GitHub topics: montecarlo-simulation

Repositories

athompson-git/alplib

Axion-Like Particles: Simulated Spectra from Fixed Target, Reactor, and Solar Fluxes

Language: Python - Size: 16.6 MB - Last synced at: about 21 hours ago - Pushed at: about 21 hours ago - Stars: 3 - Forks: 3

neelesh-23/VaR_in_Python

Calculating Value at Risk (VaR) using historical, parametric and Monte Carlo Simulations

Language: Python - Size: 2.93 KB - Last synced at: 8 days ago - Pushed at: 8 days ago - Stars: 1 - Forks: 0

RoryQo/Diabetes-Bayesian-Analysis-Lab

Using Monte Carlo simulation and plotting the distributions, we can see a significant difference between those with and without diabetes in key factors

Language: R - Size: 460 KB - Last synced at: 10 days ago - Pushed at: 10 days ago - Stars: 5 - Forks: 0

mukkelian/Ether

Based on the classical lattice model (Heisenberg, XY, XYZ, etc.), code Ether has been developed to study the thermodynamics of ANY CRYSTAL SYSTEM by performing the classical Monte Carlo methods.

Language: Fortran - Size: 609 KB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 10 - Forks: 1

Techtonique/esgtoolkit

Tools for Stochastic Simulation using diffusion models (R).

Language: R - Size: 2.18 MB - Last synced at: about 11 hours ago - Pushed at: about 1 month ago - Stars: 11 - Forks: 3

Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swaptions, forward rate agreements, and more exotic securities such as inverse or range floaters

Language: Go - Size: 268 KB - Last synced at: 4 days ago - Pushed at: about 2 years ago - Stars: 10 - Forks: 3

ThatSINEWAVE/Monte-Carlo-Engine

A web-based simulation tool that leverages the Monte Carlo method to generate probabilistic outcomes based on user-defined parameters.

Language: JavaScript - Size: 455 KB - Last synced at: 11 days ago - Pushed at: about 1 month ago - Stars: 2 - Forks: 0

gaugau3000/mc_sim_fin

Montecarlo simulations/analysis for finance (equity simulator)

Language: Python - Size: 703 KB - Last synced at: 3 days ago - Pushed at: almost 2 years ago - Stars: 34 - Forks: 10

LorenzoCiorra/Computational-Statistical-Mechanics

Repository per il progetto del corso di Computational Stitistical Mechanics ed 2024-2025 Sapienza

Size: 15.6 KB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 1 - Forks: 0

alison-carrera/mabalgs

:bust_in_silhouette: Multi-Armed Bandit Algorithms Library (MAB) :cop:

Language: Python - Size: 2.1 MB - Last synced at: about 1 month ago - Pushed at: over 2 years ago - Stars: 132 - Forks: 26

adamkurth/IRT_MIRT_project

Running simulation scripts through R and flexMIRT for Multiple Item Response Theory.

Language: R - Size: 9.2 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 1 - Forks: 0

NirupamKhanal/NumericalAnalysis

Numerical Methods for Computational Mathematics and Analysis

Language: Jupyter Notebook - Size: 591 KB - Last synced at: about 2 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0

Ghost2-lab/DCF-Monte-Carlo-Simulation

Erweiterung der Discounted-Cashflow-Methode mithilfe einer Monte-Carlo-Simulation zur Präzisierung der Aktienbewertung und Quantifizierung von Unsicherheiten in Schätzungen.

Language: Python - Size: 128 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0

virajvaidya/ValueAtRiskModels

Value at Risk (VaR) and Sharpe Ratio computations of securities on the Australian Stock Exchange (ASX).

Language: Jupyter Notebook - Size: 652 KB - Last synced at: 3 months ago - Pushed at: over 3 years ago - Stars: 3 - Forks: 0

temken/DaMaSCUS

Dark Matter Simulation Code for Underground Scatterings

Language: C++ - Size: 28.1 MB - Last synced at: 13 days ago - Pushed at: about 3 years ago - Stars: 7 - Forks: 0

stats9/R_Fancy

In this repository, software applications in simulation and visualization for various applications are presented with interesting examples.

