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monte-carlo-simulation x

159 search results found

Finquant ⭐ 1,061

A program for financial portfolio management, analysis and optimisation.

Tutorials ⭐ 847

AI-related tutorials. Access any of them for free → https://towardsai.net/editorial

GemPy is an open-source, Python-based 3-D structural geological modeling software, which allows the implicit (i.e. automatic) creation of complex geological models from interface and orientation data. It also offers support for stochastic modeling to address parameter and model uncertainties.

OpenMC Monte Carlo Code

Geant4 toolkit for the simulation of the passage of particles through matter - NIM A 506 (2003) 250-303

Finmath Lib ⭐ 453

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.

Gridcal ⭐ 367

GridCal, a cross-platform power systems software written in Python with user interface, used in academia and industry.

Hoomd Blue ⭐ 298

Molecular dynamics and Monte Carlo soft matter simulation on GPUs.

Awesome Nuclear ⭐ 276

A curated list of open source projects used in nuclear science and engineering

Examples ⭐ 265

Fortran and Python examples to accompany the book "Computer Simulation of Liquids" by Michael P. Allen and Dominic J. Tildesley (2nd edition, Oxford University Press, 2017). Use the "Code" button, or follow the "Releases" link below.

Powerful, efficient particle trajectory analysis in scientific Python.

Montecarlomeasurements.jl ⭐ 247

Propagation of distributions by Monte-Carlo sampling: Real number types with uncertainty represented by samples.

UQpy (Uncertainty Quantification with python) is a general purpose Python toolbox for modeling uncertainty in physical and mathematical systems.

Toolkit for Monte Carlo simulation of ionizing radiation — Trousse d'outils logiciels pour la simulation Monte Carlo du rayonnement ionisant

Siepic_ebeam_pdk ⭐ 191

SiEPIC EBeam PDK & Library, for SiEPIC-Tools and KLayout

Flowviz ⭐ 174

A Power BI template that provides easy to understand, actionable flow metrics and predictive analytics for your agile teams using Azure DevOps, Azure DevOps Server and/or TFS.

Deepdrr ⭐ 166

Code for "DeepDRR: A Catalyst for Machine Learning in Fluoroscopy-guided Procedures". https://arxiv.org/abs/1803.08606

Supplychainpy ⭐ 137

Supplychainpy is a Python library for supply chain analysis, modelling and simulation. The library assists a workflow that is reliant on Excel and VBA.

Paramonte ⭐ 112

ParaMonte: Plain Powerful Parallel Monte Carlo and MCMC Library for Python, MATLAB, Fortran, C++, C.

Header only framework for data analysis in massively parallel platforms.

Monte_carlo_ray_tracer ⭐ 90

A program with an implemented Monte Carlo Ray Tracer algorithm for global illumination of a virtual 3D scene.

Compfinance ⭐ 86

Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)

A CAD file interface for GEANT4

Quantsbin ⭐ 76

Quantitative Finance tools

Monte Carlo and Molecular Dynamics Simulation Package

Evoplex is a fast, robust and extensible platform for developing agent-based models and multi-agent systems on networks. It's available for Windows, Linux and macOS.

Excell addin for performing Monte Carlo simulation

Lammpstutorials.github.io ⭐ 65

LAMMPS tutorials for both beginners and advanced users

Geant4 Example Application with Rich features and Small footprints

Python_portfolio__var_tool ⭐ 62

Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)

A Framework for Metropolis Monte Carlo Simulation of Molecular Systems

Crpropa3 ⭐ 60

CRPropa is a public astrophysical simulation framework for propagating extraterrestrial ultra-high energy particles. https://crpropa.github.io/CRPropa3/

GOMC - GPU Optimized Monte Carlo is a parallel molecular simulation code designed for high-performance simulation of large systems

Assortment of code for model systems in computational physics

Simdesign ⭐ 54

Structure for organizing Monte Carlo simulations in R

Mathematics Statistics For Data Science ⭐ 54

Mathematical & Statistical topics to perform statistical analysis and tests; Linear Regression, Probability Theory, Monte Carlo Simulation, Statistical Sampling, Bootstrapping, Dimensionality reduction techniques (PCA, FA, CCA), Imputation techniques, Statistical Tests (Kolmogorov Smirnov), Robust Estimators (FastMCD) and more in Python and R.

ENRICO: Exascale Nuclear Reactor Investigative COde

Pythonic particle-based (super-droplet) warm-rain/aqueous-chemistry cloud microphysics package with box, parcel & 1D/2D prescribed-flow examples in Python, Julia and Matlab

W2dynamics ⭐ 44

A continuous-time hybridization-expansion Monte Carlo code for calculating n-particle Green's functions of the Anderson impurity model and within dynamical mean-field theory.

Opencossan ⭐ 43

OpenCossan is an open and free toolbox for uncertainty quantification and management.

A Monte Carlo molecular simulation software especially suited for materials simulations with polarizable models

Solvers/annealers for simulated quantum annealing on CPU and CUDA(NVIDIA GPU).

