Projects

Updated 6 months ago

https://github.com/avhz/rustquant • Rank 11.1 • Science 36%

Rust library for quantitative finance.

finance machine-learning math mathematics option-pricing quantitative-finance quantlib regression rust rust-lang statistics stochastic-processes trading

Updated 6 months ago

https://github.com/google/tf-quant-finance • Rank 20.2 • Science 13%

High-performance TensorFlow library for quantitative finance.

finance gpu gpu-computing high-performance high-performance-computing numerical-integration numerical-methods numerical-optimization python quantitative-finance quantlib tensorflow

Updated 6 months ago

RcppQuantuccia • Rank 12.7 • Science 13%

R Bindings for QuantLib Calendering

cpp11 cran quantlib r-package

ecosyste.ms

Data

Tools

Indexes

Applications

Experiments

Open Source Science

https://github.com/avhz/rustquant • Rank 11.1 • Science 36%

https://github.com/google/tf-quant-finance • Rank 20.2 • Science 13%

RcppQuantuccia • Rank 12.7 • Science 13%