All Questions
44
questions
3
votes
5
answers
1k
views
How do I speed up this simulation program
This is a program to solve a differential equation numerically using Euler method. As of now, it is very slow, and I need to run 10000 Monte Carlo simulations.
The differential equation is called ...
- 161
4
votes
2
answers
166
views
NumPy script to convert BGR to HSL and back
This is a NumPy script that converts BGR arrays to HSL arrays and back, without using OpenCV. Input and output values are arrays of 3 dimensions with values ranging from 0 to 1, the shape of the ...
- 3,178
3
votes
1
answer
161
views
Solve an option pricing PDE in Python - Part 1 [closed]
The Github repository NM-Heston solves call option prices under the Heston 2-factor model using ADI splitting schemes. I am adapting the code to price options under the 3-factor Heston-Hull-White ...
- 101
1
vote
1
answer
136
views
Further optimizing the ISING model
I've implemented the 2D ISING model in Python, using NumPy and Numba's JIT:
...
3
votes
1
answer
118
views
Create a forecast matrix from time series samples
I would like to create a matrix of delay from a time series.
For example, given
y = [y_0, y_1, y_2, ..., y_N] and W = 5
I need to create this matrix:
...
- 133
4
votes
1
answer
104
views
Dataframe transformation to numpy ndarray takes ages to complete
I would like to transform my dataframe into an array of fixed-sized chunks from each unique segment. Specifically, I would like to transform the ...
- 143
3
votes
1
answer
820
views
Using Numba works slower than not using it for my Python code
I thought this community is better place to ask my question so I ask here rather than at StackOverflow.
Recently, I learned that Numba can make Python function ...
- 41
5
votes
1
answer
202
views
compare between two labels /objects -dominance rules
I have a function dominates() that seems to be the bottleneck of my algorithm (after profiling it). the function is as follows:
...
- 151
1
vote
0
answers
49
views
Resource reservation system
I'm using a function to determine if resources can be used again or not.
This is the numpy array I'm using.
...
- 11
1
vote
1
answer
42
views
Pandas : Apply Merge operations from a column
I have a data frame, which contains three columns:
...
- 111
6
votes
1
answer
124
views
Code optimisation: Converting dataframe to numpy's ndarray
I am working with a dataframe of over 21M rows.
...
- 161
1
vote
1
answer
111
views
Getting the square of the difference between many points in a NumPy array
I have an array with 40000 numbers that are floats or ints. I need to perform some calculation.
To do this I have used nested for loop, but the code is really slow. Can I use something instead of ...
- 27
4
votes
1
answer
156
views
Code for wireless communication work
I need some pointers on how I can speed up my code, as of now it is incredible slow for larger inputs. The way the code works is that the file Loc_Circle_50U.txt contains the true locations of 50 ...
- 143
2
votes
1
answer
774
views
Building optimal portfolios for all combinations of stocks
Hi I recently wrote some code in python that does the following:
1.) Pulls stock closing data from yahoo finance for x number of stock
2.) finds all possible combinations of x stocks in groups of y ...
- 31
5
votes
2
answers
419
views
Loop through group and difference lags
I have time-series data (t) that I want to loop through each t and take the difference of the previous five lags ...
- 278