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Search results for python stochastic volatility models
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stochastic-volatility-models
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4 search results found
Torchsde
⭐
1,357
Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
Stochastic
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317
Generate realizations of stochastic processes in python.
Pmh Tutorial
⭐
15
Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"
Gpo Smc Abc
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7
Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods
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