An open API service providing repository metadata for many open source software ecosystems.

Topic: "monte-carlo-simulation"

fmilthaler/FinQuant

A program for financial portfolio management, analysis and optimisation.

Language: Python - Size: 1.16 MB - Last synced at: 3 days ago - Pushed at: almost 2 years ago - Stars: 1,642 - Forks: 219

gempy-project/gempy

GemPy is an open-source, Python-based 3-D structural geological modeling software, which allows the implicit (i.e. automatic) creation of complex geological models from interface and orientation data. It also offers support for stochastic modeling to address parameter and model uncertainties.

Language: Python - Size: 453 MB - Last synced at: 12 days ago - Pushed at: about 1 month ago - Stars: 1,170 - Forks: 259

towardsai/tutorials

AI-related tutorials. Access any of them for free → https://towardsai.net/editorial

Language: Jupyter Notebook - Size: 5.77 MB - Last synced at: 6 months ago - Pushed at: over 1 year ago - Stars: 1,005 - Forks: 364

openmc-dev/openmc

OpenMC Monte Carlo Code

Language: Python - Size: 72.4 MB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 901 - Forks: 577

Geant4/geant4

Geant4 toolkit for the simulation of the passage of particles through matter - NIM A 506 (2003) 250-303

Language: C++ - Size: 349 MB - Last synced at: 12 days ago - Pushed at: 4 months ago - Stars: 727 - Forks: 352

jofpin/synthBTC

A tool that uses advanced Monte Carlo simulations and Turbit parallel processing to create possible Bitcoin prediction scenarios.

Language: JavaScript - Size: 6.46 MB - Last synced at: about 1 month ago - Pushed at: about 1 year ago - Stars: 672 - Forks: 398

quantsbin/Quantsbin

Quantitative Finance tools

Language: Python - Size: 156 KB - Last synced at: 2 months ago - Pushed at: over 2 years ago - Stars: 556 - Forks: 81

finmath/finmath-lib

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.

Language: Java - Size: 223 MB - Last synced at: 26 days ago - Pushed at: 27 days ago - Stars: 534 - Forks: 176

SanPen/VeraGrid

VeraGrid, a cross-platform power systems software written in Python with user interface, used in academia and industry.

Language: MATLAB - Size: 739 MB - Last synced at: 1 day ago - Pushed at: 10 days ago - Stars: 481 - Forks: 116

paulromano/awesome-nuclear

A curated list of open source projects used in nuclear science and engineering

Size: 54.7 KB - Last synced at: 1 day ago - Pushed at: about 1 month ago - Stars: 420 - Forks: 82

glotzerlab/hoomd-blue

Molecular dynamics and Monte Carlo soft matter simulation on GPUs.

Language: C++ - Size: 72.3 MB - Last synced at: 9 days ago - Pushed at: 9 days ago - Stars: 396 - Forks: 152

SURGroup/UQpy

UQpy (Uncertainty Quantification with python) is a general purpose Python toolbox for modeling uncertainty in physical and mathematical systems.

Language: Python - Size: 173 MB - Last synced at: 12 days ago - Pushed at: 3 months ago - Stars: 329 - Forks: 91

Allen-Tildesley/examples

Fortran and Python examples to accompany the book "Computer Simulation of Liquids" by Michael P. Allen and Dominic J. Tildesley (2nd edition, Oxford University Press, 2017). Use the "Code" button, or follow the "Releases" link below.

Language: Fortran - Size: 3.05 MB - Last synced at: 8 days ago - Pushed at: 8 days ago - Stars: 326 - Forks: 107

KevinFasusi/supplychainpy

Supplychainpy is a Python library for supply chain analysis, modelling and simulation. The library assists a workflow that is reliant on Excel and VBA.

Language: JavaScript - Size: 74.1 MB - Last synced at: about 1 month ago - Pushed at: about 3 years ago - Stars: 307 - Forks: 106

glotzerlab/freud

Powerful, efficient particle trajectory analysis in scientific Python.

Language: C++ - Size: 82.9 MB - Last synced at: 11 days ago - Pushed at: 11 days ago - Stars: 303 - Forks: 52

baggepinnen/MonteCarloMeasurements.jl

Propagation of distributions by Monte-Carlo sampling: Real number types with uncertainty represented by samples.

