Stars
A Python 3 gradient-free optimization library
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
A light-weight, flexible, and expressive statistical data testing library
Top training materials in quantitative finance
Neural network local volatility with dupire formula
Collection of notebooks about quantitative finance, with interactive python code.
QuestDB is a high performance, open-source, time-series database
tjwei / 2048-NN
Forked from ovolve/2048-AIA Deep Learning AI for 2048 (2048:94.15%, 4096:78.48%, 8192: 34.5% 16384: 0.177%)
python library build, test and devop like things assistant
libcmaes is a multithreaded C++11 library with Python bindings for high performance blackbox stochastic optimization using the CMA-ES algorithm for Covariance Matrix Adaptation Evolution Strategy
async logging with very little overhead in the caller
Working basic prototype of variadic template based logging
A Haskell kernel for the Jupyter project.
C++11/14 constexpr based Containers, Algorithms, Random numbers, Parsing, Ray tracing, Synthesizer, and others.