DecisionProgramming.jl is a Julia package for solving multi-stage decision problems under uncertainty, modeled using influence diagrams. Internally, it relies on mathematical optimization. Decision models can be embedded within other optimization models.
This article explores the definition and properties of Conditional Value at Risk, a coherent risk measure for measuring tail risk. We also provide an implementation in Julia language for discrete probability distributions.
This article discusses the benefits and challenges of present-day computer algebra systems and demonstrates computer algebra with Jupyter and Sympy.
In this article, we explore the behavior of the pointwise convergence of the Legendre series for piecewise analytic functions using numerical methods and compare the results against theoretical predictions.