3 ms·
For some additional background. This is a demo from the quant finance tensorflow package: https://github.com/google/tf-quant-finance https://github.com/google/
by fny 6y ago
For some additional background. This is a demo from the quant finance tensorflow package:
https://github.com/google/tf-quant-finance https://github.com/google/tf-quant-finance
Performance seems impressive relative to other FOSS. I use quantlib for mostly for hobby projects, would love to hear peoples thoughts if they've played with this.