Language: Julia - Size: 5.25 MB - Last synced at: 29 days ago - Pushed at: 3 months ago - Stars: 280 - Forks: 18

nrc-cnrc/EGSnrc

Toolkit for Monte Carlo simulation of ionizing radiation — Trousse d'outils logiciels pour la simulation Monte Carlo du rayonnement ionisant

Language: C++ - Size: 49.8 MB - Last synced at: 12 days ago - Pushed at: 12 days ago - Stars: 272 - Forks: 150

arcadelab/deepdrr

Code for "DeepDRR: A Catalyst for Machine Learning in Fluoroscopy-guided Procedures". https://arxiv.org/abs/1803.08606

Language: Python - Size: 63.8 MB - Last synced at: 30 days ago - Pushed at: about 2 months ago - Stars: 246 - Forks: 64

SiEPIC/SiEPIC_EBeam_PDK

SiEPIC EBeam PDK & Library, for SiEPIC-Tools and KLayout

Language: Logos - Size: 341 MB - Last synced at: 17 days ago - Pushed at: 18 days ago - Stars: 239 - Forks: 169

nbrown02/FlowViz

A Power BI template that provides easy to understand, actionable flow metrics and predictive analytics for your agile teams using Azure DevOps, Azure DevOps Server and/or TFS.

Size: 287 MB - Last synced at: 16 days ago - Pushed at: 18 days ago - Stars: 229 - Forks: 50

just-krivi/option-pricing-models

Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.

Language: Python - Size: 19.2 MB - Last synced at: 5 months ago - Pushed at: 10 months ago - Stars: 213 - Forks: 62

ArturSepp/StochVolModels

Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

Language: Python - Size: 10.2 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 171 - Forks: 35

kbladin/Monte_Carlo_Ray_Tracer

A program with an implemented Monte Carlo Ray Tracer algorithm for global illumination of a virtual 3D scene.

Language: C++ - Size: 20.7 MB - Last synced at: about 2 months ago - Pushed at: over 6 years ago - Stars: 145 - Forks: 31

asavine/CompFinance

Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)

Language: C++ - Size: 107 MB - Last synced at: about 2 years ago - Pushed at: about 4 years ago - Stars: 141 - Forks: 56

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: 7 months ago - Pushed at: over 1 year ago - Stars: 138 - Forks: 46

mgroncki/IPythonScripts

Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning

Language: Jupyter Notebook - Size: 4.81 MB - Last synced at: over 1 year ago - Pushed at: almost 7 years ago - Stars: 136 - Forks: 70

evoplex/evoplex

Evoplex is a fast, robust and extensible platform for developing agent-based models and multi-agent systems on networks. It's available for Windows, Linux and macOS.

Language: C++ - Size: 6.01 MB - Last synced at: 7 months ago - Pushed at: about 6 years ago - Stars: 135 - Forks: 23

pyscripter/XLRisk

Excell addin for performing Monte Carlo simulation

Language: VBA - Size: 7.51 MB - Last synced at: 3 months ago - Pushed at: 8 months ago - Stars: 127 - Forks: 33

christopherpoole/CADMesh

A CAD file interface for GEANT4

Language: C++ - Size: 1.44 MB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 122 - Forks: 65

lammpstutorials/lammpstutorials.github.io

LAMMPS tutorials for both beginners and advanced users

Language: Shell - Size: 735 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 121 - Forks: 25

OpenGATE/opengate

Gate 10

Language: Python - Size: 20.6 MB - Last synced at: 8 days ago - Pushed at: 11 days ago - Stars: 113 - Forks: 80

MultithreadCorner/Hydra

Header only framework for data analysis in massively parallel platforms.

Language: C++ - Size: 133 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 113 - Forks: 21

MBKraus/Python_Portfolio__VaR_Tool

Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)

Language: Python - Size: 1.27 MB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 104 - Forks: 35

dkanungo/Probabilistic-ML-for-finance-and-investing

Probabilistic Machine Learning for Finance and Investing: A Primer to Generative AI with Python

Language: Jupyter Notebook - Size: 2.15 MB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 95 - Forks: 41

Akshat111111/Hedging-of-Financial-Derivatives

This strategy works for every market condition irrespective of the movement

Language: Jupyter Notebook - Size: 468 MB - Last synced at: 6 days ago - Pushed at: 11 months ago - Stars: 94 - Forks: 100

khavernathy/mcmd

Monte Carlo and Molecular Dynamics Simulation Package

Language: C++ - Size: 20.5 MB - Last synced at: 23 days ago - Pushed at: over 1 year ago - Stars: 90 - Forks: 18

shinmorino/sqaod

Solvers/annealers for simulated quantum annealing on CPU and CUDA(NVIDIA GPU).

