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67 search results found

Financial Models Numerical Methods ⭐ 5,086

Collection of notebooks about quantitative finance, with interactive python code.

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.

Course Content ⭐ 2,527

NMA Computational Neuroscience course

Gpflow ⭐ 1,802

Gaussian processes in TensorFlow

Torchsde ⭐ 1,357

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

Rustquant ⭐ 537

Rust library for quantitative finance.

Pysteps ⭐ 389

Python framework for short-term ensemble prediction systems.

Stochastic ⭐ 317

Generate realizations of stochastic processes in python.

Stochasticdiffeq.jl ⭐ 229

Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem

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

Openturns ⭐ 203

Uncertainty treatment library

Neural Process Family ⭐ 163

Code for the Neural Processes website and replication of 4 papers on NPs. Pytorch implementation.

Easytemporalpointprocess ⭐ 149

EasyTPP: Towards Open Benchmarking Temporal Point Processes

Language_modeling_via_stochastic_processes ⭐ 116

Language modeling via stochastic processes. Oral @ ICLR 2022.

R package for statistical inference using partially observed Markov processes

Aleatory ⭐ 83

📦 Python library for Stochastic Processes Simulation and Visualisation

Multifractal Detrended Fluctuation Analysis in Python

A library for discrete-time Markov chains analysis.

Stochvolmodels ⭐ 65

Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

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)

Sdetools ⭐ 53

Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations

Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.

Pieces of code that have appeared on my blog with a focus on stochastic simulations.

Momentclosure.jl ⭐ 41

Tools to generate and study moment equations for any chemical reaction network using various moment closure approximations

Kramersmoyal ⭐ 39

kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order

Jumpdiff ⭐ 30

JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python

Pymc Stochastic Process ⭐ 22

Demonstrating the benefits of using Bayesian Inference and PYMC3 for estimating the parameters of stochastic processes commonly used in quantitative finance.

Quanttradingresearch ⭐ 21

Different quantitative trading models research

Continuous Time Flow Process ⭐ 21

PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)

Scentrees.jl ⭐ 20

Julia Package for Generating Scenario Trees and Scenario Lattices for Multistage Stochastic Optimization

Dissertation ⭐ 20

Zheng Zhao's doctoral dissertation from Aalto University

Ai_booklet_ce Aut ⭐ 20

Booklet and exam of Artificial Intelligence Master Degree at Amirkabir University of technology.

SdePy: Numerical Integration of Ito Stochastic Differential Equations

Piecewisedeterministicmarkovprocesses.jl ⭐ 19

Piecewise Deterministic Markov Processes in Julia

Tidynamics ⭐ 18

A tiny package to compute the dynamics of stochastic and molecular simulations

Algebraicagents.jl ⭐ 17

A lightweight framework to enable hierarchical, heterogeneous dynamical systems co-integration. Batteries included!

Python implementation of a multitaper window method for estimating Wigner spectra for certain locally stationary processes

Vankampen Stochastic ⭐ 16

Exercises and notes for N.G. Van Kampen's Stochastic Processes in Physics and Chemistry

Delayssatoolkit.jl ⭐ 15

DelaySSAToolkit.jl: a tool in Julia for stochastic simulation with delays

Stochastic Processes ⭐ 14

My book: Gentle Introduction to Chaotic Dynamical Systems. Includes stochastic dynamical systems and statistical properties of numeration systems in any dimension.

Markovbounds.jl ⭐ 14

A Julia package for the computation of hard, theoretically guaranteed bounds on the moments of jump-diffusion processes with polynomial data

Discotress ⭐ 14

🦜 DISCOTRESS 🦜 is a software package to simulate and analyse the dynamics on arbitrary Markov chains

Dynsis Networkx ⭐ 14

Networkx implementation of the SIS epidemic model for large and heterogeneous networks

Lifescripts ⭐ 13

Automating various decisions stochastically, starting with my current coin-based intermittent fasting and dice-based kettlebell.

Jdmbs: An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies

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

State-space deep Gaussian processes in Python and Matlab

A software package for flexible HPC GPs

Stochastic Calculus And Probability Model ⭐ 11

Record the learning materials of the course - "STOCHASTIC ANALYSIS OF COMPUTER NETWORKS" in National Cheng Kung University.

Open_fpe_ift ⭐ 11

We present a user-friendly open-source Matlab package for stochastic data analysis that enables to perform a standard analysis of given turbulent data and extracts the stochastic equations describing the scale-dependent cascade process in turbulent flows through Fokker-Planck equations and concepts of non-equilibrium stochastic thermodynamics.

Vanilla Option Pricing ⭐ 10

Stochastic models to price financial options

Numerical experiments with stochastic differential equations in Haskell

Kpc Toolbox ⭐ 8

KPC-Toolbox: MATLAB toolbox to fit Markovian Arrival Processes

Advanced_trading ⭐ 8

This repository offers a curated collection of research papers and code examples covering advanced trading strategies and financial engineering, including quantitative and algorithmic trading. It serves as a comprehensive resource for industry professionals and enthusiasts alike, helping them stay ahead of the curve in this rapidly-evolving field.

Epi.branch.sim ⭐ 8

Stochastic epidemiological branching simulation

Feedbackparticlefilters.jl ⭐ 8

A Julia package that provides (feedback) particle filters for nonlinear stochastic filtering and data assimilation problems

Taylor moment expansion in Python (JaX and SymPy) and Matlab

A generic approach for training probabilistic machine learning models

Pyrandwalk ⭐ 7

🚶Python Library for Random Walks.

Implementation of SIS epidemic model for large and heterogeneous networks.

Mlmc_is_srns ⭐ 7

This repository includes Matlab codes/routines that were used in our manuscript entitled "Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks" that can be found in this preprint: https://arxiv.org/abs/1911.06286

Isingmodel ⭐ 6

A classic implementation in C++ of the famous 2D Ising Model.

Sdd Gp Mpc ⭐ 6

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

Esgtoolkit ⭐ 6

Tools for Stochastic Simulation using diffusion models (R).

Episimulator ⭐ 6

EpiSimulator: A Data-Driven Stochastic Hybrid Model for COVID-19 in Italy.

A Python package describing Stochastic Nucleation of Water in vials

Blobmodel ⭐ 5

Model of propagating blobs in 1D and 2D

1-67 of 67 search results

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