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I'm running on Gen9 and dppy 17.4 and have sporadic inaccurate results relative to numpy for the following code
```
import argparse
import math
import time
import dpctl
import numba
import …
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# Lines of code
https://github.com/code-423n4/2023-08-dopex/blob/eb4d4a201b3a75dd4bddc74a34e9c42c71d0d12f/contracts/perp-vault/PerpetualAtlanticVault.sol#L405
https://github.com/code-423n4/2023-08-do…
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Hello and thanks for the library!
I am working on an integration of TFF into one of my option trading strategies and trying to figure out several practical aspects, such as IV determination and fin…
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```
Vec a, b {1,2,3};
auto expr = (a = b*b*b+b);
```
How do I get 3rd derivative of a wrt b? (d3a/db3)
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Hi,
I am new to python and trying to use code from 1.1 Black-Scholes numerical methods.ipynb file in jupyter notebook. As I try to install the libraries via using the set up files in this reposito…
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Currently we implement concurrency only for monadic computations. However, the same model can be extended to pure computations as well. For example, the `map` operation mapping a pure function to a st…
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## Objective:
Build a Python-based quantitative analysis tool that can be used for financial analysis and modeling. You can perform tasks like time series analysis, risk management, portfolio optimiz…
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Hello,
I'm trying to use the SABR calibration with real BTC option prices but it stops right away without any error message (is_converged is False).
If anyone could help to see what is wrong with th…
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We rely on rand for random numbers. Is this as good as Mersenne Twister? (If not, it would be better to implement Mersenne Twister.)
We rely on statrs for Normal distribution functions. How accurat…
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First thank you very much for the amazing package.
Second, let me explain the issue:
assume I have a function g returning x such that f(x,p)=0. I would be interested in computing the derivatives o…