stochastic-processes
There are 419 repositories under stochastic-processes topic.
cantaro86/Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
SciML/DifferentialEquations.jl
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.
NeuromatchAcademy/course-content
NMA Computational Neuroscience course
GPflow/GPflow
Gaussian processes in TensorFlow
google-research/torchsde
Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
avhz/RustQuant
Rust library for quantitative finance.
pySTEPS/pysteps
Python framework for short-term ensemble prediction systems.
crflynn/stochastic
Generate realizations of stochastic processes in python.
quantgirluk/aleatory
📦 Python library for Stochastic Processes Simulation and Visualisation
ant-research/EasyTemporalPointProcess
EasyTPP: Towards Open Benchmarking Temporal Point Processes
SciML/StochasticDiffEq.jl
Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem
YannDubs/Neural-Process-Family
Code for the Neural Processes website and replication of 4 papers on NPs. Pytorch implementation.
ArturSepp/StochVolModels
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
LRydin/MFDFA
Multifractal Detrended Fluctuation Analysis in Python
rosewang2008/language_modeling_via_stochastic_processes
Language modeling via stochastic processes. Oral @ ICLR 2022.
jason-ash/pyesg
Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.
kingaa/pomp
R package for statistical inference using partially observed Markov processes
horchler/SDETools
Matlab Toolbox for the Numerical Solution of 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)
dmarienko/QuantTradingResearch
Different quantitative trading models research
rust-dd/stochastic-rs
stochastic-rs is a Rust library designed for high-performance simulation and analysis of stochastic processes and models in quant finance.
Eric-Bradford/SDD-GP-MPC
This repository contains the source code for "Stochastic data-driven model predictive control using Gaussian processes" (SDD-GP-MPC).
BorealisAI/continuous-time-flow-process
PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)
VincentGranville/Point-Processes
This repository contains the material (datasets, code, videos, spreadsheets) related to my book Stochastic Processes and Simulations - A Machine Learning Perspective.
augustinas1/MomentClosure.jl
Tools to generate and study moment equations for any chemical reaction network using various moment closure approximations
LRydin/jumpdiff
JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
LongOnly/Option-Pricing-under-Uncertainty
By means of stochastic volatility models
sdepy/sdepy
SdePy: Numerical Integration of Ito Stochastic Differential Equations
AlexIoannides/pymc-stochastic-process
Bayesian Inference and parameter estimation in quant finance.
ahgperrin/PyCurve
PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic simulation.
VincentGranville/Stochastic-Processes
My book: Gentle Introduction to Chaotic Dynamical Systems. Includes stochastic dynamical systems and statistical properties of numeration systems in any dimension.
DanielSank/vankampen-stochastic
Exercises and notes for N.G. Van Kampen's Stochastic Processes in Physics and Chemistry
bottama/stochastic-asset-pricing-in-continuous-time
Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
zgbkdlm/dissertation
Zheng Zhao's doctoral dissertation from Aalto University
andre-fuchs-uni-oldenburg/OPEN_FPE_IFT
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.
uslumt/Battery_SoC_Estimation
Battery State Of Charge(SoC) Estimation Using Stochastic Methods & Machine Learning.