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#quantitativefinance — Public Fediverse posts

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  1. ojAlgo integrates Clarabel via our clarabel4j github.com/atraplet/clarabel4j:

    "CPLEX handles 94% of the cases (...). JOptimizer, (...), has been replaced with Clarabel4j – and it performs really well. Apart from good execution times it handles all the cases (100% success rate)."

    ojalgo.org/2026/01/qp-news/

  2. Clarabel4j is now ready to be used with the latest Java 25 LTS. In the latest release, it also supports the linear solvers from Faer and Intel MKL Pardiso. github.com/atraplet/clarabel4j

  3. Damir Filipović, named best teacher in the financial engineering section for 2024, could very well have pursued a career in pure mathematics but instead chose the tumultuous field of quantitative finance.

    And he loves his chalkboard! go.epfl.ch/8482a1

    #EPFL #BestTeacher #quantitativefinance