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The Top 23 Stochastic Processes Open Source Projects

Open source projects categorized as Stochastic Processes
Categories > Stochastic Processes
Financial Models Numerical Methods ⭐ 5,086
Collection of notebooks about quantitative finance, with interactive python code.
most recent commit 3 months ago
Differentialequations.jl ⭐ 2,689
Multi-language suite for high-performance solvers of differential equations and scientific machine learning (SciML) components. Ordinary differential equations (ODEs), stochastic differential equations (SDEs), delay differential equations (DDEs), differential-algebraic equations (DAEs), and more in Julia.
most recent commit 3 months ago
Course Content ⭐ 2,527
NMA Computational Neuroscience course
most recent commit 4 months ago
Gpflow ⭐ 1,783
Gaussian processes in TensorFlow
dependent packages 19total releases 39most recent commit 3 months agopypi gpflow} Downloads
Torchsde ⭐ 1,357
Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
dependent packages 10total releases 2most recent commit 7 months agopypi torchsde} Downloads
Rustquant ⭐ 537
Rust library for quantitative finance.
dependent packages 1total releases 39most recent commit 3 months agocargo RustQuant} Downloads
Pysteps ⭐ 389
Python framework for short-term ensemble prediction systems.
dependent packages 1total releases 20most recent commit 4 months agopypi pysteps} Downloads
Stochastic ⭐ 317
Generate realizations of stochastic processes in python.
dependent packages 10total releases 7most recent commit a year agopypi stochastic} Downloads
Stochasticdiffeq.jl ⭐ 229
Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem
most recent commit 3 months ago
Uqpy ⭐ 216
UQpy (Uncertainty Quantification with python) is a general purpose Python toolbox for modeling uncertainty in physical and mathematical systems.
dependent packages 4total releases 32most recent commit 5 months agopypi UQpy} Downloads
Openturns ⭐ 203
Uncertainty treatment library
most recent commit 3 months ago
Neural Process Family ⭐ 163
Code for the Neural Processes website and replication of 4 papers on NPs. Pytorch implementation.
most recent commit 9 months ago
Easytemporalpointprocess ⭐ 149
EasyTPP: Towards Open Benchmarking Temporal Point Processes
total releases 5most recent commit 3 months ago
Language_modeling_via_stochastic_processes ⭐ 116
Language modeling via stochastic processes. Oral @ ICLR 2022.
most recent commit a year ago
Pomp ⭐ 103
R package for statistical inference using partially observed Markov processes
dependent packages 8total releases 110most recent commit 3 months ago
Aleatory ⭐ 83
📦 Python library for Stochastic Processes Simulation and Visualisation
total releases 5most recent commit 3 months ago
Mfdfa ⭐ 74
Multifractal Detrended Fluctuation Analysis in Python
total releases 5most recent commit 2 years ago
Pydtmc ⭐ 68
A library for discrete-time Markov chains analysis.
total releases 68most recent commit 4 months ago
Stochvolmodels ⭐ 65
Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
total releases 6most recent commit 3 months ago
Diffeqnoiseprocess.jl ⭐ 61
A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)
most recent commit 3 months ago
Sdetools ⭐ 53
Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations
most recent commit 4 years ago
Pyesg ⭐ 44
Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.
total releases 6most recent commit 3 years ago
Posts ⭐ 43
Pieces of code that have appeared on my blog with a focus on stochastic simulations.
most recent commit 5 months ago
The 8 Most Depended On Stochastic Processes Open Source Projects
Gpflow ⭐ 1,783
Gaussian processes in TensorFlow
dependent packages 19total releases 39latest release August 09, 2023most recent commit 3 months agopypi gpflow} Downloads
Stochastic ⭐ 317
Generate realizations of stochastic processes in python.
dependent packages 10total releases 7latest release July 12, 2022most recent commit a year agopypi stochastic} Downloads
Torchsde ⭐ 1,357
Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
dependent packages 10total releases 2latest release September 26, 2023most recent commit 7 months agopypi torchsde} Downloads
Pomp ⭐ 103
R package for statistical inference using partially observed Markov processes
dependent packages 8total releases 110latest release July 15, 2023most recent commit 3 months ago
Lspopt ⭐ 17
Python implementation of a multitaper window method for estimating Wigner spectra for certain locally stationary processes
dependent packages 2total releases 4latest release January 24, 2023most recent commit a year agopypi lspopt} Downloads
Pysteps ⭐ 389
Python framework for short-term ensemble prediction systems.
dependent packages 1total releases 20latest release January 25, 2023most recent commit 4 months agopypi pysteps} Downloads
Rustquant ⭐ 537
Rust library for quantitative finance.
dependent packages 1total releases 39latest release November 26, 2023most recent commit 3 months agocargo RustQuant} Downloads
The 10 Latest Releases In Stochastic Processes Open Source Projects
Rustquant ⭐ 537
Rust library for quantitative finance.
dependent packages 1total releases 39latest release November 26, 2023most recent commit 3 months agocargo RustQuant} Downloads
Aleatory ⭐ 83
📦 Python library for Stochastic Processes Simulation and Visualisation
total releases 5latest release November 19, 2023most recent commit 3 months ago
Easytemporalpointprocess ⭐ 149
EasyTPP: Towards Open Benchmarking Temporal Point Processes
total releases 5latest release October 18, 2023most recent commit 3 months ago
Torchsde ⭐ 1,357
Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
dependent packages 10total releases 2latest release September 26, 2023most recent commit 7 months agopypi torchsde} Downloads
Gpflow ⭐ 1,783
Gaussian processes in TensorFlow
dependent packages 19total releases 39latest release August 09, 2023most recent commit 3 months agopypi gpflow} Downloads
Blobmodel ⭐ 5
Model of propagating blobs in 1D and 2D
total releases 4latest release July 21, 2023most recent commit 3 months ago
Pomp ⭐ 103
R package for statistical inference using partially observed Markov processes
dependent packages 8total releases 110latest release July 15, 2023most recent commit 3 months ago
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