GitHub topics: stochastic-processes

Repositories

RIVeR-Lab/multiterrain-gp-model

Probabilistic Motion Modeling Algorithm for Skid Steered Mobile Robots

Language: Python - Size: 43.9 KB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 13 - Forks: 0

luisontaneda/option_pricing_pybind11

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

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

dgulotta/paintlines

a program for drawing tileable images consisting of lines and dots

Language: C++ - Size: 581 KB - Last synced at: 8 months ago - Pushed at: 9 months ago - Stars: 1 - Forks: 0

ved4589ved/Ornstein-Uhlenbeck-process-simulation-in-python

Ornstein unlenbeck process simulation in python

Language: Jupyter Notebook - Size: 56.6 KB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0

Sampreet/quantrl

A quantum toolbox for reinforcement learning

Language: Python - Size: 188 KB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 0 - 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 at: 11 days ago - Pushed at: 9 months ago - Stars: 2 - Forks: 1

gavinconran/ArtNet

An Art Image Classifier fine-tuned from pre-trained Convolutional Neural Networks

Language: Java - Size: 438 MB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 1 - Forks: 0

MFHChehade/Applied-Stochastic-Processes

Simulating some stochastic processes.

Language: Python - Size: 211 KB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 1

wanzhuz/financial-mathematics

calculate stock and option price processes, payoffs, and replication strategies

Size: 23.4 KB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0

tgaurav7/HPC-Simulations

MPI, Linear Algebra using MPI, Finite Difference methods using MPI, GPU (OpenCL and CUDA), Stochastic Simulations; Lattice Boltzman - multiphase simulation using GPU; Scientific Computing.

Language: C - Size: 1.21 MB - Last synced at: 9 months ago - Pushed at: over 7 years ago - Stars: 2 - Forks: 0

bcgov/epi.branch.sim

Stochastic epidemiological branching simulation

Language: R - Size: 242 KB - Last synced at: 4 months ago - Pushed at: over 4 years ago - Stars: 9 - Forks: 1

AineiasGV/Akerlof-Markov-Ergodicity-in-Wolfram-Mathematica

This simulation models the interactions between buyers and sellers in a market using a discrete Markov chain. The market consists of regular sellers and a fraction of opportunistic sellers who may deceive the buyers. The simulation tracks the evolution of buyer perception over time, influenced by encounters with these opportunistic sellers.

Language: Mathematica - Size: 687 KB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0

quantgirluk/aleatory

📦 Python library for Stochastic Processes Simulation and Visualisation

Language: Python - Size: 83 MB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 123 - Forks: 12

kpctoolboxteam/kpc-toolbox

KPC-Toolbox: MATLAB toolbox to fit Markovian Arrival Processes

Language: MATLAB - Size: 40.4 MB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 11 - Forks: 4

seblin-github/sp_simulation

Personal project to work through some option pricing. Aim is to build functioning pricers for most common options and explore more intricate models and exotic options, to learn.

Language: Python - Size: 6.17 MB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 0 - Forks: 0

sharma-n/SignalProcessing

Set of MATLAB examples for signal processing and frequency analysis

Language: HTML - Size: 4.75 MB - Last synced at: 10 months ago - Pushed at: over 5 years ago - Stars: 0 - Forks: 0

wsbbb331/battery-swapping-simulation

Monte-carlo simulation tool for stochastic interactions between electric vehicles and charging/swapping stations

Language: Python - Size: 75.2 KB - Last synced at: 6 months ago - Pushed at: over 6 years ago - Stars: 9 - Forks: 1

danieljsharpe/DISCOTRESS

🦜 DISCOTRESS 🦜 is a software package to simulate and analyse the dynamics on arbitrary Markov chains

Language: C++ - Size: 4.35 MB - Last synced at: 28 days ago - Pushed at: over 3 years ago - Stars: 25 - Forks: 5

juliankappler/PySTFP

Python module for (symbolic) evaluation of the short-time Fokker-Planck propagator to arbitrary accuracy

Language: Python - Size: 354 KB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 2 - Forks: 0

gauenk/smjp

Python code for posterior sampling of a semi-Markov Jump Process

Language: Python - Size: 124 KB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 1 - Forks: 0

Maleniski/SemiMarkov-MeanField

Dashboard documentation for the simulating the evolution of object proportions under a mean field approach.

Language: Python - Size: 641 KB - Last synced at: 5 days ago - Pushed at: 10 months ago - Stars: 0 - Forks: 0

JackHunt/GP-LVM

Implementation of the Gaussian Process Latent Variable Model.

Language: Python - Size: 80.1 KB - Last synced at: 5 months ago - Pushed at: over 2 years ago - Stars: 14 - Forks: 1

ZahraDehghanian97/AI_booklet_CE-AUT

Booklet and exam of Artificial Intelligence Master Degree at Amirkabir University of technology.

