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GitHub topics: stochastic-processes

avhz/RustQuant

Rust library for quantitative finance.

Language: Rust - Size: 50.6 MB - Last synced at: 2 days ago - Pushed at: 2 months ago - Stars: 1,346 - Forks: 148

diegogazzoni/AdaptiveMD

Python adaptive sampling strategies implementation for molecular/brownian dynamics simulations.

Language: Python - Size: 17.6 KB - Last synced at: 5 days ago - Pushed at: 5 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: 5 days ago - Pushed at: 5 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: 6 days ago - Pushed at: 6 days ago - Stars: 114 - Forks: 27

ian0671/Brownian-Motion

How to perform a brownian motion in Python.

Language: Jupyter Notebook - Size: 563 KB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 0 - Forks: 0

pySTEPS/pysteps

Python framework for short-term ensemble prediction systems.

Language: Python - Size: 3.5 MB - Last synced at: 4 days ago - Pushed at: 4 days ago - Stars: 493 - Forks: 173

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: 1.94 MB - Last synced at: about 14 hours ago - Pushed at: 3 months ago - Stars: 63 - Forks: 29

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: 5 days ago - Pushed at: about 1 month ago - Stars: 2,934 - Forks: 237

NirupamKhanal/Radioactive

Mathematics, Physics undergraduate degree plan at the University of Southern Mississippi.

Language: Python - Size: 8.28 MB - Last synced at: 8 days ago - Pushed at: 8 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: 9 days ago - Pushed at: 6 months ago - Stars: 5,818 - Forks: 1,048

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: 9 days ago - Pushed at: 9 days ago - Stars: 0 - Forks: 0

MunskyGroup/SSIT

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

Language: MATLAB - Size: 414 MB - Last synced at: 8 days ago - Pushed at: 8 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: 10 days ago - Pushed at: 10 days ago - Stars: 157 - Forks: 32

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: 8.81 MB - Last synced at: 10 days ago - Pushed at: 10 days ago - Stars: 51 - Forks: 3

SciML/StochasticDiffEq.jl

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

Language: Julia - Size: 2.63 MB - Last synced at: about 9 hours ago - Pushed at: 21 days ago - Stars: 277 - Forks: 71

NeuromatchAcademy/course-content

NMA Computational Neuroscience course

Language: Jupyter Notebook - Size: 4.87 GB - Last synced at: 11 days ago - Pushed at: about 1 month ago - Stars: 2,741 - Forks: 1,004

ant-research/EasyTemporalPointProcess

EasyTPP: Towards Open Benchmarking Temporal Point Processes

Language: Python - Size: 6.36 MB - Last synced at: 15 days ago - Pushed at: 15 days ago - Stars: 289 - 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: 14 days ago - Pushed at: almost 2 years ago - Stars: 130 - Forks: 33

quantmind/quantflow

Quantitative finance and derivative pricing

Language: Python - Size: 17.5 MB - Last synced at: 9 days ago - Pushed at: 22 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: 4 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: 7 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: 26 days ago - Pushed at: 26 days ago - Stars: 0 - Forks: 1

Hugo-NGN/PL-FunctionalDataAnalysis

Functional Data Analysis (clustering)

Language: R - Size: 20.3 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: about 7 hours ago - Pushed at: about 1 month ago - Stars: 11 - Forks: 3

lbl-camera/fvGP

A software package for flexible HPC GPs

Language: Python - Size: 28 MB - Last synced at: 7 days ago - Pushed at: about 2 months ago - Stars: 16 - Forks: 4

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: 14 days 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: 13 days 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: 18 days 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 1 month ago - Pushed at: about 1 month 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 1 month ago - Pushed at: about 1 month 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 1 month ago - Pushed at: about 1 month 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: 24 days 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: about 1 month ago - Pushed at: over 2 years ago - Stars: 5 - Forks: 0

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: 28 days ago - Pushed at: over 3 years ago - Stars: 39 - Forks: 8

sadrasabouri/pyrandwalk

:walking:Python Library for Random Walks

Language: Jupyter Notebook - Size: 196 KB - Last synced at: 20 days ago - Pushed at: 12 months 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: 28 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: 16 days 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 10 hours 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: 18 days 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: 17 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: 10 days 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: 8 days ago - Pushed at: about 1 month ago - Stars: 1 - Forks: 1

