talanton Goto Github PK

ad-handbook

Automatic Differentiation Handbook

autodiff

automatic differentiation made easier for C++

casadi

CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python or Matlab/Octave.

cmdstan

CmdStan, the command line interface to Stan

developers.italia.it

The developer community designing and developing public digital services in Italy

distributedats

DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over OpenDDS

fixpp

FIX library generated with C++ PreProcessor to be used in latency sensitive context.

hpx

The C++ Standard Library for Parallelism and Concurrency

isda_cds_model_c_v1.8.3_mvs2022

itch

Nasdaq Order Book Reconstructor

liquibook

Modern C++ order matching engine

math

The Stan Math Library is a C++ template library for automatic differentiation of any order using forward, reverse, and mixed modes. It includes a range of built-in functions for probabilistic modeling, linear algebra, and equation solving.

openapipp

Modern C++ 20 compile time OpenAPI parser and code generator implementation

ozark

qldds

QLDDS - Data Distribution Service for QuantLib

quansight-website

💻 Source code for Quansight Consulting and Labs websites

tailriskpandemic

Replicating Tail Risk of Contagious Diseases by Cirillo and Taleb

tapescript

Scalar and vector adjoint algorithmic differentiation (AAD)

werk

High-throughput / low-latency C++ application framework

xad

Fast automatic differentiation in C++