GitHub topics: stochastic-processes
shortwavlabs/vcv-restoch-plugins
VCV Rack modules using stochastic processes
Language: C++ - Size: 172 KB - Last synced at: about 3 hours ago - Pushed at: about 4 hours ago - Stars: 1 - Forks: 0
lbl-camera/fvGP
A software package for flexible HPC GPs
Language: Python - Size: 33.3 MB - Last synced at: 4 days ago - Pushed at: 4 days ago - Stars: 16 - Forks: 4
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 at: 4 days ago - Pushed at: about 2 months ago - Stars: 2,948 - Forks: 238
SciML/StochasticDiffEq.jl
Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem
Language: Julia - Size: 2.67 MB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 281 - Forks: 69
papadeiv/STEWS
Simulations of numerical and analytical spatio-temporal early warning signals of stochastic dynamical systems
Language: Julia - Size: 37.6 MB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 0 - Forks: 0
kingaa/pomp
R package for statistical inference using partially observed Markov processes
Language: R - Size: 1.01 GB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 114 - Forks: 27
pySTEPS/pysteps
Python framework for short-term ensemble prediction systems.
Language: Python - Size: 3.5 MB - Last synced at: 2 days ago - Pushed at: 19 days ago - Stars: 495 - Forks: 173
ejsung/martingale-convergence-polya-urn-model
Simulation of the convergence of the Polya Urn model to the Beta distribution
Language: Jupyter Notebook - Size: 520 KB - Last synced at: 6 days ago - Pushed at: 6 days ago - Stars: 0 - Forks: 0
swagner-astro/lightcurves
A package to analyze any kind of light curve/time series, e.g. with Bayesian Blocks, flare fitting (HOP), and a stochastic processe
Language: Jupyter Notebook - Size: 929 KB - Last synced at: 1 day ago - Pushed at: 5 months ago - Stars: 11 - Forks: 9
SciML/DiffEqNoiseProcess.jl
A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)
Language: Julia - Size: 2.14 MB - Last synced at: 4 days ago - Pushed at: 7 days ago - Stars: 63 - Forks: 30
GPflow/GPflow
Gaussian processes in TensorFlow
Language: Python - Size: 374 MB - Last synced at: 4 days ago - Pushed at: 3 months ago - Stars: 1,867 - Forks: 430
rveltz/PiecewiseDeterministicMarkovProcesses.jl
Piecewise Deterministic Markov Processes in Julia
Language: Julia - Size: 2.08 MB - Last synced at: 9 days ago - Pushed at: 9 days ago - Stars: 20 - Forks: 7
NeuromatchAcademy/course-content
NMA Computational Neuroscience course
Language: Jupyter Notebook - Size: 4.87 GB - Last synced at: 11 days ago - Pushed at: 27 days ago - Stars: 2,745 - Forks: 1,009
ahgperrin/PyCurve
PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic simulation.
Language: Python - Size: 13 MB - Last synced at: 12 days ago - Pushed at: over 3 years ago - Stars: 41 - Forks: 8
AdrianGuel/StochasticProcesses
Simulation and kernel density estimation of linear and non-linear stochastic systems. Some codes include the computation of the information rate, KL-divergence and information length.
Language: Jupyter Notebook - Size: 1.13 MB - Last synced at: 13 days ago - Pushed at: 14 days ago - Stars: 0 - Forks: 0
cantaro86/Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
Language: Jupyter Notebook - Size: 23.3 MB - Last synced at: 14 days ago - Pushed at: 7 months ago - Stars: 5,836 - Forks: 1,054
avhz/RustQuant
Rust library for quantitative finance.
