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monte-carlo-simulation x

65 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

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.

Powerful, efficient particle trajectory analysis in scientific Python.

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

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.

Quantsbin ⭐ 76

Quantitative Finance tools

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)

Assortment of code for model systems in computational physics

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.

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.

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

High Entropy Alloys ⭐ 35

Generate random alloys and compute various properties

Native plotting GUI for model design and verification

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.

Opengate ⭐ 28

Hoomd Examples ⭐ 28

HOOMD-blue example scripts.

Stellarmesh ⭐ 26

Create DAGMC geometry from CAD

Openmc_mcnp_adapter ⭐ 23

Tool for converting MCNP input files to OpenMC classes/XML

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.

Pypartmc ⭐ 18

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

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.

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

JudgeD: Probabilistic Datalog with Dependencies

Automating Monte Carlo simulation on hardware accelerators.

Lattice_mc ⭐ 14

Lattice gas Monte Carlo simulation code

Monte Carlo ⭐ 14

Robust Supply Chain Network with Monte Carlo Simulation

Adaptivepele ⭐ 14

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

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

Probabilistic fire risk assessment framework

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

MC/DC: Monte Carlo Dynamic Code

Freepaths ⭐ 12

Monte Carlo simulator of phonon and heat transport in nanostructures

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

Pymontecarlo ⭐ 12

A small Python library for creating simple Monte Carlo simulations.

Investment Portfolio ⭐ 11

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

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)

Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2017 (e.g., the method for computing the price of American call options and the construction of the early exercise premium in the Black-Scholes-Merton framework from section 18.4 in SMAP).

Implement Option Pricing Model Using Python ⭐ 10

Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estimate and likelihood ratio methods. Lastly, implemented binomial tree option pricing to price American option.

Atomisticreversemontecarlo ⭐ 10

OVITO Python modifier to generate bulk crystal structures with target Warren-Cowley parameters.

This python code creates hybrid MD/MC (NAMD/GOMC) simulations for the NVT, NPT, GCMC, and GEMC-NVT ensembles

Montecarlofootballmatchsim ⭐ 8

Predicting the outcomes of football matches using Monte Carlo simulations.

Pymembrane ⭐ 8

Advanced Coarse-Grained Membrane Simulation

Swolfpy Inputdata ⭐ 7

The swolfpy-inputdata module is responsible for storing, updating, and generating new uncertain input data for the process models in swolfpy-processmodels.

Pymontecarlo ⭐ 7

Python interface for Monte Carlo simulation programs

Robo Advisor ⭐ 7

robo-advisor is a quantitative analysis script written in Python that generates the least volatile portfolio given a list of stocks, with the goal of a 0% return.

Sdd Gp Mpc ⭐ 6

This repository contains the source code for "Stochastic data-driven model predictive control using Gaussian processes" (SDD-GP-MPC).

Montecarlo ⭐ 6

Monte Carlo simulation of asset price

Prms Python ⭐ 6

A Python package for the PRMS hydrologic model

Monte_carlo_game_ai_engine ⭐ 6

Monte Carlo AI Engine framework & Azul: Summer Pavilion specific rules

Quant Projects ⭐ 6

Implementations of Leading Algorithms in Quantitative Finance

Pysdm Examples ⭐ 6

PySDM usage examples reproducing results from literature and depicting how to use PySDM from Python Jupyter notebooks

SimPET is a framework intended to setup and launch PET imaging Monte Carlo simulations on a simple way. It uses popular tools such as SimSET and STIR

Simweights ⭐ 5

Pure python library for weighting IceCube simulation

Program that learns to play chess via reinforcement learning (Tensorflow).

Mcts Agent Cythonized ⭐ 5

MONTE Carlo Tree Search (MCTS) is a method for finding optimal decisions in a given domain by taking random samples in the decision space and building a search tree accordingly. It has already had a profound impact on Artificial Intelligence (AI) approaches for domains that can be represented as trees of sequential decisions, particularly games and planning problems. In this project I used a board game called "HEX" as a platform to test different simulation strategies in MCTS field.

Mcnntunes ⭐ 5

Tuning Monte Carlo generators with machine learning.

Sentinel-2 Top-Of-Atmosphere Radiometric Uncertainty Propagator

A Python package describing Stochastic Nucleation of Water in vials

Mit_6.00sc_vpt_learn_together ⭐ 5

as taught in 2011 MIT 6.00SC Introduction to Computer Science and Programming

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