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google/tf-quant-finance

High-performance TensorFlow library for quantitative finance.

Owner
google (organization)
Stars
Stars: 5,559
Forks
Forks: 704
Language
Python
License
Apache-2.0
Created
2019
Topics
tensorflowquantitative-financepythonfinancenumerical-methodsnumerical-optimizationnumerical-integrationhigh-performancehigh-performance-computinggpu
Tier
Stable (5,000 to 19,999 ★) What this tier means
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