Pinned Repositories
anyrl-py
A reinforcement learning framework
autodiff
automatic differentiation made easier for C++
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
code-samples
Source code examples from the Parallel Forall Blog
CompFinance
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
CUDA-Utilities
Utilities for CUDA programming
CUDA_MC
Monte Carlo simulation to option pricing in CUDA
CudaPAD
CudaPAD is a PTX/SASS viewer for NVIDIA Cuda kernels and provides an on-the-fly view of the assembly.
deep-q-learning
Minimal Deep Q Learning (DQN & DDQN) implementations in Keras
QuantLib
The QuantLib C++ library
GoSteveHsieh's Repositories
GoSteveHsieh/QuantLib
The QuantLib C++ library
GoSteveHsieh/autodiff
automatic differentiation made easier for C++
GoSteveHsieh/awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
GoSteveHsieh/code-samples
Source code examples from the Parallel Forall Blog
GoSteveHsieh/CompFinance
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
GoSteveHsieh/CUDA-Utilities
Utilities for CUDA programming
GoSteveHsieh/CudaPAD
CudaPAD is a PTX/SASS viewer for NVIDIA Cuda kernels and provides an on-the-fly view of the assembly.
GoSteveHsieh/Dependencies
A rewrite of the old legacy software "depends.exe" in C# for Windows devs to troubleshoot dll load dependencies issues.
GoSteveHsieh/Engine
Open Source Risk Engine
GoSteveHsieh/ExcelDna
Excel-DNA - Free and easy .NET for Excel. This repository contains the core Excel-DNA library.
GoSteveHsieh/FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
GoSteveHsieh/HybridMonteCarlo
Monte Carlo simulation for financial instruments.
GoSteveHsieh/IPython_notebooks
Set of Jupyter (iPython) notebooks (and few pdf-presentations) about things that I am interested on, like Computer Science, Statistics and Machine-Learning, Artificial Intelligence (AI), Financial Engineering, Optimization, Stochastic Modelling, Time-Series forecasting, Science in general... and more.
GoSteveHsieh/keras-rl
Deep Reinforcement Learning for Keras.
GoSteveHsieh/LiborMarketModel
Single and Multi Factor Libor Market Model with Monte Carlo simulations to price a swaption receiver and a zcb option
GoSteveHsieh/Multiprocessing.Exposures
GoSteveHsieh/OpenXLSX
A C++ library for reading, writing, creating and modifying Microsoft Excel® (.xlsx) files.
GoSteveHsieh/optionmatrix
Financial Derivatives Calculator with 168+ Models (Options Calculator)
GoSteveHsieh/OREVisualStudio
Visual Studio solution and project files for Opensource Risk Engine + rebuilding tool from ORE's CmakeLists
GoSteveHsieh/Pyrolite
Java and .NET interface to Python's pickle and Pyro protocols
GoSteveHsieh/q-trader
Deep Q-learning driven stock trader bot
GoSteveHsieh/QLNet
QLNet C# Library
GoSteveHsieh/QuantFinanceBook
Quantitative Finance book
GoSteveHsieh/QuantLib-SWIG
The QuantLib extension modules
GoSteveHsieh/QuantLib.AutoCallable.Memory.Coupon.Note
GoSteveHsieh/QuantLibEx
Some experimental codes that intend to extend QuantLib.
GoSteveHsieh/robustregression
a c++ library with statistical machine learning algorithms for linear and non-linear robust regression that can be used with python.
GoSteveHsieh/Timing
Timing classes for CPU and GPU / Windows and Linux
GoSteveHsieh/training-data-analyst
Labs and demos for courses for GCP Training (http://cloud.google.com/training).
GoSteveHsieh/Vitis_Libraries
Vitis Libraries