: optimiz-rs v2.0.0
v2.0.0
ThotDjehuty
2026-05-14 22:44:08 +02:00
-
-
b6a1e1a953
feat(v2): propagation-of-chaos animation, README section, notebook sandwich
release/v2.0.0
ThotDjehuty
2026-05-14 22:43:47 +02:00
-
24556f51d7
release(v2.0.0): finalize PyPI metadata, README rewrite, v2 benchmark + McKean-Vlasov animation
ThotDjehuty
2026-05-14 21:54:49 +02:00
-
1799a2fa7b
release(v2.0.0): promote alpha to stable, fix PyPI naming, add v2 non-regression suite
ThotDjehuty
2026-05-14 14:00:39 +02:00
-
-
0a349f7391
docs(v2.0.0-alpha.7): enrich notebooks 07/08/10/14 to 03-tutorial depth
ThotDjehuty
2026-05-12 19:23:49 +02:00
-
ece0b31d9e
docs(v2.0.0-alpha.6): convert all inline $...$ to :math: role in v2 RST pages
ThotDjehuty
2026-05-12 17:10:06 +02:00
-
73ec6c02cb
docs(v2.0.0-alpha.5): rich math+physics background per chapter, fix notebook download links
ThotDjehuty
2026-05-12 16:47:15 +02:00
-
dd51156174
docs(v2.0.0-alpha.4): enrich v2.0 notebooks with FR sandwich + real-world examples
ThotDjehuty
2026-05-12 16:07:42 +02:00
-
4b1fa367eb
ci(rtd): docs-only build — drop pip install . and openblas apt dep
ThotDjehuty
2026-05-12 14:42:35 +02:00
-
cce31055c1
docs(v2.0.0-alpha.3): inline plot injection across the entire doc tree
ThotDjehuty
2026-05-12 13:05:14 +02:00
-
d8682f61e5
release(v2.0.0-alpha.2): PyO3 bindings + executed companion notebooks + Sphinx RST with inline plots
ThotDjehuty
2026-05-12 12:18:14 +02:00
-
d6b6018b9c
release(v2.0.0-alpha.1): top-level reorg + bsde/pde/stochastic_control + mean_field/agent_based/inference/optimization
ThotDjehuty
2026-05-12 12:02:07 +02:00
-
01bae1f060
feat(v1.1.x): PyO3 bindings + executed companion notebooks for 5 new groups
release/v1.1.0
ThotDjehuty
2026-05-12 11:46:24 +02:00
-
d780ed81d7
release(v1.1.0): additive CPU-only generic numerical primitives
ThotDjehuty
2026-05-12 10:59:09 +02:00
-
e67b0f8376
feat(portfolio): add CARA, convex, mean-variance & ERC portfolio optimization module
ThotDjehuty
2026-04-15 03:08:08 +02:00
-
58c3793b66
fix(warnings): clean all compiler warnings across crate
ThotDjehuty
2026-04-10 10:18:48 +02:00
-
df6b7f61f6
chore: clean root — move 7 doc files to docs/
ThotDjehuty
2026-03-10 18:00:57 +01:00
-
8a1571c83f
fix(lint): fix escape sequences and matplotlib colormap API in docs scripts
ThotDjehuty
2026-03-08 11:26:37 +01:00
-
49be6c7bf7
docs(diagrams): add 4 remaining SVG figures for §8 HMM + §10 geometry
ThotDjehuty
2026-03-07 13:39:43 +01:00
-
5d06f0ab57
docs: replace all ASCII/Unicode diagram blocks with matplotlib SVG figures
ThotDjehuty
2026-03-07 11:29:04 +01:00
-
e80d717aa7
docs: upgrade all ASCII diagrams to Unicode box-drawing art
ThotDjehuty
2026-03-07 10:38:38 +01:00
-
d24b8b1036
docs: enrich mathematical_foundations SDE sections + transparent logo
ThotDjehuty
2026-03-07 09:44:08 +01:00
-
b41618c627
docs(theory): enrich Section 4 optimal control with 4 worked examples
ThotDjehuty
2026-03-06 20:22:35 +01:00
-
7a964fd9ee
fix(docs): convert mathematical_foundations.md to correct MyST Markdown syntax
ThotDjehuty
2026-03-06 19:31:04 +01:00
-
48220de0ce
docs(theory): enrich mathematical foundations with 10 sections
ThotDjehuty
2026-03-06 19:14:43 +01:00
-
f6a74716e2
docs: replace ASCII diagrams with Mermaid visuals + brand CSS
ThotDjehuty
2026-03-06 17:39:03 +01:00
-
6ab4976e7a
