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GitHub topics: wiener-process

Blane245/musicgenerator

Uses different algorithms to generate sounds derived from SoundFont presets

Language: TypeScript - Size: 76.5 MB - Last synced at: 18 days ago - Pushed at: 18 days ago - Stars: 0 - Forks: 0

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: 6 days ago - Pushed at: 19 days ago - Stars: 63 - Forks: 30

joaquimbermudes/RandomProcesses.jl

Julia stochastic processes package.

Language: Julia - Size: 186 KB - Last synced at: 1 day ago - Pushed at: over 2 years ago - Stars: 5 - Forks: 0

GeoStat-Framework/Walks

Ministry of Random Walks

Language: Python - Size: 674 KB - Last synced at: about 1 month ago - Pushed at: over 5 years ago - Stars: 5 - Forks: 1

crodriguezvega/wiener-process

Construction of Wiener process sample paths in Matlab using the wavelet method.

Language: Matlab - Size: 203 KB - Last synced at: about 1 month ago - Pushed at: over 10 years ago - Stars: 5 - 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

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

valinsogna/HeadachePredictor-HMM

Predicting headache occurrences using Hidden Markov Models (HMMs). The dataset comprises 296 days of binary headache records. Analysis reveals cyclical patterns, with the DTMC Model yielding the best predictions. Wiener Process, sARIMA, Bayesian Normal Mixtures, DTMC, and Categorical Mixtures models are also reported.

Language: Jupyter Notebook - Size: 6.76 MB - Last synced at: 2 months ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0

saqib1707/Image-Restoration-Techniques

Implementation of Image Restoration Techniques for "EE 702: Image Processing" course assignment

Language: Python - Size: 28.1 MB - Last synced at: almost 2 years ago - Pushed at: over 6 years ago - Stars: 3 - Forks: 2

bradleyboyuyang/Statistical-Arbitrage

High-frequency statistical arbitrage

Language: Jupyter Notebook - Size: 84.4 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 32 - Forks: 7

royceda/Math-finance

Scilab

Language: Scilab - Size: 2.58 MB - Last synced at: about 2 years ago - Pushed at: over 9 years ago - Stars: 0 - Forks: 0

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

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

Language: Python - Size: 2.38 MB - Last synced at: about 2 years ago - Pushed at: about 4 years ago - Stars: 11 - Forks: 1

RePlasma/StochasticProcessesBasicExamples

Stochastic Processes: Basic Examples

Language: Jupyter Notebook - Size: 66.4 KB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

dannyphandannyphan/wiener-process

Investigating Wiener Processes

Language: Jupyter Notebook - Size: 270 KB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0

ocramz/mwc-probability-transition

Language: Haskell - Size: 48.8 KB - Last synced at: 6 days ago - Pushed at: about 7 years ago - Stars: 2 - Forks: 2

zuza3012/Random-walk

Random walk in d dimentions and central limit theory.

Language: Python - Size: 153 KB - Last synced at: about 2 years ago - Pushed at: almost 4 years ago - Stars: 0 - Forks: 0

ipgmvq/averaged_wiener_process_autocorrelation_autocovariance

Gives analytic formulas to calculate autocovariance matrix and autocorrelation matrix for averaged Wiener process with equal-distance time points. Is supplemented with Python numpy code to verify those formulas with a Monte Carlo simulation.

Language: HTML - Size: 486 KB - Last synced at: about 2 years ago - Pushed at: about 4 years ago - Stars: 0 - Forks: 0

Helga-Helga/StochasticProcesses

Exercise solution to Stochastic Processes course

Language: TeX - Size: 59.2 MB - Last synced at: about 2 years ago - Pushed at: almost 7 years ago - Stars: 2 - Forks: 0

ilyakom/Particle_Simulation

Stochastic particle method for the nonlinear diffusion equation.

Language: C# - Size: 424 KB - Last synced at: almost 2 years ago - Pushed at: about 7 years ago - Stars: 0 - Forks: 0

necronet/WienerProcess

An example inspire by a recent post on Brownian motion GIF generation with R. Some tweaks and fixes to the original code an explanation in the README.

Language: R - Size: 8.71 MB - Last synced at: about 2 years ago - Pushed at: almost 7 years ago - Stars: 0 - Forks: 0

akhodadadi/TimeAllocation

Reinforcement learning models of human decision making in time allocation behavioral experiments

Language: R - Size: 369 KB - Last synced at: about 2 years ago - Pushed at: about 7 years ago - Stars: 0 - Forks: 0

Related Keywords
wiener-process 21 stochastic-processes 7 brownian-motion 5 random-walk 4 markov-chain 3 marcov-chains 2 stochastic-process 2 poisson-process 2 stochastic-differential-equations 2 sde 2 black-scholes 2 ornstein-uhlenbeck-process 2 randomization 1 stochastic-simulation-algorithm 1 diffusion 1 stochastic-volatility-models 1 stochastic-volatility 1 options-pricing 1 arbitrage-pricing 1 asset-pricing 1 capital-markets 1 fokker-planck 1 drift 1 risk-neutral-probability 1 monte-carlo-simulation 1 financial-modeling 1 gbm 1 monte-carlo 1 geometric-brownian-motion 1 semi-markov-decision-process 1 reinforcement-learning 1 decision-threshold 1 r 1 gif 1 particle-simulation 1 opengl 1 numerical-methods 1 kernel-density-estimation 1 diffusion-equation 1 c-sharp 1 probability-theory 1 prediction 1 gaussian-processes 1 variance 1 averaged-wiener-process 1 autocovariance-matrix 1 autocovariance 1 autocorrelation-matrix 1 autocorrelation 1 random-walk-model 1 math-finance 1 walks 1 random 1 particle 1 langevin 1 brownian 1 martingale 1 julia 1 galton-watson 1 arma 1 sciml 1 scientific-machine-learning 1 noise-processes 1 neural-sde 1 differential-equations 1 synthesizer 1 soundfont2 1 music-composition 1 midi 1 markovian-processes 1 computer-music 1 finance 1 vasicek 1 statistical-arbitrage 1 pairs-trading 1 option-greeks 1 high-frequency-trading 1 backtesting-frameworks 1 image-restoration 1 deblurring 1 sarima 1 hidden-markov-models 1 discrete-time-markov-chains 1 bayesian-mixture 1 scale-invariance 1 python3 1 numpy 1 matplotlib 1 probability 1 wavelet-method 1 matlab 1