EigenSolver/SpinShuttling.jl

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

Language: Julia - Size: 3.45 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0

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: about 2 months ago - Pushed at: about 2 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: about 2 months ago - Pushed at: about 2 months ago - Stars: 2 - Forks: 0

ryrod724/Testing-for-Markovian-Property-A-Statistical-Approach-to-Transition-Matrix-Homogeneity

R codes, data sets, and notebooks for "Testing for Markovian Property: A Statistical Approach to Transition Matrix Homogeneity"

Language: Mathematica - Size: 1.29 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0

Wondermongering/stochastic-dream-weaver

Stochastic Dream Weaver: A Markovian Poetry Generator

Language: C++ - Size: 21.5 KB - Last synced at: about 1 month ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0

mlandis/phyddle

Phylogenetic model exploration with deep learning

Language: Python - Size: 265 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 5 - 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: 18 days ago - Pushed at: 6 months ago - Stars: 36 - Forks: 16

shailendrabhandari/GANsForVirtualEye

GANs package for stochastic timeseries generation

Language: Python - Size: 131 MB - Last synced at: 13 days 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 maestría en proba y estadística del CIMAT

Language: TeX - Size: 2.84 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0

UQatKIT/SPIN

Non-parametric Bayesian Inference for Stochastic Processes

Language: Python - Size: 8.78 MB - Last synced at: about 2 months ago - Pushed at: about 2 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 1 month ago - Pushed at: 2 months ago - Stars: 0 - Forks: 0

NirupamKhanal/Quant

Quantitative finance and econometric modelling

Language: Jupyter Notebook - Size: 3.05 MB - Last synced at: about 2 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: 2 months ago - Pushed at: 2 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: 11 days 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: 6 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: 3 months ago - Pushed at: 3 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: 9 days ago - Pushed at: 3 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: 7 days ago - Pushed at: 3 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: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0

mateo-patino/stock-trading-ou

An illustration of a stock-trading algorithm using the Ornstein-Uhlenbeck stochastic process.

Language: Python - Size: 20.5 KB - Last synced at: 3 months ago - Pushed at: 3 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: about 2 months ago - Pushed at: 3 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: 23 days ago - Pushed at: 5 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: 13 days ago - Pushed at: 4 months ago - Stars: 3 - Forks: 0

quantfinlib/quantfinlib

Fundamental package for quantitative finance with Python.

Language: Python - Size: 13.8 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0

dmarienko/QuantTradingResearch

Different quantitative trading models research

Language: Jupyter Notebook - Size: 10 MB - Last synced at: 4 months ago - Pushed at: 4 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: 4 months ago - Pushed at: 4 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: 4 months ago - Pushed at: 4 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: about 1 month ago - Pushed at: 7 months ago - Stars: 5 - Forks: 0

joseph-nagel/gaussian-processes

Gaussian process explorations

Language: Jupyter Notebook - Size: 1.44 MB - Last synced at: 4 months ago - Pushed at: 4 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: 2 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: 10 days 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: 19 days 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: 24 days ago - Pushed at: 5 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: 2 months ago - Pushed at: 2 months ago - Stars: 3 - Forks: 0

rveltz/PiecewiseDeterministicMarkovProcesses.jl

Piecewise Deterministic Markov Processes in Julia

Language: Julia - Size: 2.08 MB - Last synced at: 3 months ago - Pushed at: 5 months ago - Stars: 21 - Forks: 7

ossef/DVFS_Research

DVFS framework addressing the problem of performance-energy trade-off, 2023.

Language: Python - Size: 944 KB - Last synced at: 5 months ago - Pushed at: 5 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: 5 months ago - Pushed at: 5 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: 29 days ago - Pushed at: 10 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: 11 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: 6 months ago - Pushed at: 6 months ago - Stars: 1 - Forks: 0

GPflow/GPflow

Gaussian processes in TensorFlow

Language: Python - Size: 368 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 1,846 - Forks: 434

alisiahkoohi/kl-expansion

Karhunen-Loève expansion for approximation in functions spaces

Language: Python - Size: 625 KB - Last synced at: 17 days 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: 6 months ago - Pushed at: 6 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: 19 days ago - Pushed at: 6 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: 6 months ago - Pushed at: 10 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: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 1

dabeale/grid_solve

Solving problems on a grid.