docs(point_processes): add comprehensive ReadTheDocs documentation
ThotDjehuty
2026-02-19 21:16:26 +01:00
-
6c2ce3d238
refactor: remove finance-specific code from point_processes module
ThotDjehuty
2026-02-19 19:35:04 +01:00
-
f7e62cbe6d
feat: add point_processes module implementing unified theory framework
ThotDjehuty
2026-02-19 19:01:29 +01:00
-
fc8a8d036e
docs: Comprehensive enhancement of optimal control and HMM API documentation
ThotDjehuty
2026-02-18 20:30:15 +01:00
-
5f0c8b0d67
docs: Add comprehensive documentation improvement roadmap
ThotDjehuty
2026-02-17 19:59:56 +01:00
-
78442d9e69
Delete FINAL_RELEASE_STATUS.md
Melvin Avarez
2026-02-17 19:33:17 +01:00
-
efde8d19a5
fix: Update PyPI metadata with Optimiz-rs branding and logo (v1.0.1)
ThotDjehuty
2026-02-17 10:22:42 +01:00
-
b10263b4f2
docs: Rebrand OptimizR to Optimiz-rs throughout documentation
ThotDjehuty
2026-02-17 10:09:15 +01:00
-
bfd0d3c591
docs: Update all crates.io references to optimiz-rs
ThotDjehuty
2026-02-17 10:02:29 +01:00
-
aa8b1f265d
refactor: Rename crates.io package from optimizr to optimiz-rs
ThotDjehuty
2026-02-17 10:00:52 +01:00
-
fed03f5bdf
feat: Update logo to optimiz-rs branding 🎨
ThotDjehuty
2026-02-17 09:56:23 +01:00
-
5f2d2d6187
feat: Successfully published optimiz-rs v1.0.0 to PyPI! 🎉
ThotDjehuty
2026-02-17 09:45:43 +01:00
-
4714ce03e9
refactor: Rename PyPI package from optimizr-rs to optimiz-rs
ThotDjehuty
2026-02-17 09:43:04 +01:00
-
2fa97c2eaa
docs: Add final release status summary
ThotDjehuty
2026-02-17 09:31:09 +01:00
-
e93d43f290
feat: Publish to crates.io and prepare PyPI publication
ThotDjehuty
2026-02-17 09:30:20 +01:00
-
5d4dff2165
docs: Add publication status tracking
ThotDjehuty
2026-02-17 09:28:31 +01:00
-
ec9ae654cb
docs: Add publication status report
ThotDjehuty
2026-02-17 09:07:27 +01:00
-
5f44714261
feat: Fix remaining notebooks and prepare v1.0.0 publication
ThotDjehuty
2026-02-17 09:05:43 +01:00
-
0c0c060bee
remove useless informations
Melvin Alvarez
2026-02-16 21:42:29 +01:00
-
3e4390e462
chore(release): Prepare OptimizR v1.0.0 for production release
v1.0.0
Melvin Alvarez
2026-02-16 17:56:27 +01:00
-
6ebd1337fa
fix: updated 3 more notebooks for v1.0.0 API - 75% success rate
Melvin Alvarez
2026-02-16 17:35:15 +01:00
-
c18788160a
fix: update MCMC and DE tutorials for v1.0.0 API - lambda closures, parameter renames, tuple unpacking
Melvin Alvarez
2026-02-16 17:15:45 +01:00
-
815efcb40d
docs: add notebook execution report
Melvin Alvarez
2026-02-16 17:00:36 +01:00
-
6b084ae396
docs: add execution outputs to working notebooks
Melvin Alvarez
2026-02-16 16:59:21 +01:00
-
50a4313d5a
docs: enhance ReadTheDocs with visualization outputs and GitHub links
Melvin Alvarez
2026-02-16 16:42:24 +01:00
-
525015525b
docs: add comprehensive publication guide for v1.0.0
Melvin Alvarez
2026-02-16 16:29:55 +01:00
-
07d45297a7
docs: add v1.0.0 release notes
Melvin Alvarez
2026-02-16 16:27:50 +01:00
-
a3117fe4a2
fix(build): enable python-bindings feature in maturin config
Melvin Alvarez
2026-02-16 16:26:49 +01:00
-
0dfb9b803e
chore: add wheels/ to .gitignore
Melvin Alvarez
2026-02-16 16:24:37 +01:00
-
f44280edd7
chore: prepare v1.0.0 release for crates.io and PyPI
Melvin Alvarez
2026-02-16 16:24:25 +01:00
-
f43659c8e6
docs: add Documentation & Getting Started section with ReadTheDocs link
Melvin Alvarez
2026-02-16 16:05:23 +01:00
