12 results found Sort:

cantaro86
Financial-Models-Numerical-Methods cantaro86
1.0k
5.8k
agpl-3.0
146
Collection of notebooks about quantitative finance, with interactive python code.
python econometrics heston-model kalman-filter levy-processes option-pricing brownian-motion american-options fourier-inversion jupyter-notebooks linear-regression monte-carlo-methods quantitative-finance stochastic-processes financial-engineering financial-mathematics linear-systems-equations jump-diffusion-mertons-model partial-differential-equations stochastic-differential-equations
Created 2019-09-10
75 commits to master branch, last one 5 months ago
philtabor
Youtube-Code-Repository philtabor
493
905
unknown
18
Repository for most of the code from my YouTube channel
sarsa monte-carlo-methods qlearning-algorithm reinforcement-learning convolutional-neural-networks
Created 2018-08-09
189 commits to master branch, last one 2 years ago
netket
netket netket
195
589
apache-2.0
24
Machine learning algorithms for many-body quantum systems
jax quantum hamiltonian unitaryhack deep-learning neural-networks machine-learning physics-simulation variational-method monte-carlo-methods variational-monte-carlo markov-chain-monte-carlo quantum-state-tomography
Created 2018-04-23
3,655 commits to master branch, last one 16 days ago
quantsbin
Quantsbin quantsbin
73
518
mit
16
Quantitative Finance tools
python quants finance options derivatives blackscholes binomial-tree option-pricing derivative-pricing monte-carlo-methods quantitative-finance monte-carlo-simulation
Created 2018-07-04
18 commits to master branch, last one 3 years ago
baggepinnen
LowLevelParticleFilters.jl baggepinnen
17
126
other
4
State estimation, smoothing and parameter estimation using Kalman and particle filters.
gnss controls tracking estimation kalman-filter control-systems particle-filter virtual-sensing state-estimation data-assimilation dynamical-systems bayesian-inference monte-carlo-methods parameter-estimation system-identification extended-kalman-filter sequential-monte-carlo prediction-error-method unscented-kalman-filter guidance-navigation-control
Created 2018-02-17
647 commits to master branch, last one 15 days ago
rabauke
trng4 rabauke
21
121
bsd-3-clause
5
state of the art C++ pseudo-random number generator library for sequential and parallel Monte Carlo simulations
hpc library c-plus-plus monte-carlo-methods computational-finance computational-physics pseudo-random-generator
Created 2011-10-29
192 commits to master branch, last one 4 months ago
lawmurray
Birch lawmurray
14
115
apache-2.0
14
A probabilistic programming language that combines automatic differentiation, automatic marginalization, and automatic conditioning within Monte Carlo methods.
autodiff bayesian statistics data-science bayesian-methods machine-learning bayesian-inference bayesian-statistics monte-carlo-methods monte-carlo-sampling machine-learning-projects machine-learning-algorithms probabilistic-programming-languages
Created 2016-12-29
5,237 commits to master branch, last one 2 months ago
zfountas
deep-active-inference-mc zfountas
18
88
gpl-3.0
5
Deep active inference agents using Monte-Carlo methods
dsprites animal-ai active-inference cognitive-science monte-carlo-methods variational-inference cognitive-architectures machine-learning-models monte-carlo-tree-search variational-autoencoders disentangled-representations model-based-reinforcement-learning
Created 2020-06-03
22 commits to master branch, last one 3 years ago
callmespring
RL-short-course callmespring
18
64
other
2
Reinforcement Learning Short Course
offline-rl q-learning ridesharing deep-q-network model-based-rl policy-gradient value-iteration policy-iteration fitted-q-iteration dynamic-programming monte-carlo-methods policy-based-method off-policy-evaluation reinforcement-learning markov-decision-processes order-dispatch-recommendation temporal-differencing-learning
Created 2023-02-07
90 commits to main branch, last one 3 months ago
rsugimoto
WoBToolbox rsugimoto
5
53
mit
2
Author's implementation of SIGGRAPH 2023 paper, "A Practical Walk-on-Boundary Method for Boundary Value Problems."
pde siggraph monte-carlo ray-tracing siggraph2023 laplace-equation poisson-equation computer-graphics integral-equations monte-carlo-methods boundary-value-problems partial-differential-equations
Created 2023-07-16
3 commits to main branch, last one about a year ago
GPrathap
autonomous_mobile_robots GPrathap
13
33
unknown
3
This repository has no description...
slam robotics monocular diff-drive raytracing localization kalman-filter stereo-vision particle-filter bayesian-methods depth-estimation ekf-localization stanley-controller monte-carlo-methods ackermann-steering-controller
Created 2022-08-29
37 commits to master branch, last one about a year ago
johon-lituobang
REDS_Nonasymptotic johon-lituobang
2
27
unknown
3
Robust estimations from distribution structures: III. Non-asymptotic
montecarlo monte-carlo pseudorandom finite-sample pseudo-random quasi-monte-carlo finite-sample-bias monte-carlo-methods monte-carlo-sampling uniform-distribution montecarlo-simulation monte-carlo-simulation pseudo-random-generator pseudorandom-number-generator
Created 2023-11-25
23 commits to main branch, last one about a year ago