Search Results - RepositoryStats

Financial-Models-Numerical-Methods cantaro86

969

5.3k

agpl-3.0

136

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

71 commits to master branch, last one 3 months ago

DifferentialEquations.jl SciML

221

2.8k

other

58

Multi-language suite for high-performance solvers of differential equations and scientific machine learning (SciML) components. Ordinary differential equations (ODEs), stochastic differential equation...

Created 2016-05-11

1,384 commits to master branch, last one 26 days ago

score_sde_pytorch yang-song

288

1.5k

apache-2.0

17

PyTorch implementation for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)

pytorch iclr-2021 score-matching diffusion-models inverse-problems generative-models controllable-generation score-based-generative-modeling stochastic-differential-equations

Created 2021-02-28

8 commits to main branch, last one about a year ago

torchsde google-research

192

1.5k

apache-2.0

34

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

pytorch deep-learning dynamical-systems deep-neural-networks stochastic-processes differential-equations stochastic-volatility-models neural-differential-equations stochastic-differential-equations

Created 2020-07-06

163 commits to master branch, last one 8 months ago

ModelingToolkit.jl SciML

195

1.4k

other

29

An acausal modeling framework for automatically parallelized scientific machine learning (SciML) in Julia. A computer algebra system for integrated symbolics for physics-informed machine learning and ...

Created 2018-02-27

5,459 commits to master branch, last one 3 days ago

score_sde yang-song

186

1.3k

apache-2.0

17

Official code for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)

jax flax iclr-2021 score-matching diffusion-models inverse-problems generative-models controllable-generation score-based-generative-modeling stochastic-differential-equations

Created 2021-01-03

24 commits to main branch, last one 2 years ago

DiffEqFlux.jl SciML

151

843

mit

32

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

pinn stiff-ode neural-dde neural-ode neural-pde neural-sde neural-sdes scientific-ai scientific-ml neural-networks differentialequations differential-equations neural-jump-diffusions physics-informed-learning scientific-machine-learning delay-differential-equations neural-differential-equations partial-differential-equations ordinary-differential-equations stochastic-differential-equations

Created 2018-12-26

1,858 commits to master branch, last one 11 days ago

SciMLTutorials.jl SciML

128

709

other

25

Tutorials for doing scientific machine learning (SciML) and high-performance differential equation solving with open source software.

r dae dde ode pde sde julia sciml python neural-ode hacktoberfest differentialequations differential-equations scientific-machine-learning neural-differential-equations partial-differential-equations ordinary-differential-equations stochastic-differential-equations

Created 2016-10-31

1,297 commits to master branch, last one 9 months ago

image-restoration-sde Algolzw

35

501

mit

5

Image Restoration with Mean-Reverting Stochastic Differential Equations, ICML 2023. Winning solution of the NTIRE 2023 Image Shadow Removal Challenge.

pytorch dehazing denoising deraining deblurring inpainting score-based diffusion-models super-resolution image-restoration stochastic-differential-equations

Created 2023-01-27

59 commits to main branch, last one about a month ago

diffeqpy SciML

39

500

mit

23

Solving differential equations in Python using DifferentialEquations.jl and the SciML Scientific Machine Learning organization

dae dde ode sde sdes numba sciml differentialequations differential-equations scientific-machine-learning delay-differential-equations ordinary-differential-equations differential-algebraic-equations stochastic-differential-equations

Created 2018-04-21

199 commits to master branch, last one 2 months ago

stochastic crflynn

79

431

mit

15

Generate realizations of stochastic processes in python.

stochastic probability stochastic-processes stochastic-volatility-models stochastic-simulation-algorithm stochastic-differential-equations

Created 2017-02-17

111 commits to master branch, last one about a year ago

DiffEqBase.jl SciML

106

299

other

20

The lightweight Base library for shared types and functionality for defining differential equation and scientific machine learning (SciML) problems

dae dde ode pde sde sciml neural-ode hacktoberfest differentialequations differential-equations scientific-machine-learning delay-differential-equations neural-differential-equations partial-differential-equations ordinary-differential-equations differential-algebraic-equations stochastic-differential-equations

Created 2016-10-20

3,282 commits to master branch, last one 6 days ago

DiffEqOperators.jl SciML

74

284

other

18

Linear operators for discretizations of differential equations and scientific machine learning (SciML)

fdm pde sde julia sciml neural-ode matrix-free differentialequations differential-equations finite-difference-method scientific-machine-learning neural-differential-equations partial-differential-equations stochastic-differential-equations

This repository has been archived (exclude archived)

Created 2017-05-16

1,482 commits to master branch, last one 11 months ago

StochasticDiffEq.jl SciML

65

237

other

15

Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem

ito rde sde rode sode noise sciml random solvers adaptive stochastic stratonovich hacktoberfest stochastic-processes differentialequations differential-equations scientific-machine-learning random-differential-equations stochastic-differential-equations

