jialuechen / torchquant Star 156 Code Issues Pull requests PyTorch Library for Quantitative Finance deep-learning automatic-differentiation pytorch quantlib high-performance-computing seq2seq quantitative-finance numerical-methods optimal-transport risk-management derivatives-pricing malliavin-calculus Updated Oct 7, 2024 Python
dancixx / stochastic-rs Star 12 Code Issues Pull requests stochastic-rs is a Rust library designed for high-performance simulation and analysis of stochastic processes and models in quant finance. rust finance statistics ai simulation stochastic quant quantitative-finance stochastic-processes malliavin-calculus Updated Oct 7, 2024 Rust
dancixx / stochastic-js Star 5 Code Issues Pull requests This project try to bring closer the stochastic calculus and Typescript. mathematics stochastic stochastic-differential-equations mathematical-modelling mathematical-finance stochastic-processes malliavin-calculus Updated Jul 2, 2023 TypeScript
astralord / Malliavin Star 4 Code Issues Pull requests 🌔 Malliavin calculus via functional programming haskell malliavin-calculus stochastic-calculus Updated Oct 7, 2018 Haskell