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GitHub topics: stochastic-processes

MunskyGroup/SSIT

Stochastic System Identification Toolkit (SSIT) to model, analyze and design single-cell experiments

Language: MATLAB - Size: 416 MB - Last synced at: about 2 hours ago - Pushed at: about 6 hours ago - Stars: 2 - Forks: 8

SciML/StochasticDiffEq.jl

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

Language: Julia - Size: 2.69 MB - Last synced at: about 16 hours ago - Pushed at: 7 days ago - Stars: 287 - Forks: 71

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: 1 day ago - Pushed at: 2 months ago - Stars: 2,965 - Forks: 239

lbl-camera/fvGP

A software package for flexible HPC GPs

Language: Python - Size: 35 MB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 16 - Forks: 4

NeuromatchAcademy/course-content

NMA Computational Neuroscience course

Language: Jupyter Notebook - Size: 4.91 GB - Last synced at: 5 days ago - Pushed at: 6 days ago - Stars: 2,762 - Forks: 1,012

augustinas1/MomentClosure.jl

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

Language: Julia - Size: 8.56 MB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 45 - Forks: 6

GPflow/GPflow

Gaussian processes in TensorFlow

Language: Python - Size: 374 MB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 1,874 - Forks: 430

papadeiv/STEWS

Simulations of numerical and analytical spatio-temporal early warning signals of stochastic dynamical systems

Language: Julia - Size: 39.1 MB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 0 - Forks: 0

MOONLAPSED/Morphological

Morpho(Win11) Agent container: functions as a quantized kernel for agentic motility, sharing foundational similarities with a Hilbert Space Kernel. It distinguishes itself by integrating an ADS/CFT-derived, Noetherian topological invariant, facilitating autopoietic automorphisms within a quine-like, epistemologically grounded, Quantum Field Theory.

Language: Python - Size: 958 KB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 1 - Forks: 0

pySTEPS/pysteps

Python framework for short-term ensemble prediction systems.

Language: Python - Size: 3.5 MB - Last synced at: 5 days ago - Pushed at: 14 days ago - Stars: 501 - Forks: 174

Jaidane-Aziz/DAPT_Project_TBS_2025

Final project for Dynamic Asset Pricing Theory Course @ Tunis Business School |

Language: Python - Size: 5.33 MB - Last synced at: 7 days ago - Pushed at: 8 days ago - Stars: 0 - Forks: 0

WilliamZhang20/Stochastic-Control

Optimal control concepts, applied in code

Language: Julia - Size: 68.4 KB - Last synced at: 9 days ago - Pushed at: 9 days ago - Stars: 0 - Forks: 0

komalniraula/ml-quant-eval

Systematic trading strategy using ML and stochastic models

Language: Jupyter Notebook - Size: 42.9 MB - Last synced at: 10 days ago - Pushed at: 10 days ago - Stars: 0 - Forks: 0

simahashemi/Block-Copolymer-Escape-Dynamics-Simulation

Simulation of block copolymer escape dynamics using a bead-spring model with Monte Carlo and forward-flux sampling. Includes free-energy profiling via umbrella sampling and escape rate estimation from micelle cores.

Language: Python - Size: 562 KB - Last synced at: 11 days ago - Pushed at: 11 days ago - Stars: 0 - Forks: 0

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: 3.09 MB - Last synced at: 12 days ago - Pushed at: 12 days ago - Stars: 0 - Forks: 0

mlandis/phyddle

Phylogenetic model exploration with deep learning

Language: Python - Size: 264 MB - Last synced at: 14 days ago - Pushed at: 14 days ago - Stars: 6 - Forks: 0

ant-research/EasyTemporalPointProcess

EasyTPP: Towards Open Benchmarking Temporal Point Processes

Language: Python - Size: 6.43 MB - Last synced at: 13 days ago - Pushed at: about 2 months ago - Stars: 299 - Forks: 34

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: 14 days ago - Pushed at: 14 days ago - Stars: 52 - Forks: 3

quantgirluk/aleatory

📦 Python library for Stochastic Processes Simulation and Visualisation

Language: Python - Size: 87.3 MB - Last synced at: 1 day ago - Pushed at: 2 months ago - Stars: 311 - Forks: 35

crflynn/stochastic

Generate realizations of stochastic processes in python.

Language: Python - Size: 3.73 MB - Last synced at: 13 days ago - Pushed at: over 2 years ago - Stars: 475 - Forks: 86

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: 15 days ago - Pushed at: 8 months ago - Stars: 6,120 - Forks: 1,114

DubiousCactus/minigauss

A numpy-only Gaussian Process optimisation mini library built for instructional purposes.

