neural-sde
There are 11 repositories under neural-sde topic.
SciML/SciMLBook
Parallel Computing and Scientific Machine Learning (SciML): Methods and Applications (MIT 18.337J/6.338J)
SciML/DiffEqFlux.jl
Pre-built implicit layer architectures with O(1) backprop, GPUs, and stiff+non-stiff DE solvers, demonstrating scientific machine learning (SciML) and physics-informed machine learning methods
SciML/SciMLSensitivity.jl
A component of the DiffEq ecosystem for enabling sensitivity analysis for scientific machine learning (SciML). Optimize-then-discretize, discretize-then-optimize, adjoint methods, and more for ODEs, SDEs, DDEs, DAEs, etc.
xwinxu/bayeSDE
Code for "Infinitely Deep Bayesian Neural Networks with Stochastic Differential Equations"
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)
SciML/OptimalControl.jl
A component of the SciML scientific machine learning ecosystem for optimal control
frankschae/Control-of-Stochastic-Quantum-Dynamics-with-Differentiable-Programming
Repository for the Control of Stochastic Quantum Dynamics with Differentiable Programming paper.
Zh-Shuai/NJDTPP
Implementation of "Neural Jump-Diffusion Temporal Point Processes" (ICML 2024 Spotlight)
SciML/BridgeDiffEq.jl
A thin wrapper over Bridge.jl for the SciML scientific machine learning common interface, enabling new methods for neural stochastic differential equations (neural SDEs)
colalb1/FDM-for-Neural-SDEs
Work in progress of Finite Dimensional Matching for Neural SDEs implementation.
QuantDevJayson/quantumfx-engine
The next-generation open-source platform for quantitative FX risk modeling, scenario analysis, and regulatory stress testing.