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

• compatibl / QuantLibAdjoint
  QuantLib with adjoint algorithmic differentiation (AAD)
  ☆49Updated 9 years ago
• compatibl / tapescript
  Scalar and vector adjoint algorithmic differentiation (AAD)
  ☆29Updated 8 years ago
• finmath / finmath-experiments
  Experiments, demos and unit tests based on finmath lib.
  ☆21Updated 5 months ago
• parsiad / QuantPDE
  A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.
  ☆59Updated 2 years ago
• juanhenao21 / financial_response_spread_year
  Price response function and spread impact analysis in correlated financial markets
  ☆15Updated 4 months ago
• charles-cooper / idylfin
  Quantitative Finance Library for Java by Idylwood Technologies
  ☆51Updated 11 years ago
• Andres-Hernandez / CalibrationNN
  Model Calibration with Neural Networks
  ☆47Updated 7 years ago
• clisztian / iMetrica
  A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…
  ☆18Updated 8 years ago
• pcaspers / Quantuccia
  header only essentials of QuantLib
  ☆24Updated 7 years ago
• phelps-sg / jasa
  JASA is a high-performance auction simulator written in JAVA. It is designed for performing experiments in agent-based computational econ…
  ☆9Updated last year
• swatimital / QuantPricer
  ☆12Updated 8 years ago
• finmath / finmath-spreadsheets
  Spreadsheets using finmath-lib
  ☆12Updated 4 years ago
• phelps-sg / scobre
  Scala OrderBook Reconstructor for high-frequency order-flow data
  ☆16Updated last year
• asavine / Scripting
  Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley,…
  ☆22Updated 4 years ago
• valotrading / tick
  Tick, a market data tool.
  ☆19Updated 11 years ago
• ZewenShen / hdp
  A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep G…
  ☆28Updated 4 years ago
• phil8192 / ticker
  Basic set of utilities for streaming real time trade and limit order book event data
  ☆14Updated 2 years ago
• shahrzl / qAutomatedTrading
  Automated trading platform based on Machine Learning algorithm using q/kdb+.
  ☆23Updated 9 years ago
• KxSystems / arrowkdb
  kdb+ integration with Apache Arrow and Parquet
  ☆30Updated last month
• mdengler / cla
  An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization
  ☆33Updated 2 years ago
• bigdata-trading / algo-trading-strategies
  Big Data course project (EPFL) - Trading strategies based on order book
  ☆29Updated 10 years ago
• odeyemis / maygard
  Automatically exported from code.google.com/p/maygard
  ☆19Updated 10 years ago
• charles-cooper / peregrine
  EDSL for automated, low-latency trading
  ☆33Updated 7 years ago
• marc-henrard / algorithmic-differentiation-book
  Tutorial for the book "Algorithmic Differentiation in Finance"
  ☆16Updated 7 years ago
• OpenSourceRisk / ORE-SWIG
  ☆49Updated 11 months ago
• haozhangphd / QuantLib-noBoost
  QuantLib ported to C++17 and with all Boost dependency removed
  ☆74Updated 7 years ago
• discretelogics / TeaFiles.Cpp-Time-Series-Storage-in-Files
  C++ API for the TeaFile File Format. TeaFiles is Time Series Persistence in Flat Files.
  ☆60Updated 3 years ago
• lakshmiDRIP / DRIP
  Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
  ☆54Updated 6 years ago
• junyanxu / Python-Heston-Option-Pricer
  ☆19Updated 8 years ago
• vermosen / thOth
  thOth is an open-source high frequency trading library in C++
  ☆32Updated 10 years ago