Alternatives and similar repositories for ctsa

Users that are interested in ctsa are comparing it to the libraries listed below

• olmallet81 / URT
  Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python
  ☆92Updated 3 years ago
• huttmf / nelder-mead
  An implementation of the Nelder-Mead simplex method.
  ☆26Updated 9 years ago
• parsiad / QuantPDE
  A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.
  ☆60Updated 2 years ago
• compatibl / QuantLibAdjoint
  QuantLib with adjoint algorithmic differentiation (AAD)
  ☆50Updated 9 years ago
• shapelets / khiva
  An open-source library of algorithms to analyse time series in GPU and CPU.
  ☆239Updated 4 years ago
• dppalomar / sparseEigen
  Computation of Sparse Eigenvectors of a Matrix
  ☆12Updated 6 years ago
• kthohr / mcmc
  A C++ library of Markov Chain Monte Carlo (MCMC) methods
  ☆187Updated last year
• ntorm1 / Atlas
  ☆57Updated last year
• avaneev / biteopt
  Derivative-Free Global Optimization Algorithm (C++, Python binding) - Continuous, Discrete, TSP, NLS, MINLP
  ☆162Updated 8 months ago
• QuantStack / xplot
  C++ backend for the bqplot 2-D plotting library
  ☆99Updated 5 years ago
• codeplea / incbeta
  Incomplete Beta Function (Student's t cumulative distribution function)
  ☆32Updated 4 years ago
• asavine / CompFinance
  Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
  ☆186Updated 4 years ago
• RUrlus / carma
  Converters between Armadillo matrices (C++) and Numpy arrays using Pybind11
  ☆100Updated 7 months ago
• LuaDist / gsl
  The GNU Scientific Library (GSL) is a numerical library for C and C++ programmers.
  ☆33Updated 5 years ago
• EmanueleCannizzaro / armadillo
  Armadillo C++ linear algebra library from http://arma.sourceforge.net
  ☆36Updated 9 years ago
• emmt / OptimPack
  OptimPack is a library for large optimization problems.
  ☆37Updated 6 months ago
• dm13450 / HawkesProcesses.jl
  MCMC Inference for a Hawkes process in Julia
  ☆25Updated 2 years ago
• INET-Complexity / ESL
  ​The Economic Simulation Library provides an extensive collection of tools to develop, test, analyse and calibrate economic and financial…
  ☆67Updated last week
• hosseinmoein / Tiger
  C++ Matrix -- High performance and accurate (e.g. edge cases) matrix math library with expression template arithmetic operators
  ☆121Updated last year
• keblu / MSGARCH
  MSGARCH R Package
  ☆81Updated 2 years ago
• dysonance / Strategems.jl
  Quantitative systematic trading strategy development and backtesting in Julia
  ☆165Updated 4 years ago
• clisztian / iMetrica
  A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…
  ☆18Updated 9 years ago
• JuliaQuant / TradingLogic.jl
  Backtesting and trading with Julia reactive programming.
  ☆65Updated 8 years ago
• jtlap / nt2
  The Numerical Template Toolbox - C++ Scientific Computing Made Easy
  ☆41Updated 9 years ago
• michael-lehn / FLENS
  Flexible Library for Efficient Numerical Solutions
  ☆127Updated 3 months ago
• marc-henrard / algorithmic-differentiation-book
  Tutorial for the book "Algorithmic Differentiation in Finance"
  ☆16Updated 8 years ago
• compatibl / tapescript
  Scalar and vector adjoint algorithmic differentiation (AAD)
  ☆29Updated 8 years ago
• xtensor-stack / xframe
  C++ multi-dimensional labeled arrays and dataframe based on xtensor
  ☆323Updated last year
• pazzo83 / QuantLib.jl
  Quantlib implementation in pure Julia
  ☆141Updated 5 years ago
• pcaspers / Quantuccia
  header only essentials of QuantLib
  ☆24Updated 7 years ago