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algorithmic-differentiation

Here are 6 public repositories matching this topic...

lakshmiDRIP / DROP-Fixed-Income

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DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analytics.

fixed-income instruments-trading-convention treasury-futures-options funding-curve forward-curve libor-curve ois-curve overnight-curve multi-curve collateral-curve position-horizon-analyzer statistical-curve-construction bond-pricing-relative-value interest-rate-products cva-dva-fva-kva-xva interest-rate-options stochastic-volatility-models lmm-calibration-greeks algorithmic-differentiation asset-backed

Updated Sep 26, 2018
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infergo-ml / infergo

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mirror of Infergo repository

go golang machine-learning automatic-differentiation inference artificial-intelligence algorithmic-differentiation differentiable-programming progabilistic-programming

Updated Jun 20, 2020
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tam724 / pyADiff

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A simple, pure python algorithmic differentiation package

python algorithmic-differentiation

Updated Feb 4, 2020
Python

infergo-ml / infergo-studies

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Mirror of bitbucket infergo-studies repository

go golang machine-learning automatic-differentiation artificial-intelligence probabilistic-programming algorithmic-differentiation differentiable-programming

Updated Mar 24, 2020
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rajasharan / elm-automatic-differentiation

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Automatic differentiation (a.k.a algorithmic differentiation) in reverse mode for elm

elm automatic-differentiation elm-lang backpropagation algorithmic-differentiation

Updated Nov 5, 2017
Elm

jrmaddison / tlm_adjoint

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A library for high-level algorithmic differentiation, principally for models written using FEniCS or Firedrake.

adjoint algorithmic-differentiation second-order-adjoint tangent-linear

Updated Jul 10, 2020
Python

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