auto-differentiation

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4 repositories

xad
Public
Powerful automatic differentiation in C++ and Python
machine-learning robotics computer-graphics automatic-differentiation scientific-computing meteorology derivatives numerical-analysis optimisation biotechnology
C++
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GNU Affero General Public License v3.0
•42•345•9•1•Updated Dec 5, 2024Dec 5, 2024
QuantLib-Risks-Cpp
Public
Fast risks with QuantLib in C++
risk-analysis quantitative-finance algorithmic-differentiation
C++
•11•18•1•0•Updated Oct 5, 2024Oct 5, 2024
xad-py
Public
High-Performance Automatic Differentiation for Python
machine-learning robotics computer-graphics automatic-differentiation scientific-computing meteorology derivatives numerical-analysis optimisation biotechnology
Python
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GNU Affero General Public License v3.0
•1•12•5•7•Updated Sep 2, 2024Sep 2, 2024
QuantLib-Risks-Py
Public
Fast Risks with QuantLib in Python
risk-analysis automatic-differentiation quantitative-finance
Python
•
Other
•2•12•1•3•Updated Jun 17, 2024Jun 17, 2024