stochastic-processes | Topic | Ecosyste.ms: Repos

Topic: "stochastic-processes"

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: 17 days ago - Pushed at: 8 months ago - Stars: 6,120 - Forks: 1,114

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: 4 days ago - Pushed at: 3 months ago - Stars: 2,965 - Forks: 239

NeuromatchAcademy/course-content

NMA Computational Neuroscience course

Language: Jupyter Notebook - Size: 4.91 GB - Last synced at: 8 days ago - Pushed at: 8 days ago - Stars: 2,762 - Forks: 1,012

GPflow/GPflow

Gaussian processes in TensorFlow

Language: Python - Size: 374 MB - Last synced at: 9 days ago - Pushed at: 9 days ago - Stars: 1,874 - Forks: 430

google-research/torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

Language: Python - Size: 4.18 MB - Last synced at: 17 days ago - Pushed at: 5 months ago - Stars: 1,645 - Forks: 209

avhz/RustQuant

Rust library for quantitative finance.

Language: Rust - Size: 50.3 MB - Last synced at: 18 days ago - Pushed at: about 1 month ago - Stars: 1,389 - Forks: 154

pySTEPS/pysteps

Python framework for short-term ensemble prediction systems.

Language: Python - Size: 3.5 MB - Last synced at: 7 days ago - Pushed at: 16 days ago - Stars: 501 - Forks: 174

crflynn/stochastic

Generate realizations of stochastic processes in python.

Language: Python - Size: 3.73 MB - Last synced at: 15 days ago - Pushed at: over 2 years ago - Stars: 475 - Forks: 86

quantgirluk/aleatory

📦 Python library for Stochastic Processes Simulation and Visualisation

Language: Python - Size: 87.3 MB - Last synced at: 3 days ago - Pushed at: 2 months ago - Stars: 311 - Forks: 35

ant-research/EasyTemporalPointProcess

EasyTPP: Towards Open Benchmarking Temporal Point Processes

Language: Python - Size: 6.43 MB - Last synced at: 16 days ago - Pushed at: about 2 months ago - Stars: 299 - Forks: 34

SciML/StochasticDiffEq.jl

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

Language: Julia - Size: 2.69 MB - Last synced at: 3 days ago - Pushed at: 9 days ago - Stars: 287 - Forks: 71

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: 18 days ago - Pushed at: 12 months ago - Stars: 219 - Forks: 51

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: about 2 months ago - Pushed at: about 2 months ago - Stars: 157 - Forks: 32

LRydin/MFDFA

Multifractal Detrended Fluctuation Analysis in Python

Language: Python - Size: 2.89 MB - Last synced at: 29 days ago - Pushed at: almost 3 years ago - Stars: 142 - Forks: 30

jason-ash/pyesg

Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.

Language: Python - Size: 684 KB - Last synced at: 24 days ago - Pushed at: almost 2 years ago - Stars: 132 - Forks: 34

rosewang2008/language_modeling_via_stochastic_processes

Language modeling via stochastic processes. Oral @ ICLR 2022.

Language: Python - Size: 144 MB - Last synced at: over 1 year ago - Pushed at: about 2 years ago - Stars: 123 - Forks: 11

kingaa/pomp

R package for statistical inference using partially observed Markov processes

Language: R - Size: 1.01 GB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 114 - Forks: 27

horchler/SDETools

Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations

Language: MATLAB - Size: 255 KB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 89 - Forks: 34

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: 3 days ago - Pushed at: about 1 month ago - Stars: 63 - Forks: 30

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: 8.83 MB - Last synced at: 1 day ago - Pushed at: 16 days ago - Stars: 56 - Forks: 3

dmarienko/QuantTradingResearch

Different quantitative trading models research

Language: Jupyter Notebook - Size: 10 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 53 - Forks: 16

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: 2 months ago - Pushed at: about 2 years ago - Stars: 50 - Forks: 6

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: 9 days ago - Pushed at: over 4 years ago - Stars: 48 - Forks: 6

augustinas1/MomentClosure.jl

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

Language: Julia - Size: 8.56 MB - Last synced at: 9 days ago - Pushed at: 9 days ago - Stars: 45 - Forks: 6

LRydin/jumpdiff

JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python

Language: Python - Size: 612 KB - Last synced at: about 2 months ago - Pushed at: over 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: 2 months ago - Pushed at: over 6 years ago - Stars: 42 - Forks: 11

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: about 1 month ago - Pushed at: almost 4 years ago - Stars: 41 - Forks: 8

sdepy/sdepy

SdePy: Numerical Integration of Ito Stochastic Differential Equations

Language: Python - Size: 363 KB - Last synced at: over 1 year ago - Pushed at: almost 4 years ago - Stars: 39 - Forks: 8

