Recent Releases of https://github.com/google/tf-quant-finance
https://github.com/google/tf-quant-finance - TF Quant Finance 0.0.1-dev9
Release notes: - added example Colab "Introduction to TensorFlow Part 2 Debugging and Control Flow" - TF Quant Finance now requires TensorFlow >= 1.14 and TensorFlow Probability >= 0.7.0
- Python
Published by matejr over 6 years ago
https://github.com/google/tf-quant-finance - TF Quant Finance 0.0.1-dev8
Release notes: - added sample Colab demonstrating root finding based on Brent's method; - fixed import of diff op;
- Python
Published by tf-quant-finance-robot almost 7 years ago
https://github.com/google/tf-quant-finance - TF Quant Finance 0.0.1-dev7
Major Features and Improvements: - added optimization algorithms: BFGS, L-BFGS, conjugate gradient descent, Nelder-Mead; - added bond rate curve fitting using Hagan West interpolation; - added antithetic random type for sampling Multivariate Normal Distribution; - added several example Jupyter notebook example; - fixed a number of bugs.
- Python
Published by cyrilchim almost 7 years ago
https://github.com/google/tf-quant-finance - TF Quant Finance 0.0.1-dev6
Development version of TF Quant Finance library.
- Python
Published by tf-quant-finance-robot almost 7 years ago