Mathematics, linear algebra and optimisation
oj! Algorithms - ojAlgo - is Open Source Java code that has to do with mathematics, linear algebra and optimisation; particularly (but certainly not exclusively) suitable for the financial domain.
Automatic Time Series Analysis with Stationary VAR Models
LDT is designed for automatic time-series analysis. Current version focuses on stationary vector autoregressive models (VAR) and the related analyses such as forecasting and Granger causality. See the following paper for an application: See http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2818213
a financial math library and financial market data database
This project should combine a financial mathematics library with an underlying financial market database (and a set of other tools), which could be used by financial institutions for their financial market data needs as well as by students for research works.
Accounting Software for SME´s