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: 5 months ago - Pushed at: 5 months ago - Stars: 37 - Forks: 10

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: 2 months ago - Pushed at: 8 months ago - Stars: 36 - Forks: 16

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: 9 months ago - Pushed at: over 2 years ago - Stars: 29 - Forks: 10

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: 2 months ago - Pushed at: almost 4 years ago - Stars: 25 - Forks: 5

ZahraDehghanian97/AI_booklet_CE-AUT

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

Size: 126 MB - Last synced at: 12 months ago - Pushed at: 12 months ago - Stars: 24 - Forks: 4

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: 6 days ago - Pushed at: over 1 year ago - Stars: 24 - Forks: 7

donlelef/vanilla-option-pricing

Stochastic models to price financial options

Language: Python - Size: 85.9 KB - Last synced at: 26 days ago - Pushed at: over 4 years ago - Stars: 24 - Forks: 2

zgbkdlm/dissertation

Zheng Zhao's doctoral dissertation from Aalto University

Language: TeX - Size: 6.22 MB - Last synced at: over 2 years ago - Pushed at: over 2 years ago - Stars: 23 - Forks: 1

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: about 2 months ago - Pushed at: 5 months ago - Stars: 22 - Forks: 4

jirotubuyaki/Jdmbs

An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies

Language: R - Size: 33 MB - Last synced at: over 2 years ago - Pushed at: about 5 years ago - Stars: 22 - Forks: 7

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: about 2 months ago - Pushed at: about 1 year ago - Stars: 21 - Forks: 3

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: 19 days ago - Pushed at: 19 days ago - Stars: 20 - Forks: 2

rveltz/PiecewiseDeterministicMarkovProcesses.jl

Piecewise Deterministic Markov Processes in Julia

Language: Julia - Size: 2.08 MB - Last synced at: 3 days ago - Pushed at: about 1 month ago - Stars: 20 - Forks: 7

sadrasabouri/pyrandwalk

:walking:Python Library for Random Walks

Language: Jupyter Notebook - Size: 196 KB - Last synced at: 2 months ago - Pushed at: about 1 year ago - Stars: 20 - Forks: 2

ocramz/sde

Numerical experiments with stochastic differential equations

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

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: 2 months ago - Pushed at: almost 7 years ago - Stars: 18 - Forks: 3

VictorSeven/IsingModel

A classic implementation in C++ of the famous 2D Ising Model.

Language: Jupyter Notebook - Size: 1.92 MB - Last synced at: about 2 years ago - Pushed at: over 8 years ago - Stars: 18 - Forks: 5

lbl-camera/fvGP

A software package for flexible HPC GPs

Language: Python - Size: 35 MB - Last synced at: 7 days ago - Pushed at: 8 days ago - Stars: 16 - Forks: 4

FHoltorf/MarkovBounds.jl

A Julia package for the computation of hard, theoretically guaranteed bounds on the moments of jump-diffusion processes with polynomial data

Language: Julia - Size: 8.07 MB - Last synced at: 25 days ago - Pushed at: 25 days ago - Stars: 15 - Forks: 0

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: over 1 year ago - Pushed at: over 1 year ago - Stars: 15 - Forks: 2

wcota/dynSIS-networkx

Networkx implementation of the SIS epidemic model for large and heterogeneous networks

Language: Python - Size: 28.3 KB - Last synced at: over 1 year ago - Pushed at: almost 2 years ago - Stars: 14 - Forks: 4

JackHunt/GP-LVM

Implementation of the Gaussian Process Latent Variable Model.

Language: Python - Size: 80.1 KB - Last synced at: 6 months ago - Pushed at: over 2 years ago - Stars: 14 - Forks: 1

quantmind/quantflow

Quantitative finance and derivative pricing

Language: Python - Size: 17.6 MB - Last synced at: 10 days ago - Pushed at: about 2 months ago - Stars: 13 - Forks: 1

RIVeR-Lab/multiterrain-gp-model

Probabilistic Motion Modeling Algorithm for Skid Steered Mobile Robots

Language: Python - Size: 43.9 KB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 13 - Forks: 0

zgbkdlm/ssdgp

State-space deep Gaussian processes in Python and Matlab

Language: Jupyter Notebook - Size: 1.77 MB - Last synced at: over 2 years ago - Pushed at: almost 3 years ago - Stars: 13 - Forks: 0

Techtonique/esgtoolkit

Tools for Stochastic Simulation using diffusion models (R).

