google/tf-quant-finance

High-performance TensorFlow library for quantitative finance.

PythonJupyter NotebookStarlarkOtherpythonfinancetensorflowgpuhigh-performancequantlibhigh-performance-computinggpu-computingquantitative-financenumerical-methodsnumerical-optimizationnumerical-integration
This is stars and forks stats for /google/tf-quant-finance repository. As of 02 May, 2024 this repository has 4033 stars and 533 forks.

TF Quant Finance: TensorFlow based Quant Finance Library Table of contents Introduction Installation TensorFlow training Development roadmap Examples Contributing Development Community Disclaimers License Introduction This library provides high-performance components leveraging the hardware acceleration support and automatic differentiation of TensorFlow. The library will provide TensorFlow support for foundational mathematical methods, mid-level methods, and specific pricing models. The coverage...
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