tf_quant_finance.math.random.RandomType

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Last updated: 2023-03-16.

tf_quant_finance.math.random.RandomType#

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Types of random number sequences.

  • PSEUDO: The standard Tensorflow random generator.

  • STATELESS: The stateless Tensorflow random generator.

  • HALTON: The standard Halton sequence.

  • HALTON_RANDOMIZED: The randomized Halton sequence.

  • SOBOL: The standard Sobol sequence.

  • PSEUDO_ANTITHETIC: PSEUDO random numbers along with antithetic variates.

Class Variables#

  • HALTON

  • HALTON_RANDOMIZED

  • PSEUDO

  • PSEUDO_ANTITHETIC

  • SOBOL

  • STATELESS

  • STATELESS_ANTITHETIC

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