Language: Rust - Size: 50.3 MB - Last synced at: 14 days ago - Pushed at: 15 days ago - Stars: 1,355 - Forks: 148
ryrod724/Testing-for-Markovian-Property-A-Statistical-Approach-to-Transition-Matrix-Homogeneity
R codes and data sets for "Testing for Markovian Property: A Statistical Approach to Transition Matrix Homogeneity" and notebooks for "Detecting Change Points in Markovian Transition Probabilities"
Language: Mathematica - Size: 1.3 MB - Last synced at: 15 days ago - Pushed at: 15 days ago - Stars: 0 - Forks: 0
ant-research/EasyTemporalPointProcess
EasyTPP: Towards Open Benchmarking Temporal Point Processes
Language: Python - Size: 6.43 MB - Last synced at: 7 days ago - Pushed at: about 1 month ago - Stars: 292 - Forks: 33
Techtonique/esgtoolkit
Tools for Stochastic Simulation using diffusion models (R).
Language: R - Size: 2.18 MB - Last synced at: 3 days ago - Pushed at: 2 months ago - Stars: 12 - Forks: 3
EigenSolver/SpinShuttling.jl
Simulate the correlated stochastic noise in multiple-spin shuttling problem.
Language: Julia - Size: 3.45 MB - Last synced at: 17 days ago - Pushed at: 17 days ago - Stars: 0 - Forks: 0
Rudschuck/Stochastic-Mechanics-and-Quantum-Mechanics
Compendium on Nelson's stochastic mechanics as an interpretation of quantum mechanics.
Size: 18.5 MB - Last synced at: 17 days ago - Pushed at: 17 days ago - Stars: 1 - Forks: 0
mateo-patino/stock-trading-ou
An illustration of a stock-trading algorithm using the Ornstein-Uhlenbeck stochastic process.
Language: Python - Size: 25.4 KB - Last synced at: 17 days ago - Pushed at: 17 days ago - Stars: 0 - Forks: 0
quantgirluk/aleatory
📦 Python library for Stochastic Processes Simulation and Visualisation
Language: Python - Size: 87.3 MB - Last synced at: 10 days ago - Pushed at: about 1 month ago - Stars: 305 - Forks: 36
rust-dd/stochastic-rs
stochastic-rs is a Rust library designed for high-performance simulation and analysis of stochastic processes and models in quant finance.
Language: Rust - Size: 8.82 MB - Last synced at: 12 days ago - Pushed at: 29 days ago - Stars: 52 - Forks: 3
mlandis/phyddle
Phylogenetic model exploration with deep learning
Language: Python - Size: 265 MB - Last synced at: 16 days ago - Pushed at: 16 days ago - Stars: 5 - Forks: 0
LRydin/MFDFA
Multifractal Detrended Fluctuation Analysis in Python
Language: Python - Size: 2.89 MB - Last synced at: 2 days ago - Pushed at: over 2 years ago - Stars: 142 - Forks: 30
diegogazzoni/AdaptiveMD
Python adaptive sampling strategies implementation for molecular/brownian dynamics simulations.
Language: Python - Size: 17.6 KB - Last synced at: 25 days ago - Pushed at: 26 days ago - Stars: 0 - Forks: 0
ian0671/Brownian-Motion
How to perform a brownian motion in Python.
Language: Jupyter Notebook - Size: 563 KB - Last synced at: 27 days ago - Pushed at: 27 days ago - Stars: 0 - Forks: 0
NirupamKhanal/Radioactive
Mathematics, Physics undergraduate degree plan at the University of Southern Mississippi.
Language: Python - Size: 8.28 MB - Last synced at: 29 days ago - Pushed at: 29 days ago - Stars: 0 - Forks: 0
adityak714/scientific-computations
A collection of projects done individually, and with a peer, in Stochastic and Deterministic Simulations, Least Squares Analysis, and the usage of Singular Value Decomposition for Low-Rank Image Compression, as well as in Pattern Recognition, as part of a master's level course in Scientific Computing at Uppsala University.
Language: Jupyter Notebook - Size: 3.29 MB - Last synced at: 29 days ago - Pushed at: 29 days ago - Stars: 0 - Forks: 0
dancixx/stochastic-js
This project try to bring closer the stochastic calculus and Typescript.
