2 results found Sort:

jialuechen
torchquant jialuechen
22
155
apache-2.0
8
PyTorch Extension Library for Quantitative Finance
pytorch quantlib deep-learning risk-management numerical-methods optimal-transport malliavin-calculus derivatives-pricing quantitative-finance automatic-differentiation
Created 2022-01-06
306 commits to main branch, last one 2 months ago
rust-dd
stochastic-rs rust-dd
3
51
mit
2
stochastic-rs is a Rust library designed for high-performance simulation and analysis of stochastic processes and models in quant finance.
ai rust quant finance simulation statistics stochastic malliavin-calculus quantitative-finance stochastic-processes
Created 2023-05-21
358 commits to main branch, last one 8 days ago