monte-carlo-simulation

There are 1344 repositories under monte-carlo-simulation topic.

  • FinQuant

    fmilthaler/FinQuant

    A program for financial portfolio management, analysis and optimisation.

    Language:Python1.6k3349215

  • 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:Python1.2k53637256

  • towardsai/tutorials

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

    Language:Jupyter Notebook1k373369

  • openmc-dev/openmc

    OpenMC Monte Carlo Code

    Language:Python887711.2k565

  • Geant4/geant4

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

    Language:C++716540347
  • synthBTC

    jofpin/synthBTC

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

    Language:JavaScript66940398

  • quantsbin/Quantsbin

    Quantitative Finance tools

    Language:Python55616482

  • finmath/finmath-lib

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

    Language:Java5324333176
  • GridCal

    SanPen/GridCal

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

    Language:MATLAB44732205102

  • glotzerlab/hoomd-blue

    Molecular dynamics and Monte Carlo soft matter simulation on GPUs.

    Language:C++39122951150

  • paulromano/awesome-nuclear

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

    37533372

  • 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:Fortran3232822106

  • SURGroup/UQpy

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

    Language:Python3231713188

  • 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:JavaScript3073378102
  • freud

    glotzerlab/freud

    Powerful, efficient particle trajectory analysis in scientific Python.

    Language:C++3021446352
  • MonteCarloMeasurements.jl

    baggepinnen/MonteCarloMeasurements.jl

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

    Language:Julia27968018

  • 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++27044500151
  • deepdrr

    arcadelab/deepdrr

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

    Language:Python240108264

  • SiEPIC/SiEPIC_EBeam_PDK

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

    Language:Logos23649147157
  • FlowViz

    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.

    227278948

  • 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:Python2085362
  • CompFinance

    asavine/CompFinance

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

    Language:C++18720465

  • ArturSepp/StochVolModels

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

    Language:Python1755237

  • christopherpoole/CADMesh

    A CAD file interface for GEANT4

    Language:C++166193868

  • mgroncki/IPythonScripts

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

    Language:Jupyter Notebook16415072

  • 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:R1515048

  • 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++1456230

  • 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++143111923

  • pyscripter/XLRisk

    Excell addin for performing Monte Carlo simulation

    Language:VBA131142734

  • lammpstutorials/lammpstutorials.github.io

    LAMMPS tutorials for both beginners and advanced users

    Language:Shell1214819

  • 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:Python1218139
  • Hydra

    MultithreadCorner/Hydra

    Header only framework for data analysis in massively parallel platforms.

    Language:C++113235021

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

    Stocks and Assets Valuation via Discounted Cash Flow with Python

    Language:Jupyter Notebook963025

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

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

    Language:Jupyter Notebook944040

  • in-op/GameAI

    Various C# implementations of game AI

    Language:C#915522

  • OpenGATE/opengate

    Gate 10

    Language:C86914665