Created 2016-10-22

2,256 commits to master branch, last one 2 months ago

SDE AaltoML

40

159

mit

9

Example codes for the book Applied Stochastic Differential Equations

statistics book-examples stochastic-differential-equations

Created 2019-04-02

12 commits to master branch, last one 2 years ago

bayeSDE xwinxu

27

159

mit

8

Code for "Infinitely Deep Bayesian Neural Networks with Stochastic Differential Equations"

jax pytorch neural-ode neural-sde sde-solvers deep-learning bayesian-layers deep-neural-networks bayesian-neural-networks stochastic-differential-equations

Created 2021-02-04

48 commits to main branch, last one 2 years ago

diffeqr SciML

14

136

other

12

Solving differential equations in R using DifferentialEquations.jl and the SciML Scientific Machine Learning ecosystem

dae dde ode sde sciml differential-equations scientific-machine-learning delay-differential-equations ordinary-differential-equations differential-algebraic-equations stochastic-differential-equations

Created 2018-04-19

169 commits to master branch, last one 2 months ago

aleatory quantgirluk

13

134

mit

6

📦 Python library for Stochastic Processes Simulation and Visualisation

data-viz statistics monte-carlo probability diffusion-models data-visualization stochastic-processes financial-mathematics stochastic-differential-equations

Created 2022-09-07

290 commits to main branch, last one 6 days ago

GDSS harryjo97

22

132

unknown

2

Official Code Repository for the paper "Score-based Generative Modeling of Graphs via the System of Stochastic Differential Equations" (ICML 2022)

diffusion-models graph-generation molecule-generation score-based-generative-modeling stochastic-differential-equations

Created 2022-05-02

33 commits to master branch, last one 6 months ago

DiffEqBayes.jl SciML

29

120

other

13

Extension functionality which uses Stan.jl, DynamicHMC.jl, and Turing.jl to estimate the parameters to differential equations and perform Bayesian probabilistic scientific machine learning

dae dde ode sde stan julia sciml neural-ode scientific-ai scientific-ml bayesian-inference differential-equations probabilistic-programming scientific-machine-learning neural-differential-equations ordinary-differential-equations stochastic-differential-equations

Created 2017-07-24

785 commits to master branch, last one about a month ago

Bridge.jl mschauer

19

110

other

10

A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.

sde mcmc julia vasicek diffusion levy-process gamma-process brownian-motion bayesian-inference ornstein-uhlenbeck diffusion-processes simulating-diffusion-bridges stochastic-differential-equations

Created 2015-09-15

549 commits to master branch, last one 3 years ago

numerical-methods-fortran planelles20

18

90

gpl-2.0

7

Solving linear, nonlinear equations, ordinary differential equations, ... using numerical methods in fortran

ode sde fortran integral plot-fortran linear-equations numerical-methods nonlinear-equations quadrature-integration non-uniform-random-variate ordinary-differential-equations stochastic-differential-equations

Created 2017-01-19

93 commits to master branch, last one 3 years ago

PyDaddy tee-lab

10

88

gpl-3.0

8

Python package to discover stochastic differential equations from time series data

sde python time-series time-series-analysis stochastic-differential-equations

Created 2020-03-30

470 commits to master branch, last one 8 months ago

KramersMoyal LRydin

12

62

mit

7

kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order

drift diffusion stochastic drift-diffusion nadaraya-watson stochastic-process kernel-density-estimation stochastic-differential-equations

Created 2019-04-27

181 commits to master branch, last one 9 months ago

DiffEqParamEstim.jl SciML

34

61

other

7

Easy scientific machine learning (SciML) parameter estimation with pre-built loss functions

dae dde ode sde estimation neural-ode scientfic-ml scientific-ai parameter-estimation differentialequations differential-equations ordinary-differential-equations differential-algebraic-equations stochastic-differential-equations

Created 2016-10-28

736 commits to master branch, last one 14 days ago

DiffEqProblemLibrary.jl SciML

34

53

other

8

A library of premade problems for examples and testing differential equation solvers and other SciML scientific machine learning tools

dae dde ode sde sciml neural-ode differentialequations differential-equations scientific-machine-learning neural-differential-equations stochastic-differential-equations

Created 2016-10-31

410 commits to master branch, last one 26 days ago

pymle jkirkby3

12

41

mit

2

Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)

fit mle sde sdes python fitting brownian milstein diffusion estimation likelihood simulation statistics ait-sahalia monte-carlo mle-estimation maximum-likelihood maximum-likelihood-estimation stochastic-differential-equations

Created 2021-04-13

72 commits to master branch, last one about a year ago

sde_sampler juliusberner

2

39

mit

2

Improved sampling via learned diffusions (ICLR2024) and an optimal control perspective on diffusion-based generative modeling (TMLR2024)

pytorch deep-learning neural-networks diffusion-models sampling-methods stochastic-optimal-control stochastic-differential-equations

Created 2024-01-20

10 commits to main branch, last one about a month ago