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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.

python numpy monte-carlo jupyter-notebook pandas constrained-optimization scipy portfolio-optimization variance-reduction spsa synthetic-data simulation-optimization stochastic-approximation statistical-simulation probability-simplex common-random-numbers threshold-payoffs risk-adjusted-optimization multistart-optimization zero-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.

python reproducible-research scientific-computing kullback-leibler-divergence jensen-shannon-divergence fisher-information information-geometry numerical-verification multi-observer observer-entropy fisher-rao-metric probability-simplex frechet-barycenter partition-adapted-parameterization softmax-family
  • Updated May 27, 2026
  • Python

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