High Entropy Alloys ⭐ 35

Generate random alloys and compute various properties

Various C# implementations of game AI

Ncrystal ⭐ 35

NCrystal : a library for thermal neutron transport in crystals and other materials

Native plotting GUI for model design and verification

Stockast ⭐ 33

Predict stock market pricing over 180 minutes using Black-Scholes stochastic modeling and parallel Monte-Carlo simulations.

Algorithmic Trading ⭐ 33

I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.

Cassandra ⭐ 32

Cassandra is a Monte Carlo package to conduct atomistic simulations.

Affineinvariantmcmc.jl ⭐ 29

Affine Invariant Markov Chain Monte Carlo (MCMC) Ensemble sampler

Opengate ⭐ 28

Hoomd Examples ⭐ 28

HOOMD-blue example scripts.

NPTool, a ROOT/Geant4 based framework for Nuclear Physics

Stellarmesh ⭐ 26

Create DAGMC geometry from CAD

Monte Carlo simulation of energy-dispersive X-ray fluorescence spectrometers

GPU-accelerated atmospheric ice crystal halo simulator

Openmc_mcnp_adapter ⭐ 23

Tool for converting MCNP input files to OpenMC classes/XML

Corrections ⭐ 23

Corrections to the text of the book "Computer Simulation of Liquids" by Michael P. Allen and Dominic J. Tildesley (2nd edition, Oxford University Press, 2017)

Hermespy ⭐ 22

The Heterogeneous Radio Mobile Simulator

Ligpargen ⭐ 22

Metrolopy ⭐ 22

Tools for uncertainty propagation and measurement unit conversion — Outils pour la propagation des incertitudes et la conversion d'unités de mesure

Business Valuation With Discounted Cash Flow In Python ⭐ 21

Stocks and Assets Valuation via Discounted Cash Flow with Python

Massively parallel Monte Carlo diffusion MR simulator written in Python.

Mini Geant4 Learning Example

Antaresviz ⭐ 20

ANTARES Visualizations

Uncertaintyquantification.jl ⭐ 19

Uncertainty Quantification in Julia

An example project that predicts risk of credit card default using a Logistic Regression classifier and a 30,000 sample dataset.

Parallel Engine for Radiation Energy Deposition

Pypartmc ⭐ 18

Python (and C++) interface to PartMC with Jupyter/Python, Julia and Matlab examples

Binninganalysis.jl ⭐ 18

Statistical standard error estimation tools for correlated data

Profugus ⭐ 18

A set of radiation transport mini-applications used for performance optimization on HPC systems.

Cryptoscalping ⭐ 17

High Performance Crypto Scalping Infrastructure and Market Making Engine Developed in Go.

A python based, MPI enabled, Monte-Carlo calculation of 2D system using Metropolis algorithm.

SwolfPy is a free, multi-platform, Python-based, open-source, SWM LCA optimization framework with built-in parametric and Monte Carlo sensitivity and uncertainty analysis capabilities.

Topasgraphsim ⭐ 16

A GUI to simplify and streamline the plotting and analysis of medical physics simulations

Option Pricing Models ⭐ 16

Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.

JudgeD: Probabilistic Datalog with Dependencies

Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).

Egs_brachy ⭐ 14

egs_brachy is an application for doing Monte Carlo brachytherapy simulations based on EGSnrc/egs++.

Lattice_mc ⭐ 14

Lattice gas Monte Carlo simulation code

Adaptivepele ⭐ 14

AdaptivePELE is a Python package aimed at enhancing the sampling of molecular simulations

Simulation_modeling ⭐ 14

Simulation and Modeling topics for lab.

Monte Carlo ⭐ 14

Robust Supply Chain Network with Monte Carlo Simulation

Massively Parallel Simulator of Optical Coherence Tomography (OCT-MPS)

Automating Monte Carlo simulation on hardware accelerators.

ETA is a graphical event-driven programming language for time-tag processing.

Blackscholes_montecarlo ⭐ 13

Monte Carlo Methods applied to the Black-Scholes financial market model

Fogtorchpi ⭐ 13

A probabilistic prototype for deployment of Fog applications.

Probabilistic fire risk assessment framework

MC/DC: Monte Carlo Dynamic Code

Openmc Ecosystem ⭐ 12

List of open source projects related to OpenMC

Molecular Simulation ⭐ 12

分子シミュレーションの理論や関連するトピックをまとめたノート

Pymontecarlo ⭐ 12

A small Python library for creating simple Monte Carlo simulations.

Automatic sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.

Freepaths ⭐ 12

Monte Carlo simulator of phonon and heat transport in nanostructures

Antaresread ⭐ 11

Import, manipulate and explore the results of an Antares simulation

Financial Derivative Analysis And Simulation ⭐ 11

Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model incorporated with variance reduction.(For MH4518 Project)

Investment Portfolio ⭐ 11

A student Investment portfolio web app built with various optimization techniques and screening parameters from core finance

Fruit Machine Simulator With Excel Interface ⭐ 11

Fruit machine simulator with Excel input-output interface.

Open-source/Oak-Ridge Wang-Landau (OWL): A suite for first-principles based Monte Carlo simulations

1-100 of 159 search results

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