Size: 126 MB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 24 - Forks: 4

JackHunt/GPLib

Will be a Gaussian Process library, aiming to cover regression, classification and latent space modelling.

Language: C++ - Size: 159 KB - Last synced at: 5 months ago - Pushed at: 10 months ago - Stars: 0 - Forks: 0

kevinbird61/stochastic-calculus-and-probability-model

Record the learning materials of the course - "STOCHASTIC ANALYSIS OF COMPUTER NETWORKS" in National Cheng Kung University.

Language: C++ - Size: 4.22 MB - Last synced at: 19 days ago - Pushed at: almost 7 years ago - Stars: 18 - Forks: 3

thesfinox/stochastic-signal-detection

Code implementation of arXiv:2310.07499

Language: Jupyter Notebook - Size: 4.74 MB - Last synced at: 5 months ago - Pushed at: 11 months ago - Stars: 1 - Forks: 0

QuantitativeEcologyLab/hr-resource-stoch

This repository contains work for Stefano's first thesis chapter, which estimates how mean resources and the variace around them affect animals' spatial needs.

Language: TeX - Size: 605 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

mtroym/stochasticProcess

A repo contains some simulations and Rmd files. Based on R language

Language: HTML - Size: 435 KB - Last synced at: 11 months ago - Pushed at: about 7 years ago - Stars: 0 - Forks: 0

augustinas1/MomentClosure.jl

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

Language: Julia - Size: 8.5 MB - Last synced at: 6 months ago - Pushed at: 8 months ago - Stars: 44 - Forks: 6

mmarzolla/queueing

A queueing package for GNU Octave

Language: MATLAB - Size: 2.52 MB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 0 - Forks: 0

PrimerLi/stochastic_process_paper

A paper about integral equation approach to stochastic processes

Language: TeX - Size: 232 KB - Last synced at: 11 months ago - Pushed at: over 6 years ago - Stars: 0 - Forks: 0

HolgerBovbjerg/P7-synthetic-likelihood

This repository contains material made as a part of a 1st semester project at the Signal Processing and Acoustics master at Aalborg University.

Language: MATLAB - Size: 577 MB - Last synced at: 11 months ago - Pushed at: about 4 years ago - Stars: 0 - Forks: 1

ocramz/sde

Numerical experiments with stochastic differential equations

Language: Haskell - Size: 535 KB - Last synced at: 2 days ago - Pushed at: over 6 years ago - Stars: 19 - Forks: 4

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: 12 months ago - Pushed at: about 2 years ago - Stars: 2 - Forks: 1

ata-keskin/martingales

A Formalization of Martingales using Isabelle/HOL

Language: Isabelle - Size: 20 MB - Last synced at: 10 days ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0

cloudisyzy/Properties-of-Stochastic-Signals-and-FIR-Wiener-Filter-for-Noise-Cancellation

Repository of 2 projects related to stochastic signals. First one focus on basics of signals. Second one focus on building a finite causal FIR Weiner Filter for noise cancellation.

Language: MATLAB - Size: 5.29 MB - Last synced at: 12 months ago - Pushed at: 12 months ago - Stars: 0 - Forks: 0

hjk612/Stochastic-Calculus-and-Option-Pricing

Language: Python - Size: 338 KB - Last synced at: 6 months ago - Pushed at: about 7 years ago - Stars: 5 - Forks: 5

pramitsahoo/M.Tech_AI_IITH_2023-2025

This Repository Contains all the Lecture Notes, Assignments, Coding Problems and Everything of M.Tech AI at IIT Hyderabad 2023-2025

Language: Jupyter Notebook - Size: 43.2 MB - Last synced at: 12 months ago - Pushed at: 12 months ago - Stars: 0 - Forks: 0

wcota/dynSIS

Implementation of SIS epidemic model for large and heterogeneous networks using Fortran.

Language: Fortran - Size: 1.51 MB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 9 - Forks: 2

michaelneuder/numerical_experiments

a collection of numerical experiments documented in jupyter notebooks.

Language: Jupyter Notebook - Size: 9.04 MB - Last synced at: about 2 months ago - Pushed at: over 7 years ago - Stars: 3 - Forks: 1

Unique-Divine/Commonplace-Book

Language: TeX - Size: 78.3 MB - Last synced at: 12 months ago - Pushed at: 12 months ago - Stars: 1 - Forks: 0

AyeshaSyed/Stochastic_Processes_Airlines_Delay

Analysis of Australian Domestic Flight delays using Markov Chains

Size: 4.88 KB - Last synced at: 12 months ago - Pushed at: 12 months ago - Stars: 0 - Forks: 0

verinak/hidden-markov-app

Hidden Markov Model (HMM) with PyQT5 interface

Language: Python - Size: 2.97 MB - Last synced at: 12 months ago - Pushed at: 12 months ago - Stars: 0 - Forks: 0

achiyaAmrusi/lotka_volterra

lotka voltera stochastic and numeric solution

Language: Python - Size: 10.7 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

LRydin/MFDFA

Multifractal Detrended Fluctuation Analysis in Python

Language: Python - Size: 2.89 MB - Last synced at: 12 months ago - Pushed at: over 2 years ago - Stars: 121 - Forks: 27

scumdogsteev/stochastic-inventory-control

Stochastic "Inventory Control"

Language: Pascal - Size: 156 KB - Last synced at: 15 days ago - Pushed at: almost 10 years ago - Stars: 3 - Forks: 1

jacobbriones1/Brownian-Motion

From Random Walks to Brownian Motion.