Language: TypeScript - Size: 293 KB - Last synced at: 11 days ago - Pushed at: almost 2 years ago - Stars: 6 - Forks: 2
MunskyGroup/SSIT
Stochastic System Identification Toolkit (SSIT) to model, analyze and design single-cell experiments
Language: MATLAB - Size: 421 MB - Last synced at: 11 days ago - Pushed at: 11 days ago - Stars: 2 - Forks: 8
ArturSepp/StochVolModels
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
Language: Python - Size: 10.1 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 157 - Forks: 32
jason-ash/pyesg
Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.
Language: Python - Size: 684 KB - Last synced at: about 1 month ago - Pushed at: almost 2 years ago - Stars: 130 - Forks: 33
quantmind/quantflow
Quantitative finance and derivative pricing
Language: Python - Size: 17.6 MB - Last synced at: 15 days ago - Pushed at: 28 days ago - Stars: 13 - Forks: 1
aminakhshi/hints
Estimating high-order interactions in time series data of any dimension
Language: Python - Size: 3.26 MB - Last synced at: 24 days ago - Pushed at: 3 months ago - Stars: 10 - Forks: 3
kirui93/ScenTrees.jl
Julia Package for Generating Scenario Trees and Scenario Lattices for Multistage Stochastic Optimization
Language: Julia - Size: 4.85 MB - Last synced at: 9 days ago - Pushed at: about 1 year ago - Stars: 24 - Forks: 7
1Ramirez7/Applied-Time-Series-Analysis-Notebook
Notebook for Applied Time Series Analysis Course.
Language: JavaScript - Size: 56.9 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 1
Hugo-NGN/PL-FunctionalDataAnalysis
Functional Data Analysis (clustering)
Language: R - Size: 20.3 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0
BorealisAI/continuous-time-flow-process
PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)
Language: Python - Size: 31.3 MB - Last synced at: about 1 month ago - Pushed at: over 4 years ago - Stars: 48 - Forks: 6
crflynn/stochastic
Generate realizations of stochastic processes in python.
Language: Python - Size: 3.73 MB - Last synced at: about 1 month ago - Pushed at: over 2 years ago - Stars: 472 - Forks: 85
Eric-Bradford/SDD-GP-MPC
This repository contains the source code for "Stochastic data-driven model predictive control using Gaussian processes" (SDD-GP-MPC).
Language: Python - Size: 18.4 MB - Last synced at: about 1 month ago - Pushed at: about 2 years ago - Stars: 50 - Forks: 6
mlian031/importance-sampling
This project focuses on drift parameter optimization for out-of-the-money options within a geometric Brownian motion framework, with extensions to jump diffusion models.
Language: Python - Size: 10.4 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0
abhirao-03/stochastic-resonance
Final year dissertation on stochastic resonance in climate models
Language: Jupyter Notebook - Size: 20.9 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 1
DanielFaltynowski/learn-data-science
My personal experiments and notes during my journey of learning Data Science are preserved in this repository.
Language: Jupyter Notebook - Size: 3.08 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0
bharathvariar/Applied-Stochastic-Processes
Projects done towards submission for course MATH F424: Applied Stochastic Processes
Language: Jupyter Notebook - Size: 2.63 MB - Last synced at: about 1 month ago - Pushed at: over 2 years ago - Stars: 1 - Forks: 0
joaquimbermudes/RandomProcesses.jl
Julia stochastic processes package.
Language: Julia - Size: 186 KB - Last synced at: 20 days ago - Pushed at: over 2 years ago - Stars: 5 - Forks: 0
sadrasabouri/pyrandwalk
:walking:Python Library for Random Walks
Language: Jupyter Notebook - Size: 196 KB - Last synced at: about 1 month ago - Pushed at: about 1 year ago - Stars: 20 - Forks: 2
LoganDGraham/StochasticProcesses
A lightweight, efficient package for simulating stochastic processes on various domains.
Language: Julia - Size: 1.24 MB - Last synced at: 15 days ago - Pushed at: over 4 years ago - Stars: 4 - Forks: 0
pitmonticone/EpiSimulator
EpiSimulator: A Data-Driven Stochastic Hybrid Model for COVID-19 in Italy.
