Search Results for "quantitative"

...The Codon framework is fully modular and extensible, allowing for the seamless integration of new modules, compiler optimizations, domain-specific languages and so on. We actively develop Codon extensions for a number of domains such as bioinformatics and quantitative finance.

Nemo is an individual-based, forward-time, genetically explicit, and stochastic simulation software designed for the study of the evolution of life history and quantitative traits, and genetic markers under various types of selection, in a spatially explicit, metapopulation framework.

...https://sites.google.com/view/hsa23/ Gemi, an automated, fast, and easy-to-use bioinformatics tool with a user-friendly interface to design primers and probes for polymerase chain reaction (PCR). Gemi accepts multiple aligned and long DNA and RNA sequences with degenerate nucleotide (non-A/C/G/T bases). Gemi can be used for quantitative, real-time and conventional PCR (qPCR, rt-PCR, etc.), and Sanger sequencing. Gemi can parse large dataset of sequences efficiently. Python codes can be supported upon request. Article: Gemi: PCR primers prediction from multiple alignments Comparative and functional genomics 2012;2012:783138 DOI: https://doi.org/10.1155/2012/783138 PMID: https://www.ncbi.nlm.nih.gov/pubmed/23316117 PMCID: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3535827/

The “quantitative” repository by Jack-Cherish is a tutorial-style codebase for quantitative trading written in Python — essentially a learning resource that guides users through building algorithmic trading strategies step by step. It’s organized as a sequence of lessons (lesson1, lesson2, etc.), making it approachable for learners who want to understand both theory and practice in quantitative finance.

TF Quant Finance is a high-performance library of quantitative finance components built on TensorFlow, aimed at research and production workloads. It implements pricing engines, risk measures, stochastic models, optimizers, and random number generators that are differentiable and vectorized for accelerators. Users can value options and fixed-income instruments, simulate paths, fit curves, and calibrate models while leveraging TensorFlow’s jit compilation and automatic differentiation. ...

...Its applicable objects include quantitative traders, teachers, and students majoring in finance, people interested in economic data, programmers, and people who like freedom and the spirit of exploration. You could write the Strategy using an event-driven or time walkway and view and analyze the performance in a uniform way.

...This software is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY. In case you use the package in your work, we do appreciate a citation to a DSS publication. Citation: Yadav et al. (2014), Quantitative scoring of differential drug sensitivity for individually optimized anticancer therapies. Scientific Reports 4, 5193; DOI:10.1038/srep05193 Please visit the link below for details

An open-source framework for financial time-series analysis and algorithmic trading, based on Java and OSGi, with an Eclipse front-end. * Highly modular: usable as plain java API, OSGi components, or integrated into Eclipse * Standalone or client-server architecture, depending on performance and reliability needs * Integrated with Interactive Brokers through IB Java API * Generic broker API, it can easily be extended to work with other brokers * It works with historical and/or realtime...

QUAD (Quantitative Usage Analysis of Data) consists of several tools that provide a comprehensive overview of the memory access behavior of an application. The primary goal is the detection of the actual data dependencies at the function-level.

The project contains classes for implementation of binomial option pricing model and Newton method for finding roots of a function in Java. You can browse the source code and download the full distribution package.

The Quantitative Finance Framework (QFF) supports the development of software libraries in mathematical finance. The main field of applications are the pricing of derivatives and the management of financial risks.

Quantitative Finance C++ Library.

Essence is a simple Java framework with modules for Quantitative Analysis and Distributed Data systems.

CrimeWatching is a webbased interactive graphical map combined with quantitative data from the police to analyze and communicate the relationship between crimes and the places they happened.

A Java class library for visualizing quantitative data using two-dimensional category charts [pie, line, vertical bar, horizontal bar, scatter-plot (dot), combination, and overlay charts]. Charts are of type JComponent and BufferedImage.