Language: Python - Size: 123 KB - Last synced at: about 1 year ago - Pushed at: over 4 years ago - Stars: 2 - Forks: 2

dcamposm37/Cream-diffusion-in-coffee-problem

Solution of "cream on your coffe problem" taken from 7.7 section of the book Computational physics of Giordano and Nakanishi

Language: C++ - Size: 17 MB - Last synced at: 8 months ago - Pushed at: about 1 year 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: 923 KB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 6 - Forks: 6

omid-arhami/stochastic-processes

Some sample codes for basic or complicated stochastic processes and simulations. Check the file names.

Language: Jupyter Notebook - Size: 80.1 KB - Last synced at: about 1 year ago - Pushed at: over 3 years ago - Stars: 3 - Forks: 0

vinaykakkad/robot-motion-planning

🤖✨ Robot Motion Planning using Markov Decison Processes and Quadtree Decomposition

Language: Python - Size: 2.55 MB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0

DevAhmed-py/monte_carlo_simulation

Employed Monte Carlo simulation to model beetle population dynamics within a closed ecosystem experiencing seasonal changes driven by fluctuations in food availability and habitat.

Language: R - Size: 858 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

Savaw/StochasticProcessesCourse

Assignments and projects of stochastic processes course - Fall 2022

Language: Jupyter Notebook - Size: 5.17 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 2 - Forks: 1

yuvalofek/Probability-Models-Stochastic-Processes

Probability Models, Detection, and ML + MMSE estimation

Language: MATLAB - Size: 891 KB - Last synced at: about 1 year ago - Pushed at: almost 5 years ago - Stars: 4 - Forks: 0

quasar-chunawala/calculus_based_probability

Topics in Probability Theory and Stochastic Processes

Language: Jupyter Notebook - Size: 9.78 MB - Last synced at: 5 months ago - Pushed at: over 1 year ago - Stars: 5 - Forks: 1

dc-fukuoka/wiener_process

wiener process.

Language: Python - Size: 62.5 KB - Last synced at: about 1 year ago - Pushed at: over 6 years ago - Stars: 1 - Forks: 0

TimVWese/NetworkJumpProcesses.jl

Julia package to facilitate the construction of JumpProblems on graphs.

Language: Julia - Size: 295 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 3 - Forks: 0

matthew-yu/Stochastic-Processes

Here are assignments I have done during my Stochastic Processes course, 2017 Fall

Size: 3.24 MB - Last synced at: about 1 year ago - Pushed at: almost 7 years ago - Stars: 1 - Forks: 1

yuvalofek/Financial-Signal-Processing

Financial engineering from a signal processing perspective

Language: Jupyter Notebook - Size: 877 KB - Last synced at: about 1 year ago - Pushed at: over 2 years ago - Stars: 6 - Forks: 1

Arturovicz/Nexus-Research

Machine Learning and Stochastic Calculus

Language: Jupyter Notebook - Size: 4.44 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 2 - Forks: 1

Sinbad-The-Sailor/Abacus

Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.

Language: Jupyter Notebook - Size: 6.91 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 15 - Forks: 2

Jaderpolli/stochastic-collatz-map

Stochastic-like characteristics of arithmetic dynamical systems: the Collatz hailstone sequences

Language: Julia - Size: 15.6 MB - Last synced at: 10 days ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

rahman-rakib/Customer_Behavior_Simulation

Analysis of the behavior of customers in a supermarket with Markov Chain simulation of their section-wise movement. Animated visualization with object-oriented programming in Python

Language: Jupyter Notebook - Size: 348 KB - Last synced at: about 1 year ago - Pushed at: almost 3 years ago - Stars: 0 - Forks: 1

yousefs3eed/ANALYSIS-OF-RANDOM-VARIABLES-AND-RANDOM-PROCESSES

This repository houses a comprehensive Graphical User Interface (GUI) tool designed for analyzing and visualizing random variables (RVs) and random processes (RPs). The tool allows users to input specific values and parameters of RVs and RPs, enabling the generation of statistical data, graphical representations, and calculations related

Language: MATLAB - Size: 155 MB - Last synced at: 5 months ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0