cantaro86 / Financial-Models-Numerical-Methods

Collection of notebooks about quantitative finance, with interactive python code.

SciML / DifferentialEquations.jl

Multi-language suite for high-performance solvers of differential equations and scientific machine learning (SciML) components. Ordinary differential equations (ODEs), stochastic differential equations (SDEs), delay differential equations (DDEs), differential-algebraic equations (DAEs), and more in Julia.

GPflow / GPflow

Gaussian processes in TensorFlow

avhz / RustQuant

Rust library for quantitative finance.

pySTEPS / pysteps

Python framework for short-term ensemble prediction systems.