contactsonle Goto Github PK
Name: Son le
Type: User
Bio: Quant
Location: New York, NY
Son le's Projects
cubature-method
Cubature Method for calculating payoff of Asian Option
euler-maruyama
Euler Maruyama for numerical solution to SDE
exchange-imitation
Stocks Exchange Imitation
finance
A library for financial calculations in Ruby
kmeans-clustering-
KMeans Clustering of Points and various other classes
nlib
Python Library of Numerical Algorithms
pandas
Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more
pysde
Python Solver of stochastic differential equations
python
All Algorithms implemented in Python
quantdsl
Quant DSL
quantpy
A framework for quantitative finance In python.
scalala
Scalala has been superseded by dlwh/breeze. Scalala is a high performance numeric linear algebra library for Scala, with rich Matlab-like operators on vectors and matrices; a library of numerical routines; support for plotting.
scikit-learn
scikit-learn: machine learning in Python
sddekit
toolkit for stochastic delay differential equations
sdetools
Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations –
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