diffeqfinancial.jl-5a0ffddc-d203-54b0-88ba-2c03c0fc2e67
Last snapshots taken from https://github.com/UnofficialJuliaMirror/DiffEqFinancial.jl-5a0ffddc-d203-54b0-88ba-2c03c0fc2e67 on 2019-11-20T06:12:50.096-05:00 by @UnofficialJuliaMirrorBot via Travis job 153.11 , triggered by Travis cron job on branch "master"
Science Score: 18.0%
This score indicates how likely this project is to be science-related based on various indicators:
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✓CITATION.cff file
Found CITATION.cff file -
○codemeta.json file
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○.zenodo.json file
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○DOI references
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○Academic publication links
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○Academic email domains
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○Institutional organization owner
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○JOSS paper metadata
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○Scientific vocabulary similarity
Low similarity (10.6%) to scientific vocabulary
Repository
Last snapshots taken from https://github.com/UnofficialJuliaMirror/DiffEqFinancial.jl-5a0ffddc-d203-54b0-88ba-2c03c0fc2e67 on 2019-11-20T06:12:50.096-05:00 by @UnofficialJuliaMirrorBot via Travis job 153.11 , triggered by Travis cron job on branch "master"
Basic Info
- Host: GitHub
- Owner: UnofficialJuliaMirrorSnapshots
- License: other
- Language: Julia
- Default Branch: master
- Size: 6.84 KB
Statistics
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
- Releases: 0
Metadata Files
README.md
DiffEqFinancial.jl
This repository holds problem definitions for common financial models for use in the DifferentialEquations ecosystem. The goal is to be a feature-complete set of solvers for the types of problems found in libraries like QuantLib. For example, one can easily specify, solve, and plot the solution for a trajectory of a Heston process via the commands:
julia
prob = HestonProblem(μ,κ,Θ,σ,ρ,u₀)
sol = solve(prob)
plot(sol)
Full documentation is in the DifferentialEquations.jl models documentation
These solvers use DifferentialEquations.jl, meaning that high-performance and high order algorithms are available.
The project is looking for contributors who would like to implement more models. If you're interested and need help getting started, talk to Chris Rackauckas in the Gitter chat.
Owner
- Name: Unofficial Julia Mirror [Snapshots]
- Login: UnofficialJuliaMirrorSnapshots
- Kind: organization
- Website: https://github.com/UnofficialJuliaMirrorSnapshots/RepoSnapshots.jl
- Repositories: 4
- Profile: https://github.com/UnofficialJuliaMirrorSnapshots
Snapshots of all registered Julia packages. Updated weekly by @UnofficialJuliaMirrorBot. See also: @UnofficialJuliaMirror.
Citation (CITATION.bib)
@article{DifferentialEquations.jl-2017,
author = {Rackauckas, Christopher and Nie, Qing},
doi = {10.5334/jors.151},
journal = {The Journal of Open Source Software},
keywords = {Applied Mathematics},
note = {Exported from https://app.dimensions.ai on 2019/05/05},
number = {1},
pages = {},
title = {DifferentialEquations.jl – A Performant and Feature-Rich Ecosystem for Solving Differential Equations in Julia},
url = {https://app.dimensions.ai/details/publication/pub.1085583166 and http://openresearchsoftware.metajnl.com/articles/10.5334/jors.151/galley/245/download/},
volume = {5},
year = {2017}
}