Algorithm 963 Software Authors: Escobar, Marcos; Rudolph, Benedikt; Zagst, Rudi Cited in: 4 Publications (2016–2022) Related Software: Matlab Main Fields: Probability theory and stochastic processes (60-XX); Statistics (62-XX); Numerical analysis (65-XX)
QuantLib Software Authors: – Cited in: 4 Publications (2015–2022) Related Software: Quantlib; GitHub; CUDA; Mathematica; ARCH; copula Main Fields: Probability theory and stochastic processes (60-XX); Statistics (62-XX); Numerical analysis (65-XX)
Quantlib Software Authors: Ametrano F, Ballabio L Cited in: 3 Publications (2019–2022) Related Software: QuantLib; GitHub; ARCH; copula Main Fields: Probability theory and stochastic processes (60-XX); Statistics (62-XX); Operations research, mathematical programming (90-XX)
RQuantLib Software Authors: Dirk Eddelbuettel; Khanh Nguyen Cited in: 1 Publication (2013) Related Software: Rcpp; R; Rserve; inline; CXXR; RcppArmadillo; … Main Fields: Statistics (62-XX); Computer science (68-XX)
cCorrGAN Software Authors: Marti, Gautier; Goubet, Victor; Nielsen, Frank Cited in: 2 Publications (2021–2022) Related Software: geomstats; CorrGAN; QuantGAN; POT Main Fields: Linear and multilinear algebra; matrix theory (15-XX); Differential geometry (53-XX); Global analysis, analysis on manifolds (58-XX)
JQuantLib Software Authors: Gomez, R. Cited in: 2 Publications (2010–2018) Related Software: Matlab; PyQL; JScience; JSGL; NLopt; DisreteClimber; … Main Fields: Numerical analysis (65-XX); Computer science (68-XX); Operations research, mathematical programming (90-XX)
aRxiv Software Authors: Karthik Ram, Karl Broman Cited in: 1 Publication (2017) Related Software: testthat; mosaic; mclust; RStudio; R; class; … Main Fields: Statistics (62-XX); Computer science (68-XX)
ffn Software Authors: Philippe Morissette; et al. Cited in: 0 Publications Related Software: PyEMD; Deeptime; darts; cesium; Banpei; ta; … Main Fields: –
FinancialMonteCarlo.jl Software Authors: Scaramuzzino, N. Cited in: 0 Publications Related Software: Strategems.jl; FinancialDerivatives.jl; Bruno; Julia Main Fields: –
FinRL Software Authors: Xiao-Yang Liu, Hongyang Yang, Qian Chen, Runjia Zhang, Liuqing Yang, Bowen Xiao, Christina Dan Wang Cited in: 0 Publications Related Software: Horizon; Dopamine; OpenAI Gym; pyfolio; RLlib Main Fields: –
QFcode Software Authors: Schlögl, Erik Cited in: 1 Publication (2014) Related Software: Excel Main Fields: Game theory, economics, finance, and other social and behavioral sciences (91-XX)
QuantTools Software Authors: Stanislav Kovalevsky Cited in: 0 Publications Related Software: – Main Fields: –