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Algorithmic Differentiation

3 projects

Showing 3 of 3 projects

RustQuant
RustQuantRust

A comprehensive Rust library for quantitative finance, offering pricing models, risk analysis, and financial data tools.

#mathematics#risk-analysis#finance
Stars1.8k
Forks206
Last commit6 months ago
XAD
XADC++

A high-performance C++ automatic differentiation library for large-scale, performance-critical systems.

#forward-mode#scientific-computing#high-performance-computing
Stars425
Forks48
Last commit19 days ago
XAD
XADC++

A high-performance C++ automatic differentiation library for large-scale, performance-critical systems.

#adjoint-method#scientific-computing#high-performance-computing
Stars425
Forks48
Last commit19 days ago
Community-curated · Updated weekly · 100% open source

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