Language: HTML - Size: 96.8 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0

IMSY-DKFZ/mcmlgpu

This repository contains the base code for Monte Carlo simulations in a GPU of light transport on turbid media in GPU.

Language: C++ - Size: 3.19 MB - Last synced at: 9 days ago - Pushed at: 3 months ago - Stars: 4 - Forks: 0

Gregoritsch3/Project_Radioactive_Decay

An analytic ( system of coupled ODEs), numeric (Runge-Kutta 4, Newton-Raphson) and stochastic (Monte Carlo) treatment of the chained radioactive decay of Bi[210, 83] into Po[210,84], as well as the emission of alpha-particles. Associated comments and paper are in Croatian.

Language: Jupyter Notebook - Size: 1.57 MB - Last synced at: about 2 months ago - Pushed at: 8 months ago - Stars: 0 - Forks: 0

luisontaneda/option_pricing_pybind11

COS Method and Montercarlo simulation implementation for option pricing using pybind11.

Language: Makefile - Size: 39.8 MB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 1 - Forks: 0

moritzobenauer/pottsmodel-python

Performing the Wang Landau Algorithm for the Q-State Potts Model on a two-dimensional square lattice.

Language: Python - Size: 1.34 MB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0

ZhijingEu/Customer_Lifetime_Values_BTYD_Modelling_PyMCMarketing

This a simple Customer Lifetime Value analysis using Buy Till You Die Modelling With PyMC Marketing library

Language: Jupyter Notebook - Size: 17.3 MB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 0 - Forks: 0

NickCellino/reinforcement-learning-exercises

Exercises from Sutton and Barto's Reinforcement Learning: An Introduction

Language: Python - Size: 7.01 MB - Last synced at: 8 days ago - Pushed at: about 7 years ago - Stars: 12 - Forks: 6

temken/DaMaSCUS-CRUST

Dark Matter Simulation Code for Underground Scatterings - Crust Edition

Language: C++ - Size: 3.79 MB - Last synced at: 13 days ago - Pushed at: about 2 years ago - Stars: 9 - Forks: 6

PhotonTJ/Poker-Probability

This repository gives a C++ code for finding out the probability of a flush in the game of poker.

Language: C++ - Size: 7.81 KB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 0 - Forks: 0

danieltorrez29/MonteCarloArcheryGameSimulator

Archery game simulator based on Monte Carlo method.

Language: Java - Size: 2.35 MB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 1 - Forks: 1

dods30/MAT-469

Language: HTML - Size: 3.21 MB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 0 - Forks: 0

ZRunner/Four-in-a-Row 📦

A JEE school project involving AI

Language: Java - Size: 2.77 MB - Last synced at: 12 months ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

NathanWine/2048-AI-Solvers

Collection of AI algorithms to solve/optimize 2048 games.

Language: C++ - Size: 86.9 KB - Last synced at: 12 months ago - Pushed at: over 3 years ago - Stars: 4 - Forks: 1

tedteske/CRE_Monte_Carlo

Language: Jupyter Notebook - Size: 569 KB - Last synced at: about 1 year ago - Pushed at: about 3 years ago - Stars: 0 - Forks: 0

DiegoGamarra254/MONTECARLO-SIMULATION-IN-PYTHON-AND-R

Basic Montecarlo Simulation examples in Python and R

Language: Jupyter Notebook - Size: 310 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

RomeroCarranzaEmiliano/SIM_TP4

Trabajo práctico para la materia de simulación 4k2 referente a la unidad de Montecarlo

Language: Python - Size: 126 KB - Last synced at: about 1 year ago - Pushed at: almost 4 years ago - Stars: 0 - Forks: 2

RaghavsScarletSplendour/MonteCarloSimStockPrices

This project explores the application of Monte Carlo simulation techniques to predict stock price movements over time. Utilizing Python and libraries such as NumPy and Matplotlib, it offers a hands-on approach to understanding the stochastic nature of financial markets and the practical application of statistical methods in finance.

