INET-Complexity / Core-ESL
Open-source, distributed, economic simulation libraries for Java and Scala
☆8Updated 8 years ago
Alternatives and similar repositories for Core-ESL:
Users that are interested in Core-ESL are comparing it to the libraries listed below
- Price response function and spread impact analysis in correlated financial markets☆15Updated 3 months ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆16Updated last year
- A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis☆21Updated 8 years ago
- header only essentials of QuantLib☆23Updated 7 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆29Updated 2 years ago
- QuantLib with adjoint algorithmic differentiation (AAD)☆48Updated 9 years ago
- JASA is a high-performance auction simulator written in JAVA. It is designed for performing experiments in agent-based computational econ…☆9Updated last year
- Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley,…☆21Updated 4 years ago
- A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.☆58Updated 2 years ago
- Basic set of utilities for streaming real time trade and limit order book event data☆14Updated 2 years ago
- Scalar and vector adjoint algorithmic differentiation (AAD)☆29Updated 8 years ago
- Model Calibration with Neural Networks☆46Updated 6 years ago
- A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep G…☆28Updated 4 years ago
- A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…☆17Updated 8 years ago
- Tutorials about Machine Learning and Deep Learning☆30Updated 6 years ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆22Updated 6 years ago
- ☆12Updated 8 years ago
- Provides additional classes for automatic differentiations (e.g. backward automatic differentiation - aka AAD).☆17Updated 6 years ago
- ☆28Updated 10 years ago
- Algorithmic Trading with Machine Learning☆14Updated 9 years ago
- High performance C++ Linear Algebra Library☆14Updated 4 years ago
- The Economic Simulation Library provides an extensive collection of tools to develop, test, analyse and calibrate economic and financial…☆63Updated 2 years ago
- Tools and analytics for smart derivative contracts.☆12Updated last week
- The Thalesians' LaTeX library☆11Updated last year
- ☆14Updated 9 years ago
- ☆19Updated 8 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Updated 5 years ago
- Tutorial for the book "Algorithmic Differentiation in Finance"☆16Updated 7 years ago
- Julia package for the book "Applied Quantitative Finance for Equity Derivatives"☆36Updated 3 weeks ago
- A functional API for auction simulations☆13Updated 6 years ago