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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
Multi-language suite for high-performance solvers of differential equations and scientific machine learning (SciML) components. Ordinary differential equations (ODEs), stochastic differential equation...
r
dae
dde
ode
sde
spde
julia
sciml
python
numerical
scientific
dynamical-systems
stochastic-processes
differentialequations
differential-equations
scientific-machine-learning
delay-differential-equations
neural-differential-equations
differential-algebraic-equations
stochastic-differential-equations
Created
2016-05-11
1,406 commits to master branch, last one 20 days ago
NMA Computational Neuroscience course
Created
2020-05-10
1,338 commits to main branch, last one 24 days ago
Gaussian processes in TensorFlow
Created
2016-01-14
2,452 commits to develop branch, last one 2 months ago
Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
Created
2020-07-06
164 commits to master branch, last one 3 months ago
Rust library for quantitative finance.
Created
2022-08-31
991 commits to main branch, last one 2 months ago
Python framework for short-term ensemble prediction systems.
Created
2018-07-09
1,506 commits to master branch, last one 11 days ago
Generate realizations of stochastic processes in python.
Created
2017-02-17
111 commits to master branch, last one 2 years ago
📦 Python library for Stochastic Processes Simulation and Visualisation
Created
2022-09-07
438 commits to main branch, last one 5 days ago
EasyTPP: Towards Open Benchmarking Temporal Point Processes
Created
2023-05-29
183 commits to main branch, last one 2 days ago
Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem
Created
2016-10-22
2,377 commits to master branch, last one 11 days ago
Code for the Neural Processes website and replication of 4 papers on NPs. Pytorch implementation.
Created
2020-04-25
171 commits to master branch, last one 10 months ago
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
Created
2022-08-03
55 commits to main branch, last one 17 days ago
Multifractal Detrended Fluctuation Analysis in Python
Created
2019-11-26
134 commits to master branch, last one 2 years ago
Language modeling via stochastic processes. Oral @ ICLR 2022.
Created
2022-01-29
15 commits to main branch, last one about a year ago
Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.
Created
2019-10-21
72 commits to master branch, last one 4 years ago
R package for statistical inference using partially observed Markov processes
r
abc
b-spline
likelihood
state-space
time-series
markov-model
sobol-sequence
likelihood-free
particle-filter
dynamical-systems
measurement-error
iterated-filtering
stochastic-processes
statistical-inference
differential-equations
mathematical-modelling
sequential-monte-carlo
markov-chain-monte-carlo
simulation-based-inference
Created
2015-07-06
3,090 commits to master branch, last one 22 days ago
A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)
Created
2017-04-19
689 commits to master branch, last one 2 months ago
Different quantitative trading models research
Created
2020-07-23
31 commits to master branch, last one 3 months ago
stochastic-rs is a Rust library designed for high-performance simulation and analysis of stochastic processes and models in quant finance.
Created
2023-05-21
368 commits to main branch, last one 2 days ago
This repository contains the source code for "Stochastic data-driven model predictive control using Gaussian processes" (SDD-GP-MPC).
Created
2023-03-05
10 commits to main branch, last one 2 years ago
This repository contains the material (datasets, code, videos, spreadsheets) related to my book Stochastic Processes and Simulations - A Machine Learning Perspective.
Created
2022-01-05
352 commits to main branch, last one 2 years ago
Tools to generate and study moment equations for any chemical reaction network using various moment closure approximations
Created
2021-02-14
238 commits to main branch, last one about a year ago
JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
Created
2020-03-19
81 commits to master branch, last one 2 years ago
PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic simulation.
Created
2021-07-07
54 commits to master branch, last one 3 years ago
Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
Created
2021-03-04
4 commits to main branch, last one 4 years ago
Zheng Zhao's doctoral dissertation from Aalto University
Created
2021-10-11
27 commits to main branch, last one 2 years ago
Battery State Of Charge(SoC) Estimation Using Stochastic Methods & Machine Learning.
Created
2022-04-30
81 commits to main branch, last one 2 years ago
Adaptive control for skid-steer robots using GP-enhanced MPPI for robust navigation and obstacle avoidance on diverse terrains.
Created
2024-09-28
2 commits to main branch, last one 5 months ago