2 results found Sort:

jialuechen
torchquant jialuechen
18
163
apache-2.0
12
PyTorch 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
304 commits to main branch, last one 2 months ago
dancixx
stochastic-rs dancixx
3
29
unknown
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
294 commits to main branch, last one about a month ago