OpenKF VS Financial-Models-Numerical-Methods

Compare OpenKF vs Financial-Models-Numerical-Methods and see what are their differences.

OpenKF

This is an open source Kalman filter C++ library based on Eigen3 library for matrix operations. The library has generic template based classes for most of Kalman filter variants including: (1) Kalman Filter, (2) Extended Kalman Filter, (3) Unscented Kalman Filter, and (4) Square-root UKF.. (by Al-khwarizmi-780)
CMake Cplusplus extended-kalman-filter kalman-filter kalman-tracking kalmanfilter Python unscented-kalman-filter unscented-transformation eigen-library eigen3 CPP coding-corner openkf
Source Code
Suggest alternative
Edit details

Financial-Models-Numerical-Methods

Collection of notebooks about quantitative finance, with interactive python code. (by cantaro86)
quantitative-finance jupyter-notebooks kalman-filter option-pricing financial-engineering financial-mathematics partial-differential-equations fourier-inversion stochastic-processes stochastic-differential-equations levy-processes heston-model brownian-motion american-options monte-carlo-methods Python linear-regression linear-systems-equations jump-diffusion-mertons-model Econometrics
Source Code
Suggest alternative
Edit details
InfluxDB - Power Real-Time Data Analytics at Scale
Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
www.influxdata.com
featured
SaaSHub - Software Alternatives and Reviews
SaaSHub helps you find the best software and product alternatives
www.saashub.com
featured
OpenKF Financial-Models-Numerical-Methods
1 3
86 5,274
- -
6.6 6.2
12 days ago 3 months ago
Jupyter Notebook Jupyter Notebook
GNU General Public License v3.0 only GNU Affero General Public License v3.0
The number of mentions indicates the total number of mentions that we've tracked plus the number of user suggested alternatives.
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.

OpenKF

Posts with mentions or reviews of OpenKF. We have used some of these posts to build our list of alternatives and similar projects.

Financial-Models-Numerical-Methods

Posts with mentions or reviews of Financial-Models-Numerical-Methods. We have used some of these posts to build our list of alternatives and similar projects.

What are some alternatives?

When comparing OpenKF and Financial-Models-Numerical-Methods you can also consider the following projects:

dynamax - State Space Models library in JAX

machine_learning_basics - Plain python implementations of basic machine learning algorithms

open-space-toolkit - Collection of versatile software libraries for space engineering applications.

rmi - A learned index structure

AlgoBook - A beginner-friendly project to help you in open-source contributions. Data Structures & Algorithms in various programming languages Please leave a star ⭐ to support this project! ✨

Quantsbin - Quantitative Finance tools

The-Complete-FAANG-Preparation - This repository contains all the DSA (Data-Structures, Algorithms, 450 DSA by Love Babbar Bhaiya, FAANG Questions), Technical Subjects (OS + DBMS + SQL + CN + OOPs) Theory+Questions, FAANG Interview questions, and Miscellaneous Stuff (Programming MCQs, Puzzles, Aptitude, Reasoning). The Programming languages used for demonstration are C++, Python, and Java.

score_sde - Official code for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)

fastpages - An easy to use blogging platform, with enhanced support for Jupyter Notebooks.

hca-resources - zipline-broker Examples. Full notebooks plus python code for long term investment strategies using zipline based tools.

SDE - Example codes for the book Applied Stochastic Differential Equations

OpenKF vs dynamax Financial-Models-Numerical-Methods vs machine_learning_basics OpenKF vs open-space-toolkit Financial-Models-Numerical-Methods vs rmi OpenKF vs AlgoBook Financial-Models-Numerical-Methods vs Quantsbin OpenKF vs The-Complete-FAANG-Preparation Financial-Models-Numerical-Methods vs score_sde Financial-Models-Numerical-Methods vs fastpages Financial-Models-Numerical-Methods vs hca-resources Financial-Models-Numerical-Methods vs dynamax Financial-Models-Numerical-Methods vs SDE