finmath / finmath-lib-automaticdifferentiation-extensionsLinks
Provides additional classes for automatic differentiations (e.g. backward automatic differentiation - aka AAD).
☆18Updated 7 years ago
Alternatives and similar repositories for finmath-lib-automaticdifferentiation-extensions
Users that are interested in finmath-lib-automaticdifferentiation-extensions are comparing it to the libraries listed below
Sorting:
- QuantLib with adjoint algorithmic differentiation (AAD)☆49Updated 9 years ago
- Experiments, demos and unit tests based on finmath lib.☆21Updated last month
- A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.☆63Updated 2 years ago
- Java Agent Based Modelling toolkit☆27Updated 2 years ago
- Scalar and vector adjoint algorithmic differentiation (AAD)☆29Updated 8 years ago
- High performance C++ Linear Algebra Library☆15Updated 5 years ago
- JAutoDiff : A Pure Java Library for Automatic Differentiation☆42Updated 11 years ago
- C++ API for the TeaFile File Format. TeaFiles is Time Series Persistence in Flat Files.☆60Updated 4 years ago
- Studio for kdb+ / Rapid execution environment for q☆98Updated 5 years ago
- Quantitative Finance Library for Java by Idylwood Technologies☆52Updated 11 years ago
- Java implementation of the Simple Genetic Algorithm, the Univariate Marginal Distribution Algorithm, the Extended Compact Genetic Algorit…☆12Updated 10 years ago
- Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley,…☆25Updated 5 years ago
- Model Calibration with Neural Networks☆48Updated 7 years ago
- Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)☆188Updated 4 years ago
- Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.☆542Updated last month
- Scientific library for high-precision computations and research☆49Updated 8 years ago
- interprocess communication between Java and kdb+☆40Updated last year
- Memory Efficient Quantile Approximator for High Speed Data Streams☆22Updated 9 years ago
- reinforcement learning algorithms from the book by Sutton and Barto☆16Updated 4 years ago
- GrammarViz 2.0 public release:☆126Updated 3 years ago
- Docker images for QuantLib CI☆23Updated 2 years ago
- Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python☆92Updated 4 years ago
- JQuantLib is a library for Quantitative Finance written in 100% Java☆145Updated 9 years ago
- kdb+/q syntax highlighting for the sublime editor☆14Updated 9 years ago
- Kiwi is a minimalist and extendable Constraint Programming (CP) solver.☆53Updated 6 years ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆132Updated this week
- Falcon, the open source ultra low-latency FIX engine for Java☆149Updated 8 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆17Updated 2 years ago
- Very Fast Machine Learning Toolkit☆28Updated 12 years ago
- Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''☆113Updated 7 years ago