jialuechen / torchquant Star 149 Code Issues Pull requests PyTorch Library for Quantitative Finance deep-learning automatic-differentiation pytorch quantlib quantitative-finance numerical-methods optimal-transport risk-management derivatives-pricing malliavin-calculus Updated Jan 26, 2025 Python
rust-dd / stochastic-rs Star 36 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 Jan 15, 2025 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 5 Code Issues Pull requests 🌔 Malliavin calculus via functional programming haskell malliavin-calculus stochastic-calculus Updated Oct 7, 2018 Haskell