torchquad
tf-quant-finance
torchquad | tf-quant-finance | |
---|---|---|
1 | 133 | |
164 | 4,298 | |
5.5% | 1.5% | |
5.8 | 2.9 | |
15 days ago | about 2 months ago | |
Python | Python | |
GNU General Public License v3.0 only | Apache License 2.0 |
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torchquad
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what methods can be used to solve a TP-BVP with variable control?
What about combining a fast numerical integrator like https://github.com/esa/torchquad or https://github.com/AnyarInc/Ascent with a fast parallel CMA-ES implementation like https://github.com/dietmarwo/fast-cma-es/blob/master/fcmaes/cmaescpp.py ? A numerical integrator allows you to implement variable control and a fast non-derivative optimizer can solve any related optimization problem.
tf-quant-finance
What are some alternatives?
ivy - The Unified AI Framework
ta-lib-python - Python wrapper for TA-Lib (http://ta-lib.org/).
fast-cma-es - A Python 3 gradient-free optimization library
mlfinlab - MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
pennylane - PennyLane is a cross-platform Python library for differentiable programming of quantum computers. Train a quantum computer the same way as a neural network.
pyhpc-benchmarks - A suite of benchmarks for CPU and GPU performance of the most popular high-performance libraries for Python :rocket:
Ascent - A fast and flexible C++ simulation engine and differential equation solver.
gpustat - ๐ A simple command-line utility for querying and monitoring GPU status
pybobyqa - Python-based Derivative-Free Optimization with Bound Constraints
quantclean - ๐งน Quantclean is a program that reformats financial dataset to US Equity TradeBar (Quantconnect format)
kernel_tuner - Kernel Tuner