Language: HTML - Size: 2.66 MB - Last synced at: about 12 hours ago - Pushed at: 9 days ago - Stars: 12 - Forks: 3

simsurace/FeedbackParticleFilters.jl

A Julia package that provides (feedback) particle filters for nonlinear stochastic filtering and data assimilation problems

Language: Julia - Size: 7.07 MB - Last synced at: about 1 month ago - Pushed at: about 2 years ago - Stars: 12 - Forks: 2

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: 929 KB - Last synced at: 28 days ago - Pushed at: 6 months ago - Stars: 11 - Forks: 9

zgbkdlm/tme

Taylor moment expansion in Python (JaX and SymPy) and Matlab

Language: Python - Size: 1.27 MB - Last synced at: 7 days ago - Pushed at: 6 months ago - Stars: 11 - Forks: 0

kpctoolboxteam/kpc-toolbox

KPC-Toolbox: MATLAB toolbox to fit Markovian Arrival Processes

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

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: over 2 years ago - Pushed at: over 4 years ago - Stars: 11 - Forks: 1

aminakhshi/hints

Estimating high-order interactions in time series data of any dimension

Language: Python - Size: 3.26 MB - Last synced at: 19 days ago - Pushed at: 4 months ago - Stars: 10 - Forks: 3

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: 7 months ago - Pushed at: 7 months ago - Stars: 10 - Forks: 4

wcota/dynSIS

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

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

KiUngSong/RSB

"Applying Regularized Schrödinger-Bridge-Based Stochastic Process in Generative Modeling"

Language: Python - Size: 44.9 KB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 9 - Forks: 1

bcgov/epi.branch.sim

Stochastic epidemiological branching simulation

Language: R - Size: 242 KB - Last synced at: 6 months ago - Pushed at: over 4 years ago - Stars: 9 - Forks: 1

stxupengyu/Stochastic-Process-Ross-2nd-edition

Here is the exercise solution of stochastic process Ross 2nd Edition collected by the author. The answers are from the stochastic process courses of Umich, Columbia University and BJTU respectively. Due to the different assignments assigned by each teacher, the answers provided by each university are not complete, for your comprehensive reference.

Size: 2.14 MB - Last synced at: over 2 years ago - Pushed at: almost 5 years ago - Stars: 9 - Forks: 1

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: 7 months ago - Pushed at: over 6 years ago - Stars: 9 - Forks: 1

MIC-DKFZ/gpconvcnp

Code for "GP-ConvCNP: Better Generalization for Convolutional Conditional Neural Processes on Time Series Data"

Language: Python - Size: 36.1 MB - Last synced at: 1 day ago - Pushed at: almost 4 years ago - Stars: 8 - Forks: 6

narroyo1/sffnn

A generic approach for training probabilistic machine learning models

Language: Python - Size: 51.9 MB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 8 - Forks: 0

dlarsen5/VolatilityDecomposition

Volatility Decomposition of Asset Price Time Series

Language: Python - Size: 1.09 MB - Last synced at: over 2 years ago - Pushed at: about 6 years ago - Stars: 8 - Forks: 7

SPL-ethz/snow

A Python package describing Stochastic Nucleation of Water in vials

Language: Python - Size: 44.7 MB - Last synced at: 8 days ago - Pushed at: 12 months ago - Stars: 7 - 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: 2 months ago - Pushed at: over 2 years ago - Stars: 7 - Forks: 1

uslumt/Battery_SoC_Estimation

Battery State Of Charge(SoC) Estimation Using Stochastic Methods & Machine Learning.

Language: Jupyter Notebook - Size: 17.3 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 7 - Forks: 3

itsoukal/anySim

An R package for the stochastic simulation of processes with any marginal distribution and correlation structure

Language: R - Size: 584 KB - Last synced at: over 1 year ago - Pushed at: about 5 years ago - Stars: 7 - Forks: 2

mlandis/phyddle

Phylogenetic model exploration with deep learning

Language: Python - Size: 264 MB - Last synced at: 16 days ago - Pushed at: 16 days ago - Stars: 6 - Forks: 0

skiehl/lcsim

Blazar light curve simulation package in python3

Language: Jupyter Notebook - Size: 2.14 MB - Last synced at: about 2 months ago - Pushed at: 10 months ago - Stars: 6 - Forks: 4

dancixx/stochastic-js

This project try to bring closer the stochastic calculus and Typescript.

Language: TypeScript - Size: 293 KB - Last synced at: 24 days ago - Pushed at: almost 2 years ago - Stars: 6 - Forks: 2

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

hinofafa/DeepPDELearner

This repository introduces Partial Differential Equation Solver using neural network that can learn resolution-invariant solution operators on Navier-Stokes equation. Solving PDE is the core subject of numerical simulation and is widely used in science and engineering, from molecular dynamics to flight simulation, and even weather forecasting.

Language: Jupyter Notebook - Size: 8.6 MB - Last synced at: almost 2 years ago - Pushed at: over 3 years ago - Stars: 6 - Forks: 2