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Derivatives-Algorithms-Lib Public
AAD enabled and scripting included derivatives modeling.
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CoDiPack Public
Forked from SciCompKL/CoDiPackFast gradient evaluation in C++ based on Expression Templates.
C++ GNU General Public License v3.0 UpdatedFeb 16, 2025 -
QuantLib-1 Public
Forked from lballabio/QuantLibThe QuantLib C++ library
C++ Other UpdatedFeb 2, 2025 -
XAD Public
Forked from auto-differentiation/xadA fast and comprehensive C++ library for automatic differentiation
C++ GNU Affero General Public License v3.0 UpdatedNov 18, 2024 -
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polars Public
Forked from pola-rs/polarsFast multi-threaded, hybrid-out-of-core DataFrame library in Rust | Python | Node.js
Rust Other UpdatedOct 14, 2024 -
Adept-2 Public
Forked from rjhogan/Adept-2Combined array and automatic differentiation library in C++
C++ Apache License 2.0 UpdatedSep 17, 2024 -
DiffFusion.jl Public
Forked from frame-consulting/DiffFusion.jlHigh performance hybrid Monte Carlo simulation
Julia MIT License UpdatedSep 15, 2024 -
JAX-in-Action Public
Forked from che-shr-cat/JAX-in-ActionNotebooks for the "JAX in Action" book
Jupyter Notebook UpdatedJun 21, 2024 -
Engine Public
Forked from OpenSourceRisk/EngineOpen Source Risk Engine
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poseidon Public
Forked from camlab-ethz/poseidonCode for the paper "Poseidon: Efficient Foundation Models for PDEs"
Python UpdatedJun 3, 2024 -
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dal.jax Public
derivatives pricing both with DAL and JAX
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RustQuant Public
Forked from avhz/RustQuantRust library for quantitative finance.
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clad Public
Forked from vgvassilev/cladclad -- automatic differentiation for C/C++
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Loser-HomeWork Public
Forked from Mq-b/Loser-HomeWork卢瑟们的作业展示，答案讲解，以及一些C++知识
C++ Apache License 2.0 UpdatedFeb 15, 2024 -
pyprobml Public
Forked from probml/pyprobmlPython code for "Machine learning: a probabilistic perspective" (2nd edition)
Jupyter Notebook MIT License UpdatedJan 13, 2024 -
Miletus.jl Public
Forked from JuliaComputing/Miletus.jlWriting financial contracts in Julia
Julia Other UpdatedJan 13, 2024 -
machinist2 Public
Machinist is an automatic code generator by looking up mark-up blocks. Machinist2 is enhanced with Linux support.
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PDEBench Public
Forked from pdebench/PDEBenchPDEBench: An Extensive Benchmark for Scientific Machine Learning
Python Other UpdatedJun 20, 2023 -
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py-pde Public
Forked from zwicker-group/py-pdePython package for solving partial differential equations using finite differences.
Python MIT License UpdatedMay 3, 2023 -
awesome-polars Public
Forked from ddotta/awesome-polarsA curated list of Polars talks, tools, examples & articles. Contributions welcome !
Creative Commons Zero v1.0 Universal UpdatedApr 21, 2023 -
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CompFinance Public
Forked from asavine/CompFinanceCompanion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
C++ UpdatedOct 15, 2022 -
scaling-python-with-ray Public
Forked from scalingpythonml/scaling-python-with-rayServerless Python with Ray
Python Other UpdatedOct 14, 2022 -
prefect Public
Forked from PrefectHQ/prefectThe easiest way to automate your data
Python Apache License 2.0 UpdatedAug 1, 2022