Mathematics in Pure Java
summary
Describes options for integrating mathematical models and nontrivial numerical calculations into pure Java business applications. Uses a cash-liquidity optimization system built at Sber as a running example, showing demand-forecasting with Apache Commons Math, Smile and XGBoost4J, simulated annealing for scheduling cash collections, and solving a denomination-allocation model with the branch-and-bound implementation from ojAlgo.
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chapters (8)
- 0:00Introduction
- 2:55Math models in Java
- 8:51Cash liquidity management
- 16:40Math libraries
- 24:37Optimizing cash centers
- 31:41Order granularity details
- 35:15Summary
- 38:07Q&A
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