Language: C++ - Size: 63.7 MB - Last synced at: 12 days ago - Pushed at: over 2 years ago - Stars: 88 - Forks: 22

jintonic/gears

Geant4 Example Application with Rich features and Small footprints

Language: C++ - Size: 3.32 MB - Last synced at: 26 days ago - Pushed at: 26 days ago - Stars: 85 - Forks: 70

GOMC-WSU/GOMC

GOMC - GPU Optimized Monte Carlo is a parallel molecular simulation code designed for high-performance simulation of large systems

Language: C++ - Size: 98.7 MB - Last synced at: 9 days ago - Pushed at: 9 days ago - Stars: 84 - Forks: 36

farbodbahari/Business-Valuation-with-Discounted-Cash-Flow-In-Python

Stocks and Assets Valuation via Discounted Cash Flow with Python

Language: Jupyter Notebook - Size: 24.2 MB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 82 - Forks: 18

open-atmos/PySDM

Pythonic particle-based (super-droplet) warm-rain/aqueous-chemistry cloud microphysics package with box, parcel & 1D/2D prescribed-flow examples in Python, Julia and Matlab

Language: Python - Size: 73.8 MB - Last synced at: 6 days ago - Pushed at: 6 days ago - Stars: 80 - Forks: 48

CRPropa/CRPropa3

CRPropa is a public astrophysical simulation framework for propagating extraterrestrial ultra-high energy particles. https://crpropa.github.io/CRPropa3/

Language: C++ - Size: 46.1 MB - Last synced at: about 2 months ago - Pushed at: 4 months ago - Stars: 75 - Forks: 73

mlund/faunus

A Framework for Metropolis Monte Carlo Simulation of Molecular Systems

Language: C++ - Size: 39.2 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 73 - Forks: 34

enrico-dev/enrico

ENRICO: Exascale Nuclear Reactor Investigative COde

Language: C++ - Size: 85.8 MB - Last synced at: 25 days ago - Pushed at: over 2 years ago - Stars: 65 - Forks: 27

openmc-dev/plotter

Native plotting GUI for model design and verification

Language: Python - Size: 3.47 MB - Last synced at: 12 days ago - Pushed at: 14 days ago - Stars: 62 - Forks: 20

philchalmers/SimDesign

Structure for organizing Monte Carlo simulations in R

Language: R - Size: 119 MB - Last synced at: 26 days ago - Pushed at: 26 days ago - Stars: 61 - Forks: 21

ApurvShah007/Algorithmic-Trading

I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.

Language: Jupyter Notebook - Size: 2.51 MB - Last synced at: 7 months ago - Pushed at: about 5 years ago - Stars: 61 - Forks: 6

Isra3l/ligpargen

Language: Python - Size: 285 KB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 60 - Forks: 23

in-op/GameAI

Various C# implementations of game AI

Language: C# - Size: 93.8 KB - Last synced at: over 2 years ago - Pushed at: about 5 years ago - Stars: 59 - Forks: 18

GENIE-MC/Generator

The GENIE Generator is a leading simulation tool for neutrino experiments, featuring a modular framework with advanced physics, BSM channels, and tuned models from global data analysis. It supports all neutrinos, targets, and energies (MeV–PeV), with tools for flux, geometry, event generation, and reweighting.

Language: C++ - Size: 328 MB - Last synced at: 4 days ago - Pushed at: 4 days ago - Stars: 58 - Forks: 104

Barkhausen-Institut/hermespy

The Heterogeneous Radio Mobile Simulator

Language: Python - Size: 289 MB - Last synced at: 14 days ago - Pushed at: 14 days ago - Stars: 54 - Forks: 18

w2dynamics/w2dynamics

A continuous-time hybridization-expansion Monte Carlo code for calculating n-particle Green's functions of the Anderson impurity model and within dynamical mean-field theory.

