{"repo":"grinisrit/noa","free":true,"listed":false,"github":"https://github.com/grinisrit/noa","clone":"git clone https://github.com/grinisrit/noa.git","description":"Differentiable Programming Algorithms in Modern C++","language":"LLVM","stars":156,"topics":["algorithmic-trading","bayesian-methods","simulation","particle-physics","optimisation-algorithms","differentiable-programming","automatic-differentiation","computational-finance","computational-physics"],"license":null,"category":"trading","readme_excerpt":"NOA: Nonlinear Optimisation Algorithms We aim to make it easier to integrate optimisation with on-line learning, bayesian computation and large simulation frameworks through dedicated differentiable algorithms. Our solution is suitable for both research and applications in performance demanding systems such as encountered in streaming analytics, game development and high frequency trading. Installation Currently, we support only GNU , and CUDA for GPU (check WSL for Windows, and LIMA for macOS). A toolchain fully supporting C++17 is required. NOA is a header-only library, so you can directly drop the src/noa folder into your project. :warning: However, beyond C++17 source code, the project contains: CUDA sources in noa/kernels.cuh C++ third-party sources in noa/kernels.hh which may require separable compilation. Note 1 src/noa/kernels.hh could be compiled separately via test/kernels.cc , but it is also possible to include it directly into your program if you want to keep everything inside of the single translation unit. Note 2: PUMAS PUMAS code under src/noa/3rdparty/ pumas was syntactically adapted to compile under g++ with -fpermissive . To avoid setting this parameter everywhere, noa/kernels.hh doesn't include PUMAS by defaut. To include PUMAS, define NOA 3RDPARTY PUMAS before including noa/kernels.hh , and compile the corresponding file with an -fpermissive flag. CMake project The core of the library depends on LibTorch (which is also distributed via pip and conda ). You ","default_branch":null,"files":null,"tree":[],"storefront":"/r/grinisrit","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/grinisrit/noa/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}