Language: Jupyter Notebook - Size: 1.18 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

ChinmayKhasnis7/Computational-Physics

This repository contains implementation of beginner to intermediate concepts in computational physics

Language: Jupyter Notebook - Size: 1.69 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

tmbeardsley/ising2d_parallel

Parallel Monte Carlo simulations of the 2d Ising model at multiple temperatures in a web browser (https://www.tbeardsley.com/projects/montecarlo/ising2d)

Language: JavaScript - Size: 0 Bytes - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

RuiArmada/Raytracer Fork of pta2002/raytracer 📦

Raytracer implementation in C++ (VI Assignment - 2022/2023)

Language: C++ - Size: 7.45 MB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 6 - Forks: 0

sdepy/sdepy

SdePy: Numerical Integration of Ito Stochastic Differential Equations

Language: Python - Size: 363 KB - Last synced at: about 1 year ago - Pushed at: over 3 years ago - Stars: 39 - Forks: 8

MrCabss69/Machine-Learning-Blackjack

Aplicando redes neuronales, aprendizaje por refuerzo y algoritmos genéticos para calcular las mejores estrategias en el BlackJack.

Language: Jupyter Notebook - Size: 9.52 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

MarcoZazzini1989/Stock-market-analysis-for-Italian-Banks

In this project, we'll analyse data from italian stock market for bank stocks.

Language: Jupyter Notebook - Size: 862 KB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

mmopl/monte-carlo-stock-price-sims

Monte Carlo simulations

Language: Jupyter Notebook - Size: 2.16 MB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0

gscriva/pixel-cnn

A convolutional autoregressive model to boost Monte Carlo Simulations.

Language: Python - Size: 67.4 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

edelgm6/montecarlo-holdem

Montecarlo Simulator for Texas Hold Em

Language: Python - Size: 1.88 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 0

eladolfos/Sistema-Coloidal

Simulación de un sistema coloidal en una caja de (20x20) micro metros utilizando python3

Language: Python - Size: 15.6 KB - Last synced at: over 1 year ago - Pushed at: over 5 years ago - Stars: 0 - Forks: 0

subhamsharma7/Options-Pricing-

Pricing vanilla European option using BSM and Monte carlo simulation. Path dependent option pricing using Monte-Carlo simulation

Language: Jupyter Notebook - Size: 2.24 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

haeginh/POLY2TET

POLY2TET: A Computer Program for Conversion of Computational Human Phantoms from Polygonal Mesh to Tetrahedral Mesh

Language: C++ - Size: 509 KB - Last synced at: about 1 year ago - Pushed at: about 3 years ago - Stars: 5 - Forks: 1

prathyush90/SequentialMCL

Language: Python - Size: 104 KB - Last synced at: over 1 year ago - Pushed at: over 5 years ago - Stars: 0 - Forks: 0

jonmatteochurch/couette 📦

Statistical Mechanics Project

Language: Fortran - Size: 397 KB - Last synced at: over 1 year ago - Pushed at: over 5 years ago - Stars: 0 - Forks: 0

threnjen/Monte_Carlo_Game_AI_Engine

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

Language: Python - Size: 532 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 6 - Forks: 1

superboubek/bcd

Bayesian Collaborative Denoiser for Monte Carlo Rendering

Language: C++ - Size: 53.8 MB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 179 - Forks: 25

stimson06/Ultimate-Tic-Tac-Toe

Play Ultimate Tic-Tac-Toe simulated by Monte Carlo Tree Search

Language: Python - Size: 92.8 KB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0

robertovacante/unbiasedness

Unbiasedness of the Sample Variance through a Monte-Carlo simulation.