Language: C++ - Size: 189 KB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 0 - Forks: 0

alexvillarroel/StochasticSlipGenerator

[StochasticSlipGenerator] Some python,matlab and linux codes for stochastic slips and tsunami generationgeneration

Language: Jupyter Notebook - Size: 105 MB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 1 - Forks: 0

ammahmoudi/Stochastic-Processes

Homework Solutions for Stochastic Processes Course as Computer Science B.Sc. Student at Department of Mathematical Sciences, Sharif University of Technology

Language: Jupyter Notebook - Size: 1.92 MB - Last synced at: about 2 months ago - Pushed at: 10 months ago - Stars: 0 - Forks: 0

Yosri-Ben-Halima/Numerical-Projects-in-Stochastic-Calculus-for-Finance

The "Numerical Projects in Stochastic Calculus for Finance" repository contains a collection of numerical projects from the book "A First Course in Stochastic Calculus" by L.P. Arguin implemented in Python and focused on stochastic calculus and its applications in finance. The book is also available in pdf format in the repository.

Language: Python - Size: 2.06 MB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 1 - Forks: 0

DubiousCactus/minigauss

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

Language: Python - Size: 662 KB - Last synced at: 7 days ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0

andre-fuchs-uni-oldenburg/OPEN_FPE_IFT

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

Language: MATLAB - Size: 56.5 MB - Last synced at: 8 months ago - Pushed at: over 2 years ago - Stars: 29 - Forks: 10

CapStats-ML/Stochastic-processes

En su mayoria el material encontrado en este repositorio es el desarrollo del proyecto para la asignatura, donde se emplean los metodos aprendidos en clase para el desarrollo de la metodología propuesta en la clase mediante archivos de codigo en R y Python para el desarrollo da cada tematica, ademas de esto, tambien se encuentra arhivos HTML, Rmd

Language: Jupyter Notebook - Size: 4.48 MB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 0 - Forks: 0

skiehl/lcsim

Blazar light curve simulation package in python3

Language: Jupyter Notebook - Size: 2.14 MB - Last synced at: 9 days ago - Pushed at: 8 months ago - Stars: 6 - Forks: 4

Related Keywords
stochastic-processes 370 python 48 markov-chain 36 simulation 35 machine-learning 34 stochastic-differential-equations 32 statistics 23 probability 21 random-walk 20 monte-carlo-simulation 19 quantitative-finance 18 gaussian-processes 17 brownian-motion 17 option-pricing 15 monte-carlo 15 time-series 13 dynamical-systems 13 differential-equations 13 matlab 13 gillespie-algorithm 12 stochastic-simulation-algorithm 12 bayesian-inference 12 r 12 mathematics 12 optimization 11 stochastic 11 deep-learning 11 sde 10 finance 10 julia 9 poisson-process 9 markov-model 9 kalman-filter 8 stochastic-optimization 8 heston-model 8 black-scholes 8 pytorch 7 wiener-process 7 machine-learning-algorithms 7 markovian-processes 7 markov-chain-monte-carlo 7 stochastic-calculus 6 artificial-intelligence 6 complex-networks 6 data-science 6 queueing-theory 6 modeling 6 probabilistic-models 6 probability-theory 6 time-series-analysis 6 neural-networks 6 markov-decision-processes 6 random 5 statistical-analysis 5 data-visualization 5 random-variables 5 python3 5 physics 5 math 5 stochastic-simulation 5 mathematical-modelling 5 numpy 5 computational-physics 5 networkx 5 numerical-methods 5 reinforcement-learning 5 regression 4 rust 4 trading 4 algorithmic-trading 4 epidemiology 4 linear-regression 4 european-options 4 geometric-brownian-motion 4 statistical-physics 4 financial-engineering 4 pandas 4 ornstein-uhlenbeck-process 4 jupyter-notebook 4 risk-management 4 epidemics 4 portfolio-optimization 4 markovian-epidemic-processes 4 stochastic-volatility-models 4 statistical-inference 4 markov-chains 4 neural-processes 4 hidden-markov-model 4 random-process 4 karhunen-loeve 3 modeling-and-simulation 3 data-analysis 3 queueing 3 montecarlo-simulation 3 complex-systems 3 diffusion-models 3 volatility-modeling 3 prediction 3 options-pricing 3 natural-language-processing 3