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Feature/markov chains#47

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shashank524 wants to merge 7 commits intomainfrom
feature/markov-chains
Open

Feature/markov chains#47
shashank524 wants to merge 7 commits intomainfrom
feature/markov-chains

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shashank524 and others added 7 commits April 29, 2025 18:47
- Add directory structure for Markov Chains
- Create placeholder header and implementation files
- Add test file structure
- Add comprehensive TODO list with implementation ideas
- Include financial applications (credit risk, regime switching)
- Implement cross-platform SIMD optimizations (ARM NEON, x86 AVX/SSE)
- Add SIMD-optimized time series functions (SMA, EMA, RSI, rolling volatility)
- Add comprehensive SIMD helper functions for vector operations
- Add zero-copy NumPy integration for efficient memory usage
- Add comprehensive test suite for SIMD functions
- Update README with key features and performance information
- Clean up unnecessary documentation files
- Move implementation guide to docs/ directory
… add Bellman arbitrage and greeks

Made-with: Cursor
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