Topic: stochastic-processes Goto Github
Some thing interesting about stochastic-processes
Some thing interesting about stochastic-processes
stochastic-processes,PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic simulation.
User: ahgperrin
stochastic-processes,Bayesian Inference and parameter estimation in quant finance.
User: alexioannides
stochastic-processes,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.
User: andre-fuchs-uni-oldenburg
stochastic-processes,EasyTPP: Towards Open Benchmarking Temporal Point Processes
Organization: ant-research
Home Page: https://ant-research.github.io/EasyTemporalPointProcess/
stochastic-processes,Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
User: artursepp
Home Page: https://github.com/ArturSepp/StochVolModels
stochastic-processes,Tools to generate and study moment equations for any chemical reaction network using various moment closure approximations
User: augustinas1
Home Page: https://augustinas1.github.io/MomentClosure.jl/dev/
stochastic-processes,Rust library for quantitative finance.
User: avhz
Home Page: https://avhz.github.io
stochastic-processes,PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)
Organization: borealisai
stochastic-processes,Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
User: bottama
stochastic-processes,Collection of notebooks about quantitative finance, with interactive python code.
User: cantaro86
stochastic-processes,Generate realizations of stochastic processes in python.
User: crflynn
Home Page: http://stochastic.readthedocs.io/en/stable/
stochastic-processes,🦜 DISCOTRESS 🦜 is a software package to simulate and analyse the dynamics on arbitrary Markov chains
User: danieljsharpe
stochastic-processes,Exercises and notes for N.G. Van Kampen's Stochastic Processes in Physics and Chemistry
User: danielsank
stochastic-processes,Different quantitative trading models research
User: dmarienko
stochastic-processes,Stochastic models to price financial options
User: donlelef
Home Page: https://vanilla-option-pricing.readthedocs.io/en/latest/
stochastic-processes,This repository contains the source code for "Stochastic data-driven model predictive control using Gaussian processes" (SDD-GP-MPC).
User: eric-bradford
stochastic-processes,Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
Organization: google-research
stochastic-processes,Gaussian processes in TensorFlow
Organization: gpflow
stochastic-processes,Python implementation of a multitaper window method for estimating Wigner spectra for certain locally stationary processes
User: hbldh
stochastic-processes,Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations
User: horchler
Home Page: http://biorobots.case.edu
stochastic-processes,Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.
User: jason-ash
stochastic-processes,PyTorch Library for Derivatives Pricing
User: jialuechen
stochastic-processes,An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
User: jirotubuyaki
stochastic-processes,R package for statistical inference using partially observed Markov processes
User: kingaa
Home Page: https://kingaa.github.io/pomp
stochastic-processes,Julia Package for Generating Scenario Trees and Scenario Lattices for Multistage Stochastic Optimization
User: kirui93
stochastic-processes,By means of stochastic volatility models
User: longonly
stochastic-processes,JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
User: lrydin
stochastic-processes,Multifractal Detrended Fluctuation Analysis in Python
User: lrydin
stochastic-processes,A lightweight framework to enable hierarchical, heterogeneous dynamical systems co-integration. Batteries included!
Organization: merck
stochastic-processes,NMA Computational Neuroscience course
Organization: neuromatchacademy
Home Page: https://compneuro.neuromatch.io
stochastic-processes,Automating various decisions stochastically, starting with my current coin-based intermittent fasting and dice-based kettlebell.
User: pookleblinky
stochastic-processes,Python framework for short-term ensemble prediction systems.
Organization: pysteps
Home Page: https://pysteps.github.io/
stochastic-processes,📦 Python library for Stochastic Processes Simulation and Visualisation
User: quantgirluk
stochastic-processes,Language modeling via stochastic processes. Oral @ ICLR 2022.
User: rosewang2008
stochastic-processes,Piecewise Deterministic Markov Processes in Julia
User: rveltz
stochastic-processes,:walking:Python Library for Random Walks
User: sadrasabouri
stochastic-processes,A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)
Organization: sciml
Home Page: https://docs.sciml.ai/DiffEqNoiseProcess/stable/
stochastic-processes,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.
Organization: sciml
Home Page: https://docs.sciml.ai/DiffEqDocs/stable/
stochastic-processes,Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem
Organization: sciml
stochastic-processes,SdePy: Numerical Integration of Ito Stochastic Differential Equations
User: sdepy
stochastic-processes,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.
User: stxupengyu
stochastic-processes,Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement of clearing the courses.
User: sumit090594
stochastic-processes,Battery State Of Charge(SoC) Estimation Using Stochastic Methods & Machine Learning.
User: uslumt
stochastic-processes,A classic implementation in C++ of the famous 2D Ising Model.
User: victorseven
stochastic-processes,This repository contains the material (datasets, code, videos, spreadsheets) related to my book Stochastic Processes and Simulations - A Machine Learning Perspective.
User: vincentgranville
Home Page: https://mltechniques.com/product/album/
stochastic-processes,My book: Gentle Introduction to Chaotic Dynamical Systems. Includes stochastic dynamical systems and statistical properties of numeration systems in any dimension.
User: vincentgranville
Home Page: https://mltechniques.com/product/ebook-gentle-introduction-to-chaotic-dynamical-systems/
stochastic-processes,Code for the Neural Processes website and replication of 4 papers on NPs. Pytorch implementation.
User: yanndubs
Home Page: https://yanndubs.github.io/Neural-Process-Family/
stochastic-processes,Booklet and exam of Artificial Intelligence Master Degree at Amirkabir University of technology.
User: zahradehghanian97
stochastic-processes,Zheng Zhao's doctoral dissertation from Aalto University
User: zgbkdlm
stochastic-processes,State-space deep Gaussian processes in Python and Matlab
User: zgbkdlm
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