Ecosyste.ms: Repos

An open API service providing repository metadata for many open source software ecosystems.

GitHub topics: stochastic-differential-equations

quantgirluk/aleatory

📦 Python library for Stochastic Processes Simulation and Visualisation

Language: Python - Size: 83 MB - Last synced: about 8 hours ago - Pushed: about 9 hours ago - Stars: 121 - Forks: 10

LemurPwned/cmtj

A Python library for simulating multilayer magnetic structures.

Language: C++ - Size: 39.4 MB - Last synced: about 22 hours ago - Pushed: about 23 hours ago - Stars: 34 - Forks: 5

SciML/ModelingToolkit.jl

An acausal modeling framework for automatically parallelized scientific machine learning (SciML) in Julia. A computer algebra system for integrated symbolics for physics-informed machine learning and automated transformations of differential equations

Language: Julia - Size: 150 MB - Last synced: about 12 hours ago - Pushed: 1 day ago - Stars: 1,365 - Forks: 194

SciML/DiffEqFlux.jl

Pre-built implicit layer architectures with O(1) backprop, GPUs, and stiff+non-stiff DE solvers, demonstrating scientific machine learning (SciML) and physics-informed machine learning methods

Language: Julia - Size: 116 MB - Last synced: about 16 hours ago - Pushed: 1 day ago - Stars: 841 - Forks: 151

Techtonique/esgtoolkit

Tools for Stochastic Simulation using diffusion models (R).

Language: R - Size: 2.03 MB - Last synced: 2 days ago - Pushed: 3 days ago - Stars: 9 - Forks: 3

SciML/DifferentialEquations.jl

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.

Language: Julia - Size: 169 MB - Last synced: 1 day ago - Pushed: 12 days ago - Stars: 2,770 - Forks: 219

google-research/torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

Language: Python - Size: 4.17 MB - Last synced: 8 days ago - Pushed: 8 months ago - Stars: 1,483 - Forks: 184

JuliaGNI/GeometricIntegrators.jl

Geometric Numerical Integration in Julia

Language: Julia - Size: 10.8 MB - Last synced: 4 days ago - Pushed: 4 days ago - Stars: 46 - Forks: 8

Neumann-A/StochasticPhysics

A C++ "Framework" to perform stochastic simulations. Currently mainly focused on the simulation of the magnetisation behavior of nanoparticles in a makrospin approximation

Language: C++ - Size: 978 KB - Last synced: 16 days ago - Pushed: about 1 year ago - Stars: 2 - Forks: 2

cantaro86/Financial-Models-Numerical-Methods

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

Language: Jupyter Notebook - Size: 23.1 MB - Last synced: 16 days ago - Pushed: 3 months ago - Stars: 5,267 - Forks: 958

JuliaDynamics/CriticalTransitions.jl

A Julia package for critical transitions in dynamical systems with time-dependent forcing

Language: Julia - Size: 9.92 MB - Last synced: 25 days ago - Pushed: 25 days ago - Stars: 17 - Forks: 2

lmcj-xyz/PhD_Numerical_Schemes_SDEs

Numerical schemes to find solutions of SDEs

Language: Python - Size: 588 KB - Last synced: 19 days ago - Pushed: 23 days ago - Stars: 0 - Forks: 0

crflynn/stochastic

Generate realizations of stochastic processes in python.

Language: Python - Size: 3.73 MB - Last synced: 15 days ago - Pushed: over 1 year ago - Stars: 422 - Forks: 78

mschauer/Bridge.jl

A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.

Language: Jupyter Notebook - Size: 10.2 MB - Last synced: 8 days ago - Pushed: over 2 years ago - Stars: 109 - Forks: 19

Algolzw/image-restoration-sde

Image Restoration with Mean-Reverting Stochastic Differential Equations, ICML 2023. Winning solution of the NTIRE 2023 Image Shadow Removal Challenge.

