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google / tf-quant-finance Public

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High-performance TensorFlow library for quantitative finance.

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Apache-2.0 license

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google/tf-quant-finance

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High-performance TensorFlow library for quantitative finance.

Topics

python finance tensorflow gpu high-performance quantlib high-performance-computing gpu-computing quantitative-finance numerical-methods numerical-optimization numerical-integration

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Apache-2.0 license

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Python 68.2%
Jupyter Notebook 29.7%
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