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  1. JAX-Basket-Option-Risk-Engine JAX-Basket-Option-Risk-Engine Public

    A high-performance JAX risk engine for pricing multi-asset basket options and extracting exact Cross-Gamma matrices via AAD.

    Python

  2. ml-from-first-principles ml-from-first-principles Public

    Implementations of canonical machine learning algorithms from first principles using NumPy and Pandas.

    Python