• QuantLib

  • Referenced in 3 articles [sw40585]
  • QuantLib: A free/open-source library for quantitative finance. The QuantLib project is aimed at providing ... comprehensive software framework for quantitative finance. QuantLib is a free/open-source library for modeling, trading...
  • Quantlib

  • Referenced in 2 articles [sw27755]
  • Quantlib - a free/open-source library for quantitative finance. The QuantLib project is aimed at providing ... comprehensive software framework for quantitative finance. QuantLib is a free/open-source library for modeling, trading ... ports to other languages. Appreciated by quantitative analysts and developers, it is intended for academics...
  • RQuantLib

  • Referenced in 3 articles [sw10615]
  • provide a comprehensive software framework for quantitative finance. The goal is to provide a standard...
  • JQuantLib

  • Referenced in 2 articles [sw20189]
  • free, open-source, comprehensive framework for quantitative finance, written in 100% Java. It provides “quants ... well known open-source library for quantitative finance, written in C++. JQuantLib aims...
  • FinRL

  • Referenced in 1 article [sw36051]
  • Library for Automated Stock Trading in Quantitative Finance. As deep reinforcement learning (DRL) has been ... recognized as an effective approach in quantitative finance, getting hands-on experiences is attractive ... facilitates beginners to expose themselves to quantitative finance and to develop their own stock trading...
  • Algorithm 963

  • Referenced in 2 articles [sw23698]
  • suitable for models commonly used in quantitative finance. The Continuum-Generalized Method of Moments (CGMM...
  • QFcode

  • Referenced in 1 article [sw19040]
  • Quantitative finance. An object-oriented approach in C++. This book provides readers with a foundation ... methods and models of quantitative finance. Keeping the material as self-contained as possible...
  • aRxiv

  • Referenced in 1 article [sw19335]
  • computer science, mathematics, physics, quantitative biology, quantitative finance, and statistics...
  • ffn

  • Referenced in 1 article [sw38180]
  • functions for those who work in quantitative finance. It stands on the shoulders of giants...
  • Cuba

  • Referenced in 76 articles [sw00173]
  • Cuba -- a library for multidimensional numerical integration. The...
  • DEA

  • Referenced in 244 articles [sw00194]
  • Data Envelopment Analysis (DEA) is becoming an increasingly...
  • LANCELOT

  • Referenced in 306 articles [sw00500]
  • LANCELOT. A Fortran package for large-scale nonlinear...
  • LSQR

  • Referenced in 394 articles [sw00530]
  • Algorithm 583: LSQR: Sparse Linear Equations and Least...
  • Mathematica

  • Referenced in 6337 articles [sw00554]
  • Almost any workflow involves computing results, and that...
  • Matlab

  • Referenced in 13460 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • mclust

  • Referenced in 304 articles [sw00563]
  • R package mclust: Normal Mixture Modeling for Model...
  • NLTK

  • Referenced in 40 articles [sw00626]
  • This book offers an introduction to Natural Language...
  • ODESSA

  • Referenced in 29 articles [sw00647]
  • Algorithm 658_ ODESSA - An ordinary differential equation solver...
  • R

  • Referenced in 9810 articles [sw00771]
  • R is a language and environment for statistical...