Language: Python - Size: 47.2 MB - Last synced: 6 months ago - Pushed: 8 months ago - Stars: 339 - Forks: 19

cdriveraus/ctsem

Hierarchical continuous time state space modelling

Language: R - Size: 141 MB - Last synced: about 2 months ago - Pushed: 3 months ago - Stars: 38 - Forks: 14

SciML/DiffEqBase.jl

The lightweight Base library for shared types and functionality for defining differential equation and scientific machine learning (SciML) problems

Language: Julia - Size: 2.84 MB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 295 - Forks: 102

antoine311200/BSDE-tensor-networks

Parabolic PDE resolution with Tensor Networks using Backward-Forward Stochastic Differential Equations

Language: Jupyter Notebook - Size: 2.29 MB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 0 - Forks: 0

SciML/diffeqpy

Solving differential equations in Python using DifferentialEquations.jl and the SciML Scientific Machine Learning organization

Language: Python - Size: 154 KB - Last synced: about 1 month ago - Pushed: 2 months ago - Stars: 490 - Forks: 38

jkirkby3/pymle

Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)

Language: Python - Size: 214 KB - Last synced: 5 days ago - Pushed: about 1 year ago - Stars: 40 - Forks: 11

KhashayarRahimi/Option-Pricing

Different Methods for Pricing and Trading Persian Options

Language: Jupyter Notebook - Size: 3.85 MB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 1 - Forks: 0

juliusberner/sde_sampler

Improved sampling via learned diffusions (ICLR2024) and an optimal control perspective on diffusion-based generative modeling (TMLR2024)

Language: Python - Size: 2.8 MB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 24 - Forks: 2

LRydin/KramersMoyal

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

Language: Python - Size: 4.67 MB - Last synced: 21 days ago - Pushed: 4 months ago - Stars: 62 - Forks: 12

SciML/SciMLTutorials.jl

Tutorials for doing scientific machine learning (SciML) and high-performance differential equation solving with open source software.

Language: CSS - Size: 217 MB - Last synced: about 1 month ago - Pushed: 9 months ago - Stars: 706 - Forks: 128

yang-song/score_sde_pytorch

PyTorch implementation for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)

Language: Jupyter Notebook - Size: 3.93 MB - Last synced: about 1 month ago - Pushed: over 1 year ago - Stars: 1,470 - Forks: 272

yang-song/score_sde

Official code for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)

Language: Jupyter Notebook - Size: 4.35 MB - Last synced: about 1 month ago - Pushed: over 1 year ago - Stars: 1,281 - Forks: 179

pika-pikachu/BoundaryCrossingProbabilities.jl

Computes the boundary crossing probability for a general diffusion process and time-dependent boundary.

Language: Julia - Size: 1.28 MB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 1 - Forks: 0

tee-lab/PyDaddy

Python package to discover stochastic differential equations from time series data

Language: Python - Size: 130 MB - Last synced: 27 days ago - Pushed: 8 months ago - Stars: 87 - Forks: 10

SciML/DiffEqProblemLibrary.jl

A library of premade problems for examples and testing differential equation solvers and other SciML scientific machine learning tools

Language: Julia - Size: 712 KB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 54 - Forks: 34

SciML/diffeqr

Solving differential equations in R using DifferentialEquations.jl and the SciML Scientific Machine Learning ecosystem

Language: R - Size: 330 KB - Last synced: about 1 month ago - Pushed: 2 months ago - Stars: 134 - Forks: 14

SciML/DiffEqOperators.jl 📦

Linear operators for discretizations of differential equations and scientific machine learning (SciML)

Language: Julia - Size: 3.33 MB - Last synced: about 1 month ago - Pushed: 11 months ago - Stars: 283 - Forks: 74

vrettasm/VGPA

Variational Gaussian Process Approximation. This project contains a python3 implementation of the original VGPA algorithm for approximate inference in SDEs.

