wiener-process
There are 21 repositories under wiener-process topic.
bradleyboyuyang/Statistical-Arbitrage
High-frequency statistical arbitrage
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)
bottama/stochastic-asset-pricing-in-continuous-time
Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
GeoStat-Framework/Walks
Ministry of Random Walks
joaquimbermudes/RandomProcesses.jl
Julia stochastic processes package.
crodriguezvega/wiener-process
Construction of Wiener process sample paths in Matlab using the wavelet method.
saqib1707/Image-Restoration-Techniques
Implementation of Image Restoration Techniques for "EE 702: Image Processing" course assignment
dannyphandannyphan/wiener-process
Investigating Wiener Processes
Helga-Helga/StochasticProcesses
Exercise solution to Stochastic Processes course
jacobbriones1/Brownian-Motion
From Random Walks to Brownian Motion.
akhodadadi/TimeAllocation
Reinforcement learning models of human decision making in time allocation behavioral experiments
dc-fukuoka/wiener_process
wiener process.
valinsogna/HeadachePredictor-HMM
Predicting headache occurrences using Hidden Markov Models (HMMs). The dataset comprises 296 days of binary headache records. Analysis reveals cyclical patterns, with the DTMC Model yielding the best predictions. Wiener Process, sARIMA, Bayesian Normal Mixtures, DTMC, and Categorical Mixtures models are also reported.
ilyakom/Particle_Simulation
Stochastic particle method for the nonlinear diffusion equation.
ipgmvq/averaged_wiener_process_autocorrelation_autocovariance
Gives analytic formulas to calculate autocovariance matrix and autocorrelation matrix for averaged Wiener process with equal-distance time points. Is supplemented with Python numpy code to verify those formulas with a Monte Carlo simulation.
OGCJN/Extremes-of-Shepp-statistics-for-the-Wiener-process
We derive asymptotic behavior of the probability of high-level excursion for the maximal increment of the Wiener process.
royceda/Math-finance
Scilab
zuza3012/Random-walk
Random walk in d dimentions and central limit theory.
necronet/WienerProcess
An example inspire by a recent post on Brownian motion GIF generation with R. Some tweaks and fixes to the original code an explanation in the README.
RePlasma/StochasticProcessesBasicExamples
Stochastic Processes: Basic Examples