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probability-simplex

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SadraDaneshvar / game-of-weights-threshold-portfolio-optimization

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Synthetic threshold-payoff portfolio optimization on the probability simplex using projected CRN-SPSA and multistart simulation.

pythonnumpymonte-carlojupyter-notebookpandasconstrained-optimizationscipyportfolio-optimizationvariance-reductionspsasynthetic-datasimulation-optimizationstochastic-approximationstatistical-simulationprobability-simplexcommon-random-numbersthreshold-payoffsrisk-adjusted-optimizationmultistart-optimizationzero-inflated-returns
  • Updated Aug 12, 2026
  • Jupyter Notebook

Khomyakov-Vladimir / kl-fisher-js-bridge

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Local KL–Fisher information-geometric bridge to Jensen–Shannon geometry for multi-observer aggregation. Companion code to Khomyakov (2026), Zenodo DOI 10.5281/zenodo.20373266. Verifies the 1/8 coefficient, multi-observer Fréchet barycenter expansion, and O(ε²) p_F–p_G coincidence.

pythonreproducible-researchscientific-computingkullback-leibler-divergencejensen-shannon-divergencefisher-informationinformation-geometrynumerical-verificationmulti-observerobserver-entropyfisher-rao-metricprobability-simplexfrechet-barycenterpartition-adapted-parameterizationsoftmax-family
  • Updated May 27, 2026
  • Python

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