Adaptive control for skid-steer robots using GP-enhanced MPPI for robust navigation and obstacle avoidance on diverse terrains.
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Updated
Oct 27, 2025 - Python
Adaptive control for skid-steer robots using GP-enhanced MPPI for robust navigation and obstacle avoidance on diverse terrains.
A simplistic and efficient pure-python neural network library from Phys Whiz.
A Python library for efficient feature ranking and selection on sparse data sets.
A customized sparse solver wrapper with Numba compatibility
Building upon original repo, trying to implement encoder-decoder transformer using CUDA
This is a tutorial about Numba-CUDA
A small sample of a volumetric Lagrangian Coherent Structure code for GPUs and CPUs leveraging Numba.
Simulation of plant growth in 2D. Accelerated with Numba
Materials for ARC's cluster club session on accelerating scientific python codes
A 2D Fractal Generator
Python project which is used single thread, multi thread with Numba jit compiler.
A 3D procedurally generated maze game, based off of 2D ray casts. Built in python using limited libraries.
Modern Portfolio Theory (MPT) and Monte Carlo simulations to optimize and backtest a portfolio of various financial assets
Plasma Particle Dynamics (PPDyn), a python code to simulate plasma particles using Molecular Dynamics Algorithm. Numba JIT compiler for Python has been implemented for faster performance. Detailed documentation can be found at https://ppdyn.readthedocs.io/.
This repository contains an advanced tutorial on optimizing Python code for machine learning applications, focusing on processing large amounts of data efficiently. It covers three powerful libraries: Numba, NumPy, and Polars.
Parallelized N-body code in Python + Numba to simulate galaxy mergers with ~2×10⁵ particles
This is the code for my Internal Assessment in IB Math AA HL.
A high-performance, parallelized order book simulator with trace-level performance introspection using magic-trace. Designed for systems engineers and quant-minded developers.
QuantHedge-MM implements advanced computational methods for pricing and hedging options in markets with stochastic regime shifts. Built for quants and researchers, it extends Black-Scholes to Markov-modulated models.
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