![](https://github.com/parsiad/micrograd-pp/blob/main/logo.png?raw=true) |
A minimalistic wrapper around NumPy which adds support for automatic differentiation. |
![](https://github.com/parsiad/mlinterp/blob/master/logo.png?raw=true) |
A fast C++ routine for linear interpolation in arbitrary dimensions (i.e., multilinear interpolation). |
![](https://github.com/parsiad/QuantPDE/blob/master/logo.png?raw=true) |
A high-performance, open-source, header-only C++(>=11) library for pricing derivatives. More generally, QuantPDE can also be used to solve Hamilton-Jacobi-Bellman (HJB) equations and quasi-variational inequalities (HJBQVI). |
![](https://github.com/parsiad/fast-engset/blob/master/logo.png?raw=true) |
A Python package providing fast and accurate routines to compute various quantities in the Engset model. |
![](https://raw.githubusercontent.com/parsiad/lazy-table/master/logo.png) |
A python-tabulate wrapper for producing tables from generators. |