Language: Python - Size: 662 KB - Last synced at: 6 days ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 0

google-research/torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

Language: Python - Size: 4.18 MB - Last synced at: 15 days ago - Pushed at: 5 months ago - Stars: 1,645 - Forks: 209

avhz/RustQuant

Rust library for quantitative finance.

Language: Rust - Size: 50.3 MB - Last synced at: 15 days ago - Pushed at: about 1 month ago - Stars: 1,389 - Forks: 154

EigenSolver/SpinShuttling.jl

Simulate the correlated stochastic noise in multiple-spin shuttling problem.

Language: Julia - Size: 4.27 MB - Last synced at: 8 days ago - Pushed at: 8 days ago - Stars: 0 - Forks: 0

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: 17 days ago - Pushed at: 17 days ago - Stars: 20 - Forks: 2

Rudschuck/Stochastic-Mechanics-and-Quantum-Mechanics

Compendium on Nelson's stochastic mechanics as an interpretation of quantum mechanics.

Size: 18.6 MB - Last synced at: 21 days ago - Pushed at: 21 days ago - Stars: 1 - Forks: 0

rafa-rod/Curso-Introducao-Risco-de-Mercado-em-Python---Financial-Risk-Academy

Curso ministrado por mim na Financial Risk Academy (FRA) sobre Introdução ao Risco de Mercado com Python

Size: 40.3 MB - Last synced at: 22 days ago - Pushed at: 22 days 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: 8.07 MB - Last synced at: 22 days ago - Pushed at: 22 days ago - Stars: 15 - Forks: 0

shortwavlabs/vcv-restoch-plugins

VCV Rack modules using stochastic processes

Language: C++ - Size: 172 KB - Last synced at: 24 days ago - Pushed at: 24 days ago - Stars: 1 - Forks: 0

kingaa/pomp

R package for statistical inference using partially observed Markov processes

Language: R - Size: 1.01 GB - Last synced at: 29 days ago - Pushed at: 30 days ago - Stars: 114 - Forks: 27

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: about 1 month ago - Pushed at: about 1 month 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: 26 days ago - Pushed at: 6 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: about 20 hours ago - Pushed at: about 1 month ago - Stars: 63 - Forks: 30

rveltz/PiecewiseDeterministicMarkovProcesses.jl

Piecewise Deterministic Markov Processes in Julia

Language: Julia - Size: 2.08 MB - Last synced at: about 16 hours ago - Pushed at: about 1 month ago - Stars: 20 - Forks: 7

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: about 1 month ago - Pushed at: almost 4 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: about 1 month ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0

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: about 1 month ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0

Techtonique/esgtoolkit

Tools for Stochastic Simulation using diffusion models (R).

Language: R - Size: 2.18 MB - Last synced at: 9 days ago - Pushed at: 3 months ago - Stars: 12 - Forks: 3

jason-ash/pyesg

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

Language: Python - Size: 684 KB - Last synced at: 22 days ago - Pushed at: almost 2 years ago - Stars: 132 - Forks: 34

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: about 1 month ago - Pushed at: about 1 month 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: 16 days ago - Pushed at: 12 months ago - Stars: 219 - Forks: 51

LRydin/MFDFA

Multifractal Detrended Fluctuation Analysis in Python

Language: Python - Size: 2.89 MB - Last synced at: 26 days ago - Pushed at: almost 3 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: about 2 months ago - Pushed at: about 2 months 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: about 2 months ago - Pushed at: about 2 months 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: about 2 months ago - Pushed at: about 2 months 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: about 2 months ago - Pushed at: about 2 months 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: 22 days ago - Pushed at: almost 2 years ago - Stars: 6 - Forks: 2

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 2 months ago - Pushed at: about 2 months ago - Stars: 157 - Forks: 32

quantmind/quantflow

Quantitative finance and derivative pricing

Language: Python - Size: 17.6 MB - Last synced at: 8 days ago - Pushed at: about 2 months 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: 17 days ago - Pushed at: 4 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: 4 days ago - Pushed at: over 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: 2 months ago - Pushed at: 2 months ago - Stars: 0 - Forks: 1

Hugo-NGN/PL-FunctionalDataAnalysis

Functional Data Analysis (clustering)

Language: R - Size: 20.3 MB - Last synced at: 3 months ago - Pushed at: 3 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: 6 days ago - Pushed at: over 4 years ago - Stars: 48 - Forks: 6

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: 2 months 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: 3 months ago - Pushed at: 3 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: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 1

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: 2 months 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: 14 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: 2 months 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: about 1 month 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: 2 months 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: about 2 months ago - Pushed at: over 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: 2 months ago - Pushed at: over 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: 24 days 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 2 months 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: 11 days ago - Pushed at: 3 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: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0