Language: Fortran - Size: 778 KB - Last synced at: about 2 months ago - Pushed at: 4 months ago - Stars: 53 - Forks: 22

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: 5 months ago - Pushed at: over 2 years ago - Stars: 53 - Forks: 6

JuliaUQ/UncertaintyQuantification.jl

Uncertainty Quantification in Julia

Language: Julia - Size: 55.2 MB - Last synced at: 10 days ago - Pushed at: 10 days ago - Stars: 51 - Forks: 13

space-group-research/mpmc

A Monte Carlo molecular simulation software especially suited for materials simulations with polarizable models

Language: C - Size: 13.1 MB - Last synced at: 12 days ago - Pushed at: 12 days ago - Stars: 51 - Forks: 13

stellarmesh/stellarmesh

Meshing library for nuclear workflows

Language: Python - Size: 4.66 MB - Last synced at: about 1 month ago - Pushed at: about 2 months ago - Stars: 50 - Forks: 12

MVPandey/CAE

A fully functional LLM chat backend with FastAPI and Async operations, with a built in MCTS conversation analyzer

Language: Python - Size: 5.27 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 50 - Forks: 7

openmc-dev/openmc_mcnp_adapter

Tool for converting MCNP input files to OpenMC classes/XML

Language: Python - Size: 82 KB - Last synced at: 9 days ago - Pushed at: 9 days ago - Stars: 48 - Forks: 28

Asif-Iqbal-Bhatti/High-Entropy-Alloys

Generate random alloys and compute various properties

Language: Python - Size: 32.7 MB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 48 - Forks: 11

mctools/ncrystal

NCrystal : a library for thermal neutron transport in crystals and other materials

Language: C++ - Size: 7.8 MB - Last synced at: 4 days ago - Pushed at: 5 days ago - Stars: 45 - Forks: 21

CEMeNT-PSAAP/MCDC

MC/DC: Monte Carlo Dynamic Code

Language: Python - Size: 29.3 MB - Last synced at: 9 days ago - Pushed at: 9 days ago - Stars: 45 - Forks: 27

cossan-working-group/OpenCossan

OpenCossan is an open and free toolbox for uncertainty quantification and management.

Language: MATLAB - Size: 16.2 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 45 - Forks: 16

GOMC-WSU/py-MCMD

This python code creates hybrid MD/MC (NAMD/GOMC) simulations for the NVT, NPT, GCMC, and GEMC-NVT ensembles

Language: Python - Size: 125 MB - Last synced at: 27 days ago - Pushed at: 27 days ago - Stars: 43 - Forks: 11

RajdeepKonwar/stockast

Predict stock market pricing over 180 minutes using Black-Scholes stochastic modeling and parallel Monte-Carlo simulations.

Language: C++ - Size: 112 KB - Last synced at: 7 months ago - Pushed at: almost 3 years ago - Stars: 42 - Forks: 26

caphindsight/ergothic

Rust library for setting up and running distributed Monte-Carlo statistical simulations. Designed primarily for lattice QCD.

Language: Rust - Size: 41 KB - Last synced at: 11 months ago - Pushed at: about 6 years ago - Stars: 41 - Forks: 5

Vicarisi-Ventures/CryptoScalping

High Performance Crypto Scalping Infrastructure and Market Making Engine Developed in Go.

Language: Go - Size: 1.95 MB - Last synced at: over 2 years ago - Pushed at: about 3 years ago - Stars: 39 - Forks: 24

glotzerlab/hoomd-examples

HOOMD-blue example scripts.

Language: Jupyter Notebook - Size: 63.7 MB - Last synced at: 17 days ago - Pushed at: 18 days ago - Stars: 38 - Forks: 13

adrien-matta/nptool

NPTool, a ROOT/Geant4 based framework for Nuclear Physics

Language: C++ - Size: 62.5 MB - Last synced at: about 2 years ago - Pushed at: over 5 years ago - Stars: 38 - Forks: 19

tudo-astroparticlephysics/PROPOSAL

Monte Carlo Simulation propagating charged Leptons through Media as C++ Library

Language: C++ - Size: 154 MB - Last synced at: 6 days ago - Pushed at: 11 days ago - Stars: 37 - Forks: 22

RubixML/Credit

An example project that predicts risk of credit card default using a Logistic Regression classifier and a 30,000 sample dataset.

Language: PHP - Size: 1.76 MB - Last synced at: 9 days ago - Pushed at: 3 months ago - Stars: 36 - Forks: 12

DemetersSon83/Markowitzify

Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies. The two primary classes are "portfolio" and "stonks."

Language: Python - Size: 73.2 KB - Last synced at: 4 months ago - Pushed at: almost 5 years ago - Stars: 36 - Forks: 12

nrc-cnrc/MetroloPy

Tools for uncertainty propagation and measurement unit conversion — Outils pour la propagation des incertitudes et la conversion d'unités de mesure

Language: Python - Size: 12.5 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 35 - Forks: 6

MaginnGroup/Cassandra

Cassandra is a Monte Carlo package to conduct atomistic simulations.

