Search Results - RepositoryStats

Financial-Models-Numerical-Methods cantaro86

1.0k

5.6k

agpl-3.0

143

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 about a month ago

DifferentialEquations.jl SciML

230

2.9k

other

56

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

1,400 commits to master branch, last one 27 days ago

course-content NeuromatchAcademy

998

2.7k

cc-by-4.0

98

NMA Computational Neuroscience course

neuroscience dynamic-systems machine-learning stochastic-processes

Created 2020-05-10

1,291 commits to main branch, last one 18 days ago

GPflow GPflow

434

1.8k

apache-2.0

76

Gaussian processes in TensorFlow

gp ml gpflow tensorflow deep-learning machine-learning gaussian-processes bayesian-statistics stochastic-processes variational-inference markov-chain-monte-carlo

Created 2016-01-14

2,451 commits to develop branch, last one 2 months ago

torchsde google-research

201

1.6k

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 about a year ago

RustQuant avhz

134

1.2k

apache-2.0

29

Rust library for quantitative finance.

math rust finance trading quantlib rust-lang regression statistics mathematics option-pricing machine-learning quantitative-finance stochastic-processes

Created 2022-08-31

987 commits to main branch, last one 8 days ago

pysteps pySTEPS

168

474

bsd-3-clause

17

Python framework for short-term ensemble prediction systems.

weather rainfall advection hydrology nowcasting optical-flow precipitation weather-radar ensemble-prediction rainfall-prediction stochastic-processes forecast-verification

Created 2018-07-09

1,490 commits to master branch, last one 18 days ago

stochastic crflynn

82

457

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 2 years ago

StochasticDiffEq.jl SciML

69

255

other

14

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

2,335 commits to master branch, last one 11 days ago

EasyTemporalPointProcess ant-research

27

255

apache-2.0

1

EasyTPP: Towards Open Benchmarking Temporal Point Processes

time-series benchmarking temporal-data stochastic-processes machine-learning-algorithms

Created 2023-05-29

170 commits to main branch, last one 19 days ago

Neural-Process-Family YannDubs

46

204

mit

4

Code for the Neural Processes website and replication of 4 papers on NPs. Pytorch implementation.

pytorch deep-learning meta-learning machine-learning neural-processes stochastic-processes uncertainty-estimation conditional-neural-process

Created 2020-04-25

171 commits to master branch, last one 5 months ago

aleatory quantgirluk

16

165

mit

9

📦 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

309 commits to main branch, last one 18 hours ago

StochVolModels ArturSepp

31

142

gpl-3.0

4

Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

python heston-model option-pricing fourier-transform volatility-modeling quantitative-finance stochastic-processes stochastic-volatility monte-carlo-simulation heston-stochastic-volatility lognormal-stochastic-volatility

Created 2022-08-03