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Search results for jupyter notebook stochastic differential equations
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6 search results found
Financial Models Numerical Methods
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5,086
Collection of notebooks about quantitative finance, with interactive python code.
Score_sde
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782
Official code for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)
Score_sde_pytorch
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679
PyTorch implementation for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)
Bridge.jl
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77
A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.
Ssdgp
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11
State-space deep Gaussian processes in Python and Matlab
Deep Multilevel Kolmogorov Pde Solver
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8
Solving stochastic differential equations and Kolmogorov equations by means of deep learning and Multilevel Monte Carlo simulation
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