Topic: "inverse-transform-method"
TatevKaren/mathematics-statistics-for-data-science
Mathematical & Statistical topics to perform statistical analysis and tests; Linear Regression, Probability Theory, Monte Carlo Simulation, Statistical Sampling, Bootstrapping, Dimensionality reduction techniques (PCA, FA, CCA), Imputation techniques, Statistical Tests (Kolmogorov Smirnov), Robust Estimators (FastMCD) and more in Python and R.
Language: R - Size: 15.9 MB - Last synced at: 22 days ago - Pushed at: about 1 year ago - Stars: 138 - Forks: 46
gustavoerivero/SimulateResearch
Application that allows to make simulations following the Queuing Theory according to the Operations Research area, being more specific, with M/M/1/k models.
Language: TypeScript - Size: 10.7 MB - Last synced at: 14 days ago - Pushed at: 15 days ago - Stars: 1 - Forks: 1
qtle3/support-vector-regression
This project implements Support Vector Regression (SVR) to predict the salary of an employee based on their position level. The script uses a dataset that contains position levels and corresponding salaries, applying feature scaling to improve the performance of the SVR model. The results are visualized to show how well the model fits the data.
Language: Python - Size: 7.81 KB - Last synced at: 24 days ago - Pushed at: 8 months ago - Stars: 1 - Forks: 0
anthonyli01/Advanced-Simulation-Methods
This project focuses on applying advanced simulation methods for derivatives pricing. It includes Monte-Carlo, Variance Reduction Techniques, Distribution Sampling Methods, Euler Schemes, and Milstein Schemes.
Language: Jupyter Notebook - Size: 1.44 MB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 1 - Forks: 2
cicirello/btpe-iterations
Experiments for paper: An Analysis of an Open Source Binomial Random Variate Generation Algorithm
Language: TeX - Size: 684 KB - Last synced at: 20 days ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0
anthonyli01/R-Derivatives-Pricing
University Project: simulation techniques to price derivatives. It will involve Monte-Carlo, variance-reduction techniques, and advanced simulation methods.
Size: 1.38 MB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0