Language: Python - Size: 236 KB - Last synced: 2 months ago - Pushed: 11 months ago - Stars: 4 - Forks: 1

vrettasm/HamiltonianMonteCarlo

Hamiltonian Monte Carlo (HMC) sampling method in Python3, based on the original paper: Simon Duane, Anthony D. Kennedy, Brian J. Pendleton and Duncan Roweth (1987). "Hybrid Monte Carlo". Physics Letters B. 195 (2): 216–222.

Language: Python - Size: 7.19 MB - Last synced: 2 months ago - Pushed: 11 months ago - Stars: 0 - Forks: 0

yuvalofek/Financial-Signal-Processing

Financial engineering from a signal processing perspective

Language: Jupyter Notebook - Size: 877 KB - Last synced: 27 days ago - Pushed: over 1 year ago - Stars: 6 - Forks: 1

MaciejRola/neuralSDE

Code of numerical experiments in Master's thesis [TBD]

Language: Python - Size: 5.47 MB - Last synced: about 2 months ago - Pushed: about 2 months ago - Stars: 1 - Forks: 0

JFagin/latent_SDE

Code for "Latent Stochastic Differential Equations for Modeling Quasar Variability and Inferring Black Hole Properties"

Language: Python - Size: 20.8 MB - Last synced: 29 days ago - Pushed: 29 days ago - Stars: 2 - Forks: 0

SciML/DiffEqBayes.jl

Extension functionality which uses Stan.jl, DynamicHMC.jl, and Turing.jl to estimate the parameters to differential equations and perform Bayesian probabilistic scientific machine learning

Language: Julia - Size: 38.7 MB - Last synced: about 1 month ago - Pushed: 2 months ago - Stars: 119 - Forks: 29

SciML/StochasticDiffEq.jl

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

Language: Julia - Size: 2.5 MB - Last synced: about 1 month ago - Pushed: about 2 months ago - Stars: 233 - Forks: 66

Peiyannn/Neural-Operator-with-Regularity-Structure

Language: Python - Size: 93.8 KB - Last synced: 3 months ago - Pushed: about 2 years ago - Stars: 4 - Forks: 0

jung235/pydiffuser

A simulation framework for nonequilibrium statistical physics

Language: Python - Size: 381 KB - Last synced: 11 days ago - Pushed: 2 months ago - Stars: 4 - Forks: 0

juliankappler/PyTubular

Python module for the evaluation of probability densities and exit rates in a tubular ensemble

Language: Python - Size: 545 KB - Last synced: 3 months ago - Pushed: 3 months ago - Stars: 0 - Forks: 0

zgbkdlm/tme

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

Language: Python - Size: 1010 KB - Last synced: 10 days ago - Pushed: over 1 year ago - Stars: 12 - Forks: 0

ylefay/bayesianSDEsolver

Efficient SDE samplers including Gaussian-based probabilistic solvers. Written in JAX.

Language: Python - Size: 4.01 MB - Last synced: 4 months ago - Pushed: 4 months ago - Stars: 0 - Forks: 0

sdepy/sdepy

SdePy: Numerical Integration of Ito Stochastic Differential Equations

Language: Python - Size: 363 KB - Last synced: 3 months ago - Pushed: over 2 years ago - Stars: 39 - Forks: 8

planelles20/numerical-methods-fortran

Solving linear, nonlinear equations, ordinary differential equations, ... using numerical methods in fortran

Language: Fortran - Size: 189 KB - Last synced: 4 months ago - Pushed: about 3 years ago - Stars: 87 - Forks: 18

citiususc/voila

Variational Inference for Langevin Equations

Language: R - Size: 1.26 MB - Last synced: about 1 month ago - Pushed: over 6 years ago - Stars: 20 - Forks: 3

hudsonhoch/feynman-kac-ode

An implementation of the results in A Feynman-Kac Type Theorem for ODEs: Solutions of Second Order ODEs as Modes of Diffusions

