monte-carlo-methods
There are 165 repositories under monte-carlo-methods topic.
cantaro86/Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
philtabor/Youtube-Code-Repository
Repository for most of the code from my YouTube channel
netket/netket
Machine learning algorithms for many-body quantum systems
quantsbin/Quantsbin
Quantitative Finance tools
Madhu009/Deep-math-machine-learning.ai
A blog which talks about machine learning, deep learning algorithms and the Math. and Machine learning algorithms written from scratch.
rabauke/trng4
state of the art C++ pseudo-random number generator library for sequential and parallel Monte Carlo simulations
baggepinnen/LowLevelParticleFilters.jl
State estimation, smoothing and parameter estimation using Kalman and particle filters.
lawmurray/Birch
A probabilistic programming language that combines automatic differentiation, automatic marginalization, and automatic conditioning within Monte Carlo methods.
philtabor/Reinforcement-Learning-In-Motion
Code repository for my course on the fundamentals of reinforcement learning
zfountas/deep-active-inference-mc
Deep active inference agents using Monte-Carlo methods
abdulfatir/sampling-methods-numpy
This repository contains implementations of some basic sampling methods in numpy.
callmespring/RL-short-course
Reinforcement Learning Short Course
rsugimoto/WoBToolbox
Author's implementation of SIGGRAPH 2023 paper, "A Practical Walk-on-Boundary Method for Boundary Value Problems."
johon-lituobang/REDS_Nonasymptotic
Robust estimations from distribution structures: III. Non-asymptotic
ORNL-CEES/Profugus
A set of radiation transport mini-applications used for performance optimization on HPC systems.
rsadykhov/stochastic-models
Python code of commonly used stochastic models for Monte-Carlo simulations
makaveli10/reinforcementLearning
Reinforcement Learning - Implementation of Exercises, algorithms from the book Sutton Barto and David silver's RL course in Python, OpenAI Gym.
francescoalemanno/cryptipass
CryptiPass is a Go library for generating secure high-entropy, pronounceable passphrases.
rsugimoto/VelMCFluids
Author's implementation of SIGGRAPH 2024 paper, "Velocity-Based Monte Carlo Fluids"
ribsthakkar/HierarchicalKarting
Implementation of Hierarchical Control for Head-to-Head Autonomous Racing paper
BY571/Medium_Code_Examples
Implementation of fundamental concepts and algorithms for reinforcement learning
michibo/feyntrop
feyntrop integrates Feynman graphs using tropical sampling
mauricelanghinrichs/ABCdeZ.jl
Approximate Bayesian Computation (ABC) with differential evolution (de) moves and model evidence (Z) estimates.
hammouc/Multilevel-Monte-Carlo-with-Importance-Sampling-for-SRNs
This repository includes Matlab codes/routines that were used in our manuscript entitled "Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks" that can be found in this preprint: https://arxiv.org/abs/1911.06286
Sagebati/OxyMcts
Mcts library written in rust, for rust.
Techtonique/esgtoolkit
Tools for Stochastic Simulation using diffusion models (R).
ippocratiss/EMRI_MC
EMRI_MC is a GPU-based Python code for Bayesian inference of EMRI gravitational waveforms, including cosmological propagation effects. Online publication is here: https://arxiv.org/abs/2311.17174
spiemonte/LeonardYM
Monte-Carlo simulations of four-dimensional Yang-Mills theories coupled to scalar and fermion fields
59alireza59/Quantitative-Finance
A Quantitative Finance Engineering Project
addy1997/RL-Algorithms
This repository has RL algorithms implemented using python
FortranSoftwares/ISING_2D_SIMULATION
ISING_2D_SIMULATION is a FORTRAN77 program which carries out a Monte Carlo simulation of a 2D Ising model, using gnuplot to display the initial and final configurations.
ITNeri/Dynamic_Delta_Hedging
Hedging options by using Monte Carlo simulations or real data
NikolaZubic/AppliedGameTheoryHomeworkSolutions
Solutions for course: "Applied Game Theory" taken at University of Novi Sad - Faculty of Technical Sciences
shuvoxcd01/GridMind
A library of reinforcement learning (RL) algorithms.
Davide-Mapelli/Numeric_Simulation_Laboratory
Numerical Simulation Laboratory at Unimi in 2020-2021 (D.E. Galli). Advanced Monte Carlo methods: Markov chains, Metropolis algorithm. Numerical simulations in statistical mechanics. Stochastic calculus and stochastic differential equation. Computational intelligence, stochastic optimization. Parallel computing and parallel programming. Machine learning and deep neural networks