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A reinforcement learning framework
automatic differentiation made easier for C++
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Source code examples from the Parallel Forall Blog
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
Utilities for CUDA programming
Monte Carlo simulation to option pricing in CUDA
CudaPAD is a PTX/SASS viewer for NVIDIA Cuda kernels and provides an on-the-fly view of the assembly.
Minimal Deep Q Learning (DQN & DDQN) implementations in Keras
Trading Environment(OpenAI Gym) + DDQN (Keras-RL)
A rewrite of the old legacy software "depends.exe" in C# for Windows devs to troubleshoot dll load dependencies issues.
Trading using Deep Q Learning
Open Source Risk Engine
Excel-DNA - Free and easy .NET for Excel. This repository contains the core Excel-DNA library.
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Pricing European and American options with jump models using CUDA on the GPU
Financial option pricing on the Graphics Processing Unit
Monte Carlo simulation for financial instruments.
Black-Derman-Toy model
Set of Jupyter (iPython) notebooks (and few pdf-presentations) about things that I am interested on, like Computer Science, Statistics and Machine-Learning, Artificial Intelligence (AI), Financial Engineering, Optimization, Stochastic Modelling, Time-Series forecasting, Science in general... and more.
Deep Reinforcement Learning for Keras.
Implementation of term structure model project
Single and Multi Factor Libor Market Model with Monte Carlo simulations to price a swaption receiver and a zcb option
Market Model Calibration using QuantLib
A C++ library for reading, writing, creating and modifying Microsoft Excel® (.xlsx) files.
Financial Derivatives Calculator with 168+ Models (Options Calculator)
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.