High-performance TensorFlow library for quantitative finance.
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Updated
May 20, 2024 - Python
High-performance TensorFlow library for quantitative finance.
Python library for arbitrary-precision floating-point arithmetic
Repository for Numerical Analysis course given by Assoc. Prof. Dr. Bora Canbula at Computer Engineering Department of Manisa Celal Bayar University.
Numerical Methods in SciPy
Directory of Fortran codes on GitHub, arranged by topic
Julia package for Gaussian quadrature
Error propagation calculator and library for physical measurements. It supports real and complex numbers with uncertainty, arbitrary precision calculations, operations with arrays, and numerical integration.
Numerical integration in arbitrary dimensions on the GPU using PyTorch / TF / JAX
adaptive 1d numerical Gauss–Kronrod integration in Julia
Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations
ParaMonte: Parallel Monte Carlo and Machine Learning Library for Python, MATLAB, Fortran, C++, C.
Code for the paper "Learning Differential Equations that are Easy to Solve"
Rust numeric library with R, MATLAB & Python syntax
Meta.Numerics is library for advanced numerical computing on the .NET platform. It offers an object-oriented API for statistical analysis, advanced functions, Fourier transforms, numerical integration and optimization, and matrix algebra.
A common interface for quadrature and numerical integration for the SciML scientific machine learning organization
pure-Julia multidimensional h-adaptive integration
One- and multi-dimensional adaptive integration routines for the Julia language
Header only framework for data analysis in massively parallel platforms.
A package for multi-dimensional integration using monte carlo methods
Implementation of the 12 steps approach to the Navier-Stokes equations, essential for simulating fluid dynamics.
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