Language: Stata - Size: 12.7 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0

KonstantinQuant/simulation-based-pricing

Monte Carlo Simulation Option Pricing application in various programming languages and Excel

Language: Jupyter Notebook - Size: 232 KB - Last synced at: over 1 year ago - Pushed at: almost 3 years ago - Stars: 0 - Forks: 0

Cuadernin/sqrtsimulation

Computes the nth root using Monte Carlo simulation

Language: Python - Size: 19.5 KB - Last synced at: 17 days ago - Pushed at: almost 4 years ago - Stars: 0 - Forks: 0

awhipp/Montecarlo-on-MT4-Backtests

Run MetaTrader 4 backtests through a Montecarlo Simulation

Language: Python - Size: 5.86 KB - Last synced at: 12 months ago - Pushed at: over 4 years ago - Stars: 6 - Forks: 4

bstjean/Caerus

Engine to play the EWN (EinStein würfelt nicht!) game

Language: Smalltalk - Size: 23.4 KB - Last synced at: 4 months ago - Pushed at: about 6 years ago - Stars: 1 - Forks: 0

gswarge/Monte_carlo_simulation_airline_overbooking

Monte Carlo Simulation of Airline Overbooking: Optimise the no of tickets an airline should oversell to maximize their profits.

Language: Jupyter Notebook - Size: 148 KB - Last synced at: over 1 year ago - Pushed at: almost 5 years ago - Stars: 2 - Forks: 0

Dewberry/pfra-hydromet

Tools for developing pluvial (excess rainfall) and fluvial scenarios for probabilistic flood risk analyses

Language: Jupyter Notebook - Size: 159 MB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 24 - Forks: 16

PeterSchuld/MITx6.00.2x_IntroToDS

Massachusetts Institute of Technology course MITx 6.00.2x "Introduction to Computational Thinking and Data Science" (Winter 2019). An introduction to using computation to understand real-world phenomena. John Guttag, Professor of CS and EE, Massachusetts Institute of Technology. Part 2 of »Computational Thinking using Python« XSeries® program on edX.

Language: Python - Size: 2.54 MB - Last synced at: over 1 year ago - Pushed at: about 5 years ago - Stars: 0 - Forks: 0

LukasMoer/crystalgrowth

A simulation of crystal growth by voronoi diagrams with polygonal growing seeds

Language: Python - Size: 6.54 MB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 1 - Forks: 0

nikhilvirmani4/STATS_Project1

Statistical Method for Data Science course assignment 1

Language: Jupyter Notebook - Size: 124 KB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0

imabug/EGSsrc

EGSnrc simulations

Language: Fortran - Size: 997 KB - Last synced at: over 1 year ago - Pushed at: over 6 years ago - Stars: 1 - Forks: 1

hbasaraner/torricelli-point-simulation

BIL4101: Simulation Techniques, 2nd Homework

Language: C# - Size: 617 KB - Last synced at: over 1 year ago - Pushed at: about 6 years ago - Stars: 1 - Forks: 0

bleunguts/OptionsPricerCpp

Monte Carlo Pricing with extendable PayOff model

Language: C++ - Size: 186 KB - Last synced at: over 1 year ago - Pushed at: about 4 years ago - Stars: 1 - Forks: 2

dickreuter/PokerEquityCalculator

C++ implementation of a poker equity calculator as montecarlo simulation

Language: C++ - Size: 36.1 KB - Last synced at: 13 days ago - Pushed at: over 5 years ago - Stars: 17 - Forks: 7

matteopicciolini/Numeric-Simulation-Laboratory

Project developed for the Numeric Simulation Laboratory A.A. 2022-2023, held by professor Davide Emilio Galli at the University of Milan, Physics Department.

Language: Jupyter Notebook - Size: 214 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0

Nicholaihx/ETL-Excel-Statistical-Analysis-of-Data

Projects on the way to completing the Data Analytics Diploma with honors at SAIT

Size: 1.62 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0

pouyaardehkhani/FinancialAnalysis

This notebook provides some skills to perform financial analysis on economical data.

Language: Jupyter Notebook - Size: 29.8 MB - Last synced at: almost 2 years ago - Pushed at: about 3 years ago - Stars: 10 - Forks: 7

VladMarianCimpeanu/OLA_project

Reinforcement learning techniques applied to solve pricing problems in e-commerce applications. Final project for "Online learning applications" course (2021-2022)

Language: Jupyter Notebook - Size: 52.6 MB - Last synced at: almost 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 3

danieltorrez29/RestaurantSimulation

Restaurant Simulation based on Monte Carlo method.