Language: Jupyter Notebook - Size: 513 MB - Last synced at: about 1 month ago - Pushed at: over 2 years ago - Stars: 7 - Forks: 1
LRydin/jumpdiff
JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
Language: Python - Size: 612 KB - Last synced at: 21 days ago - Pushed at: about 2 years ago - Stars: 44 - Forks: 7
AlexIoannides/pymc-stochastic-process
Bayesian Inference and parameter estimation in quant finance.
Language: Jupyter Notebook - Size: 449 KB - Last synced at: about 1 month ago - Pushed at: about 6 years ago - Stars: 42 - Forks: 11
donlelef/vanilla-option-pricing
Stochastic models to price financial options
Language: Python - Size: 85.9 KB - Last synced at: about 1 month ago - Pushed at: over 4 years ago - Stars: 24 - Forks: 2
mikea/StochasticProcesses.jl
A Julia package for (continuous) stochastic processes
Language: Julia - Size: 5.09 MB - Last synced at: about 1 month ago - Pushed at: over 7 years ago - Stars: 6 - Forks: 1
mauricelanghinrichs/memocell
Bayesian inference of stochastic cellular processes with and without memory in Python.
Language: Python - Size: 55.4 MB - Last synced at: 28 days ago - Pushed at: 2 months ago - Stars: 1 - Forks: 1
Aozpopz/University-Dissertation
(BSc Hons) Combining Machine Learning Techniques with Multi-Objective evolutionary Algorithms to Solve Real World Engineering Problems
Size: 1.95 KB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 0 - Forks: 0
NexusCourse/Probability
Una web de contenido GRATIS de probabilidad, apegado al temario de la Facultad de Ciencias FÃsico Matemáticas de la Benemérita Universidad Autónoma de Puebla
Language: Jupyter Notebook - Size: 14.8 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 2 - Forks: 0
Wondermongering/stochastic-dream-weaver
Stochastic Dream Weaver: A Markovian Poetry Generator
Language: C++ - Size: 21.5 KB - Last synced at: about 2 months ago - Pushed at: 2 months ago - Stars: 0 - Forks: 0
DanielSank/vankampen-stochastic
Exercises and notes for N.G. Van Kampen's Stochastic Processes in Physics and Chemistry
Language: TeX - Size: 66.4 KB - Last synced at: about 1 month ago - Pushed at: 7 months ago - Stars: 36 - Forks: 16
shailendrabhandari/GANsForVirtualEye
GANs package for stochastic timeseries generation
Language: Python - Size: 131 MB - Last synced at: about 1 month ago - Pushed at: 5 months ago - Stars: 2 - Forks: 0
Irvinazo/Calculo-Estocastico
Archivos .tex de las tareas del curso de Cálculo Estocástico de la maestrÃa en proba y estadÃstica del CIMAT
Language: TeX - Size: 2.84 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0
UQatKIT/SPIN
Non-parametric Bayesian Inference for Stochastic Processes
Language: Python - Size: 8.78 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 1 - Forks: 0
s1dewalker/Markov-Model-for-Stocks
Markov Model for Stocks in Python. Clustering in Time Series data | Model Development | Stochastic Models
Language: Jupyter Notebook - Size: 1.25 MB - Last synced at: about 2 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0
NirupamKhanal/Quant
Quantitative finance and econometric modelling
Language: Jupyter Notebook - Size: 3.05 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0
paulinebourigault/GHKernelAnomalyDetect
[ICASSP 2025] Kernel-Based Anomaly Detection Using Generalized Hyperbolic Processes
Language: Python - Size: 6 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0
Merck/AlgebraicAgents.jl
A lightweight framework to enable hierarchical, heterogeneous dynamical systems co-integration. Batteries included!
