Sieve estimation of state price density implied by option prices

Python package for calculating the Hermite functions and quantum harmonic oscillator wavefunctions

Noise- and Outlier-Robust Fourier Transform with Hermite Functions with NumPy and Numba

complexarith is an attempt to model the complex field arithmetic in Java to be used in mathematical developments.

Digital signal processing library including: polynomial fitting, filtering, etc. Where possible API facilitates real-time applications

Jacobi, Gegenbauer, Chebyshev of first, second, third, fourth kind, Legendre, Laguerre, Hermite, shifted Chebyshev and Legendre polynomials

A Hermite function series module.

Bachelor Thesis: Semi- and nonparametric estimation of price dispersion and auction heterogeneity with eBay auctions