Language: Jupyter Notebook - Size: 306 KB - Last synced: 4 months ago - Pushed: 4 months ago - Stars: 0 - Forks: 0

gpavanb1/NODEFit.jl

Fit Time-Series Data to Neural Differential Equations in Julia

Language: Julia - Size: 154 KB - Last synced: 5 months ago - Pushed: 5 months ago - Stars: 2 - Forks: 0

thorpn/MonteCarlo

Monte Carlo used for the seminar Monte Carlo Methods in Econometrics and Finance at the university of Copenhagen

Language: MATLAB - Size: 85 KB - Last synced: 4 months ago - Pushed: about 1 year ago - Stars: 1 - Forks: 2

AaltoML/SDE

Example codes for the book Applied Stochastic Differential Equations

Language: MATLAB - Size: 53.7 KB - Last synced: 5 months ago - Pushed: almost 3 years ago - Stars: 153 - Forks: 37

ylefay/polynomialBrownian

Numerical approximations for stochastic differential equations.

Language: OCaml - Size: 45.8 MB - Last synced: 5 months ago - Pushed: 8 months ago - Stars: 0 - Forks: 0

jblanco89/ML_Zoomcamp_Capstone_Project

ML Zoomcamp Capston Project Repository - Stochastic Time Series Forecasting Using Ensemble Learning Approach

Language: Jupyter Notebook - Size: 29 MB - Last synced: 5 months ago - Pushed: 5 months ago - Stars: 1 - Forks: 1

waidschrat/PSM Fork of stigbm/PSM

PSM - Population Stochastic Modelling

Language: R - Size: 6.69 MB - Last synced: 5 months ago - Pushed: 5 months ago - Stars: 0 - Forks: 0

SciML/DiffEqParamEstim.jl

Easy scientific machine learning (SciML) parameter estimation with pre-built loss functions

Language: Julia - Size: 5.26 MB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 60 - Forks: 34

hasifnumerics/Summer-Research-Report-LBNL

Optimization of Stochastic Differential Equation Solver for Particle Data Set Generation using Fast Point Cloud Diffusion (FPCD) model.

Language: Python - Size: 121 MB - Last synced: 6 months ago - Pushed: 6 months ago - Stars: 0 - Forks: 0

dsagolla/nssvie

Language: Python - Size: 479 KB - Last synced: 15 days ago - Pushed: 6 months ago - Stars: 0 - Forks: 0

simonchemnitz/Non-parametric-bayesian

Code for my Project in Statistics: Nonparametric drift estimation of stochastic differential equations

Language: Jupyter Notebook - Size: 3.96 MB - Last synced: 6 months ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0

harryjo97/GDSS

Official Code Repository for the paper "Score-based Generative Modeling of Graphs via the System of Stochastic Differential Equations" (ICML 2022)

Language: Python - Size: 46 MB - Last synced: 6 months ago - Pushed: 6 months ago - Stars: 99 - Forks: 19

Tom-Ryder/VIforSDEs

A variational method for fast, approximate inference for stochastic differential equations.

Language: Python - Size: 1.54 MB - Last synced: about 2 months ago - Pushed: almost 6 years ago - Stars: 42 - Forks: 11

dancixx/stochastic-js

This project try to bring closer the stochastic calculus and Typescript.

Language: TypeScript - Size: 293 KB - Last synced: 13 days ago - Pushed: 11 months ago - Stars: 5 - Forks: 0

coursekevin/arlatentsde

Accompanying code for the paper "Amortized reparametrization: efficient and scalable variational inference for latent SDEs

Language: Python - Size: 158 KB - Last synced: 6 months ago - Pushed: 6 months ago - Stars: 2 - Forks: 0

shah314/forecasting

Comparison of Stochastic Forecasting Methods

Language: R - Size: 954 KB - Last synced: 6 months ago - Pushed: almost 3 years ago - Stars: 2 - Forks: 2

komahanb/pspace

Probabilistic space module for stochastic galerkin and stochastic collocation computations

Language: C++ - Size: 2 MB - Last synced: 7 months ago - Pushed: 7 months ago - Stars: 2 - Forks: 1

FHoltorf/MarkovBounds.jl

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

Language: Julia - Size: 8.06 MB - Last synced: 5 months ago - Pushed: 5 months ago - Stars: 14 - Forks: 0

SciML/DiffEqFinancial.jl

Differential equation problem specifications and scientific machine learning for common financial models

Language: Julia - Size: 344 KB - Last synced: about 1 month ago - Pushed: about 2 months ago - Stars: 23 - Forks: 16

avramidis/sodecl

SODECL is a library of ordinary differential equation (ODE) and stochastic differential equation (SDE) solvers in OpenCL.

Language: C++ - Size: 1.06 MB - Last synced: 7 months ago - Pushed: almost 4 years ago - Stars: 10 - Forks: 3

xwinxu/bayeSDE

Code for "Infinitely Deep Bayesian Neural Networks with Stochastic Differential Equations"

Language: Python - Size: 46.7 MB - Last synced: 6 months ago - Pushed: over 2 years ago - Stars: 145 - Forks: 24

tttc3/MCCube

Markov Chain Cubature via JAX. Efficient SDE solving and Bayesian inference.

Language: Python - Size: 221 KB - Last synced: 22 days ago - Pushed: 3 months ago - Stars: 2 - Forks: 0

ramonVDAKKER/teaching-quantitative-finance

Auxiliary material course Quantitative Finance (Tilburg University)

Language: TeX - Size: 8.83 MB - Last synced: 12 months ago - Pushed: over 1 year ago - Stars: 2 - Forks: 0

dimitra-maoutsa/DeterministicParticleFlowControl

Repository for Deterministic Particle Flow Control framework

Language: Python - Size: 42.3 MB - Last synced: 16 days ago - Pushed: over 1 year ago - Stars: 9 - Forks: 1

volkziem/PhysicsAndFinance

Matlab live scripts for the book "Physics and Finance" published by Springer in 2021

Language: HTML - Size: 5.77 MB - Last synced: 4 months ago - Pushed: 6 months ago - Stars: 0 - Forks: 0

phillipbvetter/ctsmrTMB

Fast and efficient parameter and state estimation in stochastic state space systems with Template Model Builder (TMB)

Language: R - Size: 15 MB - Last synced: 8 months ago - Pushed: 8 months ago - Stars: 4 - Forks: 0

thomasrodland/Numerical-solution-of-a-general-SDE

Euler-Maruyama and Milstein methods for solving a general SDE

Language: MATLAB - Size: 11.7 KB - Last synced: 9 months ago - Pushed: 9 months ago - Stars: 0 - Forks: 0

horchler/SDETools

Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations

Language: MATLAB - Size: 255 KB - Last synced: 7 months ago - Pushed: over 3 years ago - Stars: 89 - Forks: 34

wmg9721204/My-Notes

Notes prepared for seminars, compiled from books, or taken in classes are included in this repository. There might be some notes prepared by other seminar participants, which are labelled accordingly.

Language: Jupyter Notebook - Size: 280 MB - Last synced: 9 months ago - Pushed: about 2 years ago - Stars: 2 - Forks: 2

SeyoungKimLab/FactorialSDE

Official Implementation of "Factorial SDE for Multi-Output Gaussian Process Regression" (Daniel P. Jeong, Seyoung Kim) (AISTATS 2023)

Language: Python - Size: 44.6 MB - Last synced: 10 months ago - Pushed: about 1 year ago - Stars: 2 - Forks: 1

tee-lab/data-driven-mesoscale-sde

Code for the paper: Data-driven discovery of stochastic dynamical equations of collective motion. Nabeel, A., Jadhav, V., Sire, C., Theraulaz, G., Escobedo, R., Iyer, S. K., & Guttal, V. (2023).

Language: Jupyter Notebook - Size: 15.6 MB - Last synced: 11 months ago - Pushed: 11 months ago - Stars: 0 - Forks: 0

vrettasm/MeanFieldVarGP

Mean field variational Gaussian process algorithm. This repository contains a python3 implementation of the variational mean field algorithm as described in the paper: Physical Review E. vol. 91, 2015, 012148.

Language: Python - Size: 20.3 MB - Last synced: 2 months ago - Pushed: over 1 year ago - Stars: 1 - Forks: 0

iLampard/deep_bsde

Tensorflow Implementation of Deep Backward Stochastic Differential Equation

Language: Python - Size: 13.7 KB - Last synced: 12 months ago - Pushed: over 4 years ago - Stars: 5 - Forks: 0

dimitra-maoutsa/Geometric-path-augmentation-for-SDEs

Repository for inference method for stochastic processes through geometric path augmentation

Language: Python - Size: 12.2 MB - Last synced: 12 months ago - Pushed: 12 months ago - Stars: 0 - Forks: 0

ogarciav/resde

Estimation in Stochastic Differential Equations

Language: R - Size: 422 KB - Last synced: 26 days ago - Pushed: 12 months ago - Stars: 1 - Forks: 1

ocramz/sde

Numerical experiments with stochastic differential equations

Language: Haskell - Size: 535 KB - Last synced: 16 days ago - Pushed: over 5 years ago - Stars: 18 - Forks: 4

Mephistopheles-0/Deep-Learning-Solutions-for-Partial-Differential-Equations

Python code for solving partial differential equations (PDEs) using deep learning. Specifically, we provide implementations for solving the following PDEs

Language: Python - Size: 57.6 KB - Last synced: about 1 year ago - Pushed: about 1 year ago - Stars: 1 - Forks: 0

bdosse/approximations-eds

Approximation of Stochastic Differential Equations (SDE) using the Euler-Maruyama Scheme.

Language: C - Size: 1.63 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 1 - Forks: 0

JPNotleks/Python-Scripts

Various Python scripts from over the years, ranging from a kNN algorithm and a neural net from scratch (2016) to PDE solvers and robust image classifiers. Animations of some of these are included.

Language: Jupyter Notebook - Size: 648 MB - Last synced: 11 months ago - Pushed: 11 months ago - Stars: 0 - Forks: 1

Ammar-Raneez/Liquid-Time-stochasticity-networks

Code repository for Liquid Time-stochasticity networks (LTSs)

Language: Jupyter Notebook - Size: 453 KB - Last synced: about 1 year ago - Pushed: about 1 year ago - Stars: 0 - Forks: 0

mrtkp9993/yanl

Yet Another Numeric Library

Language: Jupyter Notebook - Size: 85 KB - Last synced: 16 days ago - Pushed: about 1 year ago - Stars: 0 - Forks: 0

AntonRydahl/CSTR

This example is meant for the DTU student studying Scientific Computing for Differential Equations I (02686).

Language: C - Size: 41.6 MB - Last synced: 12 months ago - Pushed: about 3 years ago - Stars: 2 - Forks: 1

spdes/chirpgp

Chirp instantaneous frequency estimation using stochastic differential equation Gaussian processes

Language: Python - Size: 939 KB - Last synced: about 1 year ago - Pushed: about 1 year ago - Stars: 7 - Forks: 0

lepton01/stochastic

Repository for stochastic methods scripts and functions.

Language: Julia - Size: 44.9 KB - Last synced: about 1 year ago - Pushed: about 1 year ago - Stars: 0 - Forks: 0

zgbkdlm/dissertation

Zheng Zhao's doctoral dissertation from Aalto University

Language: TeX - Size: 6.22 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 23 - Forks: 1

testzer0/GradTTS-unoffical

My unofficial implementation of Grad-TTS (ICML 2021)

Language: Jupyter Notebook - Size: 108 MB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 3 - Forks: 0

lohedges/slsm

A C++ implementation of a stochastic level-set method.

Language: C++ - Size: 500 KB - Last synced: about 1 year ago - Pushed: over 5 years ago - Stars: 25 - Forks: 6

TatevKaren/Finance-Projects

Case Studies in Finance: Stock Price Valuation using Black-Scholes using Brownian Motions, Investment Project comparing Stocks and Bonds, Determining Pension Fund's Premium. (Case Study Papers and Code)

Language: MATLAB - Size: 1.82 MB - Last synced: about 1 year ago - Pushed: about 3 years ago - Stars: 11 - Forks: 2

iam28th/SDE 📦

1st semester project at Bioinformatics institute, Fall 2020

Language: Jupyter Notebook - Size: 939 KB - Last synced: about 1 year ago - Pushed: over 3 years ago - Stars: 1 - Forks: 0

newTypeGeek/Network-Reconstruction 📦

Effect of hidden nodes on the reconstruction of bidirectional networks

Language: Python - Size: 450 KB - Last synced: about 1 year ago - Pushed: over 4 years ago - Stars: 2 - Forks: 1

bottama/stochastic-asset-pricing-in-continuous-time

Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method

Language: Python - Size: 2.38 MB - Last synced: about 1 year ago - Pushed: about 3 years ago - Stars: 11 - Forks: 1

jirotubuyaki/Jdmbs

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

Language: R - Size: 33 MB - Last synced: about 1 year ago - Pushed: almost 4 years ago - Stars: 22 - Forks: 7

HuangGahow/Derivatives-Pricing

Derivatives Pricing

Language: Python - Size: 47.9 KB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 2 - Forks: 0

draeger-lab/SBSCL-demo

A demo repository with example code for using the Systems Biology Simulation Core Library (SBSCL).

Language: Java - Size: 22.5 KB - Last synced: 4 months ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

Related Keywords
stochastic-differential-equations 136 stochastic-processes 29 sde 25 differential-equations 16 deep-learning 15 ordinary-differential-equations 14 scientific-machine-learning 13 partial-differential-equations 12 machine-learning 12 simulation 11 sciml 11 dynamical-systems 10 black-scholes 10 differentialequations 10 diffusion-models 10 python 10 ode 10 pytorch 9 time-series 9 julia 9 dde 9 statistics 9 numerical-methods 9 stochastic 9 dae 9 pde 8 neural-ode 8 bayesian-inference 8 neural-differential-equations 8 monte-carlo-simulation 7 quantitative-finance 7 brownian-motion 7 matlab 7 neural-networks 7 differential-algebraic-equations 6 r 6 delay-differential-equations 6 stochastic-volatility-models 6 sdes 6 gaussian-processes 6 diffusion 6 monte-carlo 6 probability 5 kalman-filter 5 numerical-integration 5 jax 4 physics-simulation 4 financial-engineering 4 stochastic-simulation-algorithm 4 variational-inference 4 option-pricing 4 score-matching 4 stochastic-process 4 numerical-analysis 4 parameter-estimation 4 python3 4 inverse-problems 3 heston-model 3 score-based-generative-modeling 3 physics 3 statistical-methods 3 mathematics 3 mathematical-modelling 3 optimization 3 finance 3 stochastic-calculus 3 risk-neutral-probability 3 monte-carlo-methods 3 drift 3 pde-solver 3 scientific-ai 3 hacktoberfest 3 neural-network 3 estimation 3 ode-solver 2 r-package 2 icml 2 fourier-analysis 2 maximum-likelihood-estimation 2 stochastic-optimal-control 2 modelling 2 sampling-methods 2 scientific-computing 2 hedging 2 controllable-generation 2 statistical-inference 2 mcmc 2 score-based 2 generative-models 2 arima 2 forecasting 2 complex-systems 2 iclr-2021 2 probability-theory 2 time-series-analysis 2 langevin-dynamics 2 collocation-method 2 financial-mathematics 2 montecarlo-simulation 2 uncertainty-quantification 2