-
ea2265cb49
Enhance documentation content
Melvin Alvarez
2026-02-09 18:58:45 +01:00
-
74fbbd369b
Add make docs commands for html build
Melvin Alvarez
2026-02-09 18:31:14 +01:00
-
7a9ab20b89
docs: add mfg tutorial and enrich theory
Melvin Alvarez
2026-02-09 17:27:35 +01:00
-
6e3367c396
docs: deepen theory and benchmarks
Melvin Alvarez
2026-02-09 17:09:27 +01:00
-
50d31d54cc
ci(rtd): install openblas for docs
Melvin Alvarez
2026-02-09 16:46:17 +01:00
-
43af949904
docs(optimizr): add logo and fix rtd deps
Melvin Alvarez
2026-02-09 16:15:41 +01:00
-
c1f4c0bde7
docs: add ReadTheDocs configuration and Sphinx documentation structure
Melvin Alvarez
2026-02-08 17:16:41 +01:00
-
68fe7fdb8e
chore: organize repository structure
v0.3.0
Melvin Alvarez
2026-01-23 18:42:12 +01:00
-
fc47cd4d99
fix(optimal_control): type annotation in ou_estimator test
Melvin Alvarez
2026-01-23 18:41:29 +01:00
-
1e88ba5bb6
feat(optimal_control): implement Kalman filter module with Python bindings
Melvin Alvarez
2026-01-23 18:38:02 +01:00
-
5f6bf5798c
fix: Clean up unused imports and variables in mean_field modules
Melvin Alvarez
2026-01-08 23:11:01 +01:00
-
7d3fa50422
feat(optimal_control): Add solve_hjb_full_py for complete value functions
Melvin Alvarez
2026-01-08 22:19:14 +01:00
-
cafb3476a4
docs: fix 404 broken links
Melvin Alvarez
2026-01-06 14:36:08 +01:00
-
9ef9bf8110
docs: Add complete Mean Field Games tutorial summary
Melvin Alvarez
2026-01-04 16:55:00 +01:00
-
25c7539c21
feat(examples): Complete Mean Field Games tutorial with Rust implementation
Melvin Alvarez
2026-01-04 16:54:04 +01:00
-
1a866da60b
feat(mean_field): Add Python bindings and comprehensive tutorial notebook
Melvin Alvarez
2026-01-04 14:52:14 +01:00
-
531b5fd867
docs: Add comprehensive Mean Field Games implementation summary
Melvin Alvarez
2026-01-04 13:32:12 +01:00
-
27e1b377ac
feat(mean_field): Implement Mean Field Games module with PDE solvers
Melvin Alvarez
2026-01-04 13:30:57 +01:00
-
5ec5dff6ab
fix: resolve compilation errors in optimiz-r
Melvin Alvarez
2026-01-04 13:25:12 +01:00
-
75660d0bf7
docs: add comprehensive enhancement suite summary
Melvin Alvarez
2026-01-03 00:18:46 +01:00
-
2988257529
feat(shade): implement SHADE adaptive DE algorithm
Melvin Alvarez
2026-01-03 00:12:48 +01:00
-
f5f6005f80
feat(parallel): add GIL-free parallel DE with Rust objectives
Melvin Alvarez
2026-01-03 00:03:29 +01:00
-
7f77f29203
docs: add implementation summary for time-series helpers
Melvin Alvarez
2026-01-02 22:29:33 +01:00
-
9a8032e4ee
feat(timeseries): add time-series integration helpers for financial analysis
Melvin Alvarez
2026-01-02 22:13:05 +01:00
-
79f51e4775
Release v0.2.0: Comprehensive DE, Mathematical Toolkit, Optimal Control
Melvin Avarez
2025-12-10 18:54:32 +01:00
-
12565cad44
fix: Add missing HMMConfig import in viterbi tests
v0.2.0
Melvin Avarez
2025-12-05 13:15:59 +01:00
-
81f48bf4a4
feat: Add sparse optimization and risk metrics modules
Melvin Avarez
2025-12-05 13:14:44 +01:00
-
b87fe2eeec
Refactor: Modularize code structure for better maintainability
Melvin Avarez
2025-12-04 23:08:06 +01:00
-
a62ceaa64b
Improve code design
Melvin Avarez
2025-12-03 22:08:08 +01:00
-
923d27e87b
Initial commit: OptimizR - High-performance optimization algorithms in Rust with Python bindings
Melvin Avarez
2025-12-03 18:16:48 +01:00