Language: Fortran - Size: 65.2 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 35 - Forks: 20

tschoonj/xmimsim

Monte Carlo simulation of energy-dispersive X-ray fluorescence spectrometers

Language: C - Size: 215 MB - Last synced at: 7 months ago - Pushed at: about 1 year ago - Stars: 34 - Forks: 11

Michalos88/Quant-Projects

Implementations of Leading Algorithms in Quantitative Finance

Language: Python - Size: 407 KB - Last synced at: over 1 year ago - Pushed at: over 8 years ago - Stars: 34 - Forks: 17

bjmorgan/lattice_mc

Lattice gas Monte Carlo simulation code

Language: Python - Size: 1.12 MB - Last synced at: 3 days ago - Pushed at: over 5 years ago - Stars: 33 - Forks: 7

madsjulia/AffineInvariantMCMC.jl

Affine Invariant Markov Chain Monte Carlo (MCMC) Ensemble sampler

Language: Julia - Size: 736 KB - Last synced at: 7 days ago - Pushed at: 14 days ago - Stars: 32 - Forks: 11

TheDisorderedOrganization/Arianna.jl

A system-agnostic approach to Monte Carlo simulations

Language: Julia - Size: 1.22 MB - Last synced at: 29 days ago - Pushed at: 3 months ago - Stars: 32 - Forks: 0

open-atmos/PyPartMC

Python (and C++) interface to PartMC with Jupyter/Python, Julia and Matlab examples

Language: C++ - Size: 3.12 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 31 - Forks: 14

carstenbauer/BinningAnalysis.jl

Statistical standard error estimation tools for correlated data

Language: Julia - Size: 7.22 MB - Last synced at: 8 days ago - Pushed at: over 1 year ago - Stars: 30 - Forks: 8

naavis/haloray

GPU-accelerated atmospheric ice crystal halo simulator

Language: C - Size: 19.7 MB - Last synced at: 6 months ago - Pushed at: about 2 years ago - Stars: 30 - Forks: 2

jintonic/mingle

Mini Geant4 Learning Example

Language: C++ - Size: 213 KB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 29 - Forks: 6

Chengcheng-Xiao/mpiPyMC

A python based, MPI enabled, Monte-Carlo calculation of 2D system using Metropolis algorithm.

Language: Python - Size: 2.35 MB - Last synced at: over 2 years ago - Pushed at: almost 4 years ago - Stars: 29 - Forks: 12

chicago-joe/Option-Pricing-via-Levy-Models-in-R

using the Inverse-Transform method to speed up options pricing simulations in R

Language: HTML - Size: 28.2 MB - Last synced at: about 1 month ago - Pushed at: 4 months ago - Stars: 27 - Forks: 11

KKFeng/spartacus

SPARTACUS: A Unified Stochastic Particle (USP) solver based on SPARTA (https://github.com/sparta/sparta)

Language: C++ - Size: 39.9 MB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 27 - Forks: 5

samirsaci/monte-carlo

Robust Supply Chain Network with Monte Carlo Simulation

Language: Jupyter Notebook - Size: 504 KB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 27 - Forks: 11

pymontecarlo/pymontecarlo

Python interface for Monte Carlo simulation programs

Language: Python - Size: 15.7 MB - Last synced at: 2 months ago - Pushed at: almost 4 years ago - Stars: 27 - Forks: 4

SvenBecker/TAA-PG

Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).

Language: Python - Size: 6.84 MB - Last synced at: over 2 years ago - Pushed at: over 6 years ago - Stars: 27 - Forks: 5

max2ma/BlackScholes_MonteCarlo

Monte Carlo Methods applied to the Black-Scholes financial market model

Language: C++ - Size: 569 KB - Last synced at: 3 months ago - Pushed at: over 7 years ago - Stars: 27 - Forks: 8

killiansheriff/AtomisticReverseMonteCarlo

OVITO Python modifier to generate bulk crystal structures with target Warren-Cowley parameters.

Language: Python - Size: 10.8 MB - Last synced at: 15 days ago - Pushed at: 9 months ago - Stars: 26 - Forks: 3

kerkelae/disimpy

Massively parallel Monte Carlo diffusion MR simulator written in Python.

Language: Python - Size: 11.2 MB - Last synced at: 8 days ago - Pushed at: about 1 year ago - Stars: 26 - Forks: 9

romanmichaelpaolucci/Pricing_Exotic_Options

Library for simulation and analysis of vanilla and exotic options

Language: Python - Size: 10.7 KB - Last synced at: over 2 years ago - Pushed at: over 5 years ago - Stars: 26 - Forks: 13

SwolfPy-Project/swolfpy

SwolfPy is a free, multi-platform, Python-based, open-source, SWM LCA optimization framework with built-in parametric and Monte Carlo sensitivity and uncertainty analysis capabilities.

