Numerical Method Incorporation LimitedNumerical Method Inc.
Est. 2010
Numerical Method invents the best numerical library and financial analytics.
t = 0 t = 1
(01) Company
Numerical Method Incorporation Limited is a mathematics and technology company that (1)invents a modern computing technology to do numerical analysis; (2)creates a toolbox of quantitative finance algorithms to build trading bots; (3)advises on wealth management; (4)provides consulting service to solve engineering and business problems; (5)commercializes and sells research results to corporations.
About the company→(02) Products
- 01 SuanShu SuanShu is an object-oriented, high performance, extensively tested, and professionally documented math library.
- 02 AlgoQuant AlgoQuant is a toolbox for building automatic trading bots. It has a large collection of tools, mathematical modules and algorithms that you can use to create your quantitative trading strategies.
- 03 Quantitative Trading Strategies We have implemented a collection of trading strategies, utility models and algorithms which can be purchased separately. Please note that you need to have AlgoQuant, the quantitative trading research platform, to run these models.
In development
- Mantissa — Precision-aware linear algebra
- Certus — Certified machine-learning surrogates
- Operator — Learned solvers with classical guarantees
- Tempo — Overfitting control for ML trading models
- AlgoQuant Agent — AI research assistant for AlgoQuant
(03) Get started
SuanShu distributions are deployed at Numerical Method’s repository. To use SuanShu, add it to the <dependencies> section of your pom.xml.
pom.xml Full instructions
<dependency>
<groupId>com.numericalmethod</groupId>
<artifactId>suanshu</artifactId>
<version>4.1.0</version>
</dependency>(04) Writing
- Training Is Numerical Integration: What Numerical Analysis Says About Learning Rates Machine Learning · Y.K
- Precision Is a Resource: How Much Arithmetic Does a Covariance Matrix Deserve? Mathematics · Y.K
- Transforming a QP Problem to an SOCP Problem SuanShu · Ken Yiu
- Fastest Java Matrix Multiplication SuanShu · henrymorco
- Using Returns in Pairs Trading AlgoQuant · Haksun Li