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Found 13 Software Packages (Results 1–13)

Algorithm 963

Cited in 4 Documents (2016–2022)
Software Authors: Escobar, Marcos; Rudolph, Benedikt; Zagst, Rudi
Related Software: Matlab
Main Fields: Probability theory and stochastic processes (60-XX); Statistics (62-XX); Numerical analysis (65-XX); …

QuantLib

Cited in 4 Documents (2015–2022)
Software Authors:
Related Software: Quantlib; GitHub; ARCH; …
Main Fields: Probability theory and stochastic processes (60-XX); Statistics (62-XX); Numerical analysis (65-XX); …

Quantlib

Cited in 3 Documents (2019–2022)
Software Authors: Ametrano F, Ballabio L
Related Software: QuantLib; GitHub; ARCH; …
Main Fields: Probability theory and stochastic processes (60-XX); Statistics (62-XX); Operations research, mathematical programming (90-XX); …

RQuantLib

Cited in 1 Document (2013)
Software Authors: Dirk Eddelbuettel; Khanh Nguyen
Related Software: Rcpp; R; Rserve; …
Main Fields: Statistics (62-XX); Computer science (68-XX)

cCorrGAN

Cited in 2 Documents (2021–2022)
Software Authors: Marti, Gautier; Goubet, Victor; Nielsen, Frank
Related Software: geomstats; CorrGAN; QuantGAN; …
Main Fields: Linear and multilinear algebra; matrix theory (15-XX); Differential geometry (53-XX); Global analysis, analysis on manifolds (58-XX); …

JQuantLib

Cited in 2 Documents (2010–2018)
Software Authors: Gomez, R.
Related Software: Matlab; OPTI; JSGL; …
Main Fields: Numerical analysis (65-XX); Computer science (68-XX); Operations research, mathematical programming (90-XX)

aRxiv

Cited in 1 Document (2017)
Software Authors: Karthik Ram, Karl Broman
Related Software: mclust; ggmap; testthat; …
Main Fields: Statistics (62-XX); Computer science (68-XX)

CodPy

Cited in 1 Document (2023)
Software Authors: LeFloch, Philippe G.; Mercier, Jean-Marc
Related Software: Python; MNIST
Main Fields: Numerical analysis (65-XX); Mechanics of deformable solids (74-XX)

ffn

Cited in 0 Documents
Software Authors: Philippe Morissette; et al.
Related Software: PyEMD; Deeptime; darts; …
Main Fields:

FinancialMonteCarlo.jl

Cited in 0 Documents
Software Authors: Scaramuzzino, N.
Related Software: Strategems.jl; FinancialDerivatives.jl; Bruno; …
Main Fields:

FinRL

Cited in 0 Documents
Software Authors: Xiao-Yang Liu, Hongyang Yang, Qian Chen, Runjia Zhang, Liuqing Yang, Bowen Xiao, Christina Dan Wang
Related Software: Horizon; Dopamine; OpenAI Gym; …
Main Fields:

QFcode

Cited in 1 Document (2014)
Software Authors: Schlögl, Erik
Related Software: Excel
Main Fields: Game theory, economics, finance, and other social and behavioral sciences (91-XX)

QuantTools

Cited in 0 Documents
Software Authors: Stanislav Kovalevsky
Related Software:
Main Fields:

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