Language: Java - Size: 349 KB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 1 - Forks: 0

Deckstar/Multifractal-Model-of-Asset-Returns-MMAR-for-Thesis

I wrote a Master's in Finance thesis on Monte Carlo simulation of the Multifractal Model of Asset Returns. This is a model developed in the late 1990's by Benoît Mandelbrot and his two students, Laurent Calvet and Adlai Fisher. I had never programmed before and this was my first big coding project — so sorry if the code sucks! I did what I could :)

Language: Jupyter Notebook - Size: 27.5 MB - Last synced at: almost 2 years ago - Pushed at: over 4 years ago - Stars: 34 - Forks: 7

martacanirome4/MontecarloMethodSimulation

Obtención de una aproximación al número PI mediante el método de Montecarlo

Language: Java - Size: 305 KB - Last synced at: almost 2 years ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 0

vmieres/Personal-Finance-Planer-Retirement-Planing

This repo is about Financial Planing

Language: Jupyter Notebook - Size: 1.33 MB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 2 - Forks: 0

marcelacastano/Financial-Planner

Emergency fund and retirement plan tools. Connects to Alpaca API and runs a Monte Carlo Simulation to analyze portfolio performance.

Language: Jupyter Notebook - Size: 2.86 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 2

GuillevicMyriam/inventory_uncertainty_UNFCCC_CLRTAP

Contains a method in Python to compute the uncertainty of an inventory (such as a pollutant inventory or a greenhouse gas inventory), based on input uncertainty for specific sub-categories of this inventory.

Language: Python - Size: 1.72 MB - Last synced at: about 1 year ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0

kaybenleroll/carinsurance_pricing

This repository illustrates some work in using GLMs to price car insurance based on car insurance policy and claim data. It also features some systematic data exploration and the use of MonteCarlo simulation to investigate the effectiveness of the pricing policies we are using.

Language: HTML - Size: 29 MB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 8 - Forks: 12

diverso-lab/fm_montecarlo

MonteCarlo techniques applied to feature models.

Language: Python - Size: 20.6 MB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 3 - Forks: 3

hiro106/coin_flip_game Fork of yiuhyuk/coin_flip_game

Used to illustrate why bagging is effective

Language: Jupyter Notebook - Size: 79.1 KB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 1 - Forks: 0

mehmethalis/MonteCarlo-E-Value_MultiThread

Python project which is used single thread, multi thread with Numba jit compiler.

Language: Python - Size: 4.88 KB - Last synced at: almost 2 years ago - Pushed at: over 3 years ago - Stars: 2 - Forks: 0

hclivess/Montecarlo

Basic Montecarlo distribution simulator

Language: Python - Size: 31.3 KB - Last synced at: about 1 year ago - Pushed at: almost 3 years ago - Stars: 1 - Forks: 0

andreagrbic/master_rad_matf

Vrednovanje azijskih opcija

Language: R - Size: 739 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 0

nostrumbiodiscovery/pele_platform

Wrap up Platform to launch all PELE features. [AdaptivePELE, MSM, LigandGrowing, Glide Rescoring]

Language: Python - Size: 184 MB - Last synced at: 19 days ago - Pushed at: over 2 years ago - Stars: 9 - Forks: 13

diegonti/MoMo

Practical Sessions problems for the Molecular Modelling course of the "Atomistic and Multiscale Computational Modelling" Master Degree. Course 2022-2023.

Language: Jupyter Notebook - Size: 76.5 MB - Last synced at: about 2 months ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 0

shehio/Everything-Financial-Engineering

Links for the most relevant topics

Size: 29.3 KB - Last synced at: about 2 years ago - Pushed at: over 5 years ago - Stars: 17 - Forks: 2

raos-projects/rvu-target-feasibility

Simulate operating room utilization using cross-sectional data from the American College of Surgeons National Surgical Quality Improvement Program (ACS NSQIP). Code made available with concurrent manuscript submission of Rao et al. (Annals of Surgery Open, 2023).

Language: R - Size: 182 KB - Last synced at: 9 months ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 0