NexusCourse/Probability

Una web de contenido GRATIS de probabilidad, apegado al temario de la Facultad de Ciencias Físico Matemáticas de la Benemérita Universidad Autónoma de Puebla

Language: Jupyter Notebook - Size: 14.8 MB - Last synced at: 3 months ago - Pushed at: 3 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: 3 months ago - Pushed at: 3 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: 2 months ago - Pushed at: 8 months ago - Stars: 36 - Forks: 16

shailendrabhandari/GANsForVirtualEye

GANs package for stochastic timeseries generation

Language: Python - Size: 131 MB - Last synced at: 24 days ago - Pushed at: 6 months ago - Stars: 2 - Forks: 0

Irvinazo/Calculo-Estocastico

Archivos .tex de las tareas del curso de Cálculo Estocástico de la maestría en proba y estadística 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

natsnyder1/CauchyFriendly

multivariate cauchy estimator - a new and robust bayesian state estimation algorithm

Language: Jupyter Notebook - Size: 35.1 MB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 3 - Forks: 1

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: 3 months ago - Pushed at: 4 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: 4 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: 4 months ago - Pushed at: 4 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 2 months 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: 1 day ago - Pushed at: 4 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: 5 months ago - Pushed at: 5 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: about 2 months ago - Pushed at: 5 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: about 2 months ago - Pushed at: 5 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: 5 months ago - Pushed at: 5 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: 3 months ago - Pushed at: 5 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: 5 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 2 months ago - Pushed at: 6 months ago - Stars: 3 - Forks: 0

quantfinlib/quantfinlib

Fundamental package for quantitative finance with Python.

Language: Python - Size: 13.8 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 0 - Forks: 0

dmarienko/QuantTradingResearch

Different quantitative trading models research

Language: Jupyter Notebook - Size: 10 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 53 - Forks: 16

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: 6 months ago - Pushed at: 6 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: 13 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: 6 months ago - Pushed at: 6 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: 7 days 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: 1 day ago - Pushed at: 6 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 2 months ago - Pushed at: about 1 year ago - Stars: 5 - Forks: 1

Sampreet/quantrl

A toolbox to interface reinforcement learning with quantum systems!

Language: Python - Size: 255 KB - Last synced at: 24 days ago - Pushed at: 24 days ago - Stars: 3 - Forks: 0

HeiderJeffer/Enhancing-Digital-Maturity-and-Analytical-Capabilities-of-SMEs

Research Proposals RP

Language: Jupyter Notebook - Size: 185 KB - Last synced at: 2 months ago - Pushed at: 6 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: 6 months ago - Pushed at: 6 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: 2 months ago - Pushed at: 7 months ago - Stars: 0 - Forks: 0

Related Keywords
stochastic-processes 378 python 49 markov-chain 36 simulation 36 machine-learning 35 stochastic-differential-equations 32 statistics 23 probability 22 random-walk 20 monte-carlo-simulation 20 quantitative-finance 18 gaussian-processes 17 brownian-motion 17 monte-carlo 16 option-pricing 15 dynamical-systems 14 differential-equations 13 time-series 13 matlab 13 mathematics 12 gillespie-algorithm 12 r 12 stochastic-simulation-algorithm 12 bayesian-inference 12 optimization 11 deep-learning 11 stochastic 11 julia 10 sde 10 finance 10 poisson-process 9 markov-model 9 black-scholes 8 heston-model 8 kalman-filter 8 stochastic-optimization 8 markov-chain-monte-carlo 7 markovian-processes 7 wiener-process 7 pytorch 7 machine-learning-algorithms 7 computational-physics 6 probabilistic-models 6 time-series-analysis 6 probability-theory 6 queueing-theory 6 stochastic-calculus 6 data-science 6 neural-networks 6 complex-networks 6 markov-decision-processes 6 modeling 6 artificial-intelligence 6 math 5 statistical-analysis 5 random-variables 5 mathematical-modelling 5 data-visualization 5 random 5 stochastic-simulation 5 numerical-methods 5 reinforcement-learning 5 networkx 5 numpy 5 physics 5 python3 5 rust 4 linear-regression 4 clustering 4 epidemiology 4 algorithmic-trading 4 random-process 4 portfolio-optimization 4 pandas 4 markov-chains 4 european-options 4 statistical-physics 4 geometric-brownian-motion 4 neural-processes 4 ornstein-uhlenbeck-process 4 martingale 4 statistical-inference 4 risk-management 4 jupyter-notebook 4 trading 4 regression 4 financial-engineering 4 stochastic-volatility-models 4 epidemics 4 hidden-markov-model 4 markovian-epidemic-processes 4 model-predictive-control 3 ctmc 3 monte-carlo-methods 3 astrophysics 3 scientific-machine-learning 3 prediction 3 ergodicity 3 queueing 3 gaussian-process-regression 3