actuarialopensource / benchmarks
Some performance tests for actuarial applications
☆15Updated 9 months ago
Alternatives and similar repositories for benchmarks:
Users that are interested in benchmarks are comparing it to the libraries listed below
- A survival analysis interface for Julia☆31Updated 2 years ago
- Easily Reference and use Actuarial Mortality Tables☆29Updated this week
- Taking causal inference to the extreme!☆26Updated 2 months ago
- Composable contracts, models, and functions that allow for modeling of both simple and complex financial instruments☆36Updated 5 months ago
- Turing Workshop☆14Updated last year
- Examples and Tutorials using JuliaActuary packages.☆21Updated 3 months ago
- ☆31Updated 2 years ago
- Discrete choice/random utility models in Julia☆13Updated this week
- ☆52Updated this week
- A package for estimating and regularising correlation and covariance matrices with high frequency financial data☆14Updated 10 months ago
- ☆26Updated this week
- ☆32Updated 2 months ago
- A fully `Distributions.jl`-compliant copula package☆97Updated last month
- Data generator based on copulas☆23Updated last year
- MarSwitching.jl: Julia package for Markov switching dynamic models☆39Updated 7 months ago
- Nonlinear regression in Julia☆19Updated 4 years ago
- Interest Rates calculation, indexing and Term Structures.☆28Updated 6 months ago
- Tidier database analysis in Julia, modeled after the dbplyr R package.☆50Updated this week
- StatististicalRethinking notebook project using Stan and Pluto notebooks.☆19Updated 7 months ago
- Data and functions to support Julia projects based on the book "Regression and Other Stories" by Andrew Gelman, Jennifer Hill and Aki Veh…☆23Updated 7 months ago
- ☆29Updated 3 years ago
- Common functions in actuarial and financial routines☆39Updated last month
- Initial look at directed acyclic graph (DAG) based causal models in regression.☆31Updated 11 months ago
- Status: Technical Preview☆16Updated 8 months ago
- Read and write Stata, SAS and SPSS data files with Julia tables☆42Updated 3 months ago
- Inference for partially observed Markov chains☆20Updated 7 years ago
- Describe and model financial markets objects using Julia☆21Updated 6 years ago
- Bayesian Generalized Linear models using `@formula` syntax.☆72Updated 3 weeks ago
- Experience Analysis Utility Functions☆11Updated 9 months ago
- ☆36Updated last month