Language: Julia - Size: 2.49 MB - Last synced at: about 1 month ago - Pushed at: about 1 year ago - Stars: 21 - Forks: 3
agdiiura/stochax
Stochastic processes simulation and calibration in python
Language: Python - Size: 3.55 MB - Last synced at: 5 days ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0
VincentGranville/Stochastic-Processes
My book: Gentle Introduction to Chaotic Dynamical Systems. Includes stochastic dynamical systems and statistical properties of numeration systems in any dimension.
Language: Python - Size: 39.7 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 37 - Forks: 10
pika-pikachu/BoundaryCrossingProbabilities.jl
Computes the boundary crossing probability for a general diffusion process and time-dependent boundary.
Language: Julia - Size: 1.31 MB - Last synced at: 29 days ago - Pushed at: 4 months ago - Stars: 1 - Forks: 0
hbldh/lspopt
Python implementation of a multitaper window method for estimating Wigner spectra for certain locally stationary processes
Language: Python - Size: 675 KB - Last synced at: 28 days ago - Pushed at: 4 months ago - Stars: 22 - Forks: 4
Theophilus-Dwamena/A-three-state-continuous-time-Markov-jump-model
Stochastic simulation of Enzyme kinetics at work
Language: Jupyter Notebook - Size: 612 KB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0
HeiderJeffer/Modeling-for-Societal-Complexity-in-Healthcare
Research Proposals RP
Language: Jupyter Notebook - Size: 22.1 MB - Last synced at: 2 months ago - Pushed at: 4 months ago - Stars: 1 - Forks: 0
zgbkdlm/tme
Taylor moment expansion in Python (JaX and SymPy) and Matlab
Language: Python - Size: 1.27 MB - Last synced at: 12 days ago - Pushed at: 6 months ago - Stars: 11 - Forks: 0
zelosleone/oracle
A Next.js-powered divination app using dual-source entropy (Random.org API + Fisher-Yates shuffle) with TypeScript, TailwindCSS, and Web Speech API integration.
Language: TypeScript - Size: 291 KB - Last synced at: about 1 month ago - Pushed at: 5 months ago - Stars: 3 - Forks: 0
quantfinlib/quantfinlib
Fundamental package for quantitative finance with Python.
Language: Python - Size: 13.8 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0
dmarienko/QuantTradingResearch
Different quantitative trading models research
Language: Jupyter Notebook - Size: 10 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 53 - Forks: 16
patrick-t98/quantitative-finance-notebooks
A collection of educational notebooks covering key mathematical concepts and their applications in quantitative finance
Language: Jupyter Notebook - Size: 5.2 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 15 - Forks: 2
Yosri-Ben-Halima/FinStoch
FinStoch is a comprehensive Python library designed to model and analyze stochastic processes commonly used in financial applications. The library includes tools for simulating, visualizing, and applying stochastic models such as Geometric Brownian Motion, Merton's Jump-Diffusion, and Heston's model, etc. (In Progress)
Language: Python - Size: 2.75 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0
Kendiukhov/ergodicity_library
A comprehensive toolkit for ergodicity economics and related fields.
Language: Python - Size: 2.37 MB - Last synced at: 19 days ago - Pushed at: 8 months ago - Stars: 5 - Forks: 0
joseph-nagel/gaussian-processes
Gaussian process explorations
Language: Jupyter Notebook - Size: 1.44 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0
AlexandrosKyriakakis/StochasticProcesses
Lab Exercises of lesson Stochastic Processes at NTUA
Language: HTML - Size: 33.6 MB - Last synced at: 1 day ago - Pushed at: almost 5 years ago - Stars: 5 - Forks: 0
bryan-hoang/mthe-455-stochastic-processes 📦
My answers to assignments for a Stochastic Processes course at Queen's University (MTHE 455).
