inverse-transform-method

There are 7 repositories under inverse-transform-method topic.

  • 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:R1275043

  • 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 Notebook1102

  • 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:TypeScript111

  • 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:Python1100

  • anthonyli01/R-Derivatives-Pricing

    University Project: simulation techniques to price derivatives. It will involve Monte-Carlo, variance-reduction techniques, and advanced simulation methods.

    0100

  • cicirello/btpe-iterations

    Experiments for paper: An Analysis of an Open Source Binomial Random Variate Generation Algorithm

    Language:TeX13

  • mvulab/Inverse-Transform-Sampling

    Simple commented code to understand the Inverse Transform Sampling approach

    Language:Jupyter Notebook10