Language: Python - Size: 17.1 MB - Last synced at: 3 days ago - Pushed at: over 1 year ago - Stars: 25 - Forks: 8

blckswmngbrd/PyPortfolioOptimizationNotebooks

Python Jupyter Notebooks for Financial Portfolio Optimization

Language: Jupyter Notebook - Size: 794 KB - Last synced at: about 2 years ago - Pushed at: about 7 years ago - Stars: 25 - Forks: 8

gabsens/SelfAvoidingWalk

Spring 2018 Monte Carlo project at ENSAE: simulation of self-avoiding random walks

Language: Jupyter Notebook - Size: 1.23 MB - Last synced at: almost 2 years ago - Pushed at: over 7 years ago - Stars: 25 - Forks: 4

PenRed/PenRed

Parallel Engine for Radiation Energy Deposition

Language: C++ - Size: 136 MB - Last synced at: about 4 hours ago - Pushed at: about 6 hours ago - Stars: 24 - Forks: 9

openmc-dev/openmc-ecosystem

List of open source projects related to OpenMC

Size: 18.6 KB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 24 - Forks: 12

di-unipi-socc/FogTorchPI

A probabilistic prototype for deployment of Fog applications.

Language: Java - Size: 4.74 MB - Last synced at: 6 months ago - Pushed at: over 4 years ago - Stars: 24 - Forks: 17

nbrown02/Capacity-Planning-Feature-Monte-Carlo

A Power BI template that provides fast and easy means of understand typical feature size, capacity planning and forecasting feature delivery. Works for Jira (Cloud) and Azure DevOps (as well as Azure DevOps Server and TFS).

Size: 12.3 MB - Last synced at: 13 days ago - Pushed at: 13 days ago - Stars: 23 - Forks: 0

Allen-Tildesley/corrections

Corrections to the text of the book "Computer Simulation of Liquids" by Michael P. Allen and Dominic J. Tildesley (2nd edition, Oxford University Press, 2017)

Size: 4.78 MB - Last synced at: over 2 years ago - Pushed at: over 2 years ago - Stars: 23 - Forks: 3

Related Topics
python 225 monte-carlo 172 simulation 113 machine-learning 60 finance 57 quantitative-finance 51 r 46 statistics 41 option-pricing 40 python3 37 pandas 37 jupyter-notebook 35 optimization 32 monte-carlo-methods 31 numpy 31 physics-simulation 30 data-science 30 portfolio-optimization 28 java 26 risk-management 26 markov-chain 25 black-scholes 24 cpp 24 physics 24 financial-analysis 24 data-analysis 24 molecular-dynamics-simulation 23 stochastic-processes 23 monte-carlo-tree-search 23 probability 23 pi 22 molecular-dynamics 21 computational-physics 21 reinforcement-learning 21 matplotlib 20 risk-analysis 19 forecasting 19 scientific-computing 19 value-at-risk 18 parallel-computing 17 fortran 16 financial-modeling 16 bayesian-inference 15 visualization 15 algorithmic-trading 15 metropolis-hastings 14 data-visualization 14 cuda 14 monte-carlo-sampling 14 metropolis-monte-carlo 14 statistical-mechanics 13 stock-market 13 molecular-simulation 13 options-pricing 13 ising-model-2d 13 sharpe-ratio 13 modeling 13 uncertainty-quantification 12 stochastic-differential-equations 12 markov-chain-monte-carlo 12 investment 12 ai 12 geant4 12 matlab 12 scipy 12 numerical-methods 12 openmc 11 mathematics 11 julia 11 particle-physics 11 ising-model 11 particle-transport 10 tutorial 10 portfolio 10 derivatives-pricing 10 streamlit 10 deep-learning 10 black-scholes-merton 10 rust 10 nuclear-engineering 10 statistical-analysis 10 portfolio-management 10 chemistry 9 montecarlo-simulation 9 poker 9 retirement-planning 9 machine-learning-algorithms 9 optimization-algorithms 9 modern-portfolio-theory 9 trading-strategies 9 nuclear-physics 9 energy 9 partial-differential-equations 8 javascript 8 object-oriented-programming 8 metropolis-algorithm 8 options 8 math 8 derivatives 8 quantitative-trading 8