Language: TeX - Size: 2.5 MB - Last synced at: 6 days ago - Pushed at: 5 months ago - Stars: 1 - Forks: 0
skiehl/polarizationtools
Tools to deal with astrophysical polarization data in python3
Language: HTML - Size: 75.2 KB - Last synced at: about 1 month ago - Pushed at: about 1 year ago - Stars: 5 - Forks: 1
HeiderJeffer/Enhancing-Digital-Maturity-and-Analytical-Capabilities-of-SMEs
Research Proposals RP
Language: Jupyter Notebook - Size: 185 KB - Last synced at: about 1 month ago - Pushed at: 5 months ago - Stars: 1 - Forks: 0
rohen97/Stochastic-Discounting-Factor-Project
Use the simulated distribution of consumption growth to find the simulated distribution of the pricing kernel for power utility
Language: Jupyter Notebook - Size: 236 KB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0
ianshimabukuro/1d-kmc-organic-semiconductors
A simple 1D monte carlo simulation of hopping transport in organic semiconductors
Language: MATLAB - Size: 17.6 KB - Last synced at: about 1 month ago - Pushed at: 6 months ago - Stars: 0 - Forks: 0
natsnyder1/CauchyFriendly
multivariate cauchy estimator - a new and robust bayesian state estimation algorithm
Language: Jupyter Notebook - Size: 34 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 3 - Forks: 0
ossef/DVFS_Research
DVFS framework addressing the problem of performance-energy trade-off, 2023.
Language: Python - Size: 944 KB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 0 - Forks: 0
HeraYanni/ProbGenArtifAccel
Probabilistic generation of hazard-consistent suites of fully non-stationary seismic records
Language: MATLAB - Size: 201 KB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 1 - Forks: 0
SPL-ethz/snow
A Python package describing Stochastic Nucleation of Water in vials
Language: Python - Size: 44.7 MB - Last synced at: 18 days ago - Pushed at: 11 months ago - Stars: 7 - Forks: 0
rajashree-srikanth/vortex-acoustic-lock-in
Numerical investigation of vortex acoustic lock-in in combustors of gas turbine engines under the influence of turbulent flow fields
Language: MATLAB - Size: 162 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 0 - Forks: 0
Rohini1992/Stock-Option-Pricing
Bloomberg API based S&P500 extraction on R. Maximum Likelihood parameter estimation of Double Exponential Jump Diffusion Model (DEJD). European option pricing using DEJD model.
Language: Python - Size: 244 KB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 10 - Forks: 4
google-research/torchsde
Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
Language: Python - Size: 4.17 MB - Last synced at: 6 months ago - Pushed at: 12 months ago - Stars: 1,573 - Forks: 199
tayalmanan28/Stochastic-NCBF
The official repository for Paper "Learning a Formally Verified Control Barrier Function in Stochastic Environment"
Language: Python - Size: 21 MB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 1 - Forks: 0
alisiahkoohi/kl-expansion
Karhunen-Loève expansion for approximation in functions spaces
Language: Python - Size: 625 KB - Last synced at: about 1 month ago - Pushed at: about 2 years ago - Stars: 3 - Forks: 0
KACEF/Stochastic-Process-NHSM
This repository is dedicated to engineering students at The national Higher School of Mathematics (NHSM) who are specialising in finance and economics for actuarial sciences. It contains R and Python code on various aspects of stochastic processes and their applications.
Language: R - Size: 23.4 KB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 1 - Forks: 0
JKEVIN2010/Dementia-Linguistic-Biomarkers-Research
Discovery of new linguistic markers of Alzheimer's Disease and Related Dementia (ADRD) using stochastic processes and machine learning
Language: Jupyter Notebook - Size: 2.02 MB - Last synced at: about 1 month ago - Pushed at: 7 months ago - Stars: 0 - Forks: 0
YannDubs/Neural-Process-Family
Code for the Neural Processes website and replication of 4 papers on NPs. Pytorch implementation.
Language: Jupyter Notebook - Size: 2.36 GB - Last synced at: 7 months ago - Pushed at: 11 months ago - Stars: 199 - Forks: 45
LBasz/geneticgrbs
Genetic Algorithm for the optimization of a GRB LCs stochastic model (Stern & Svensson, 1996).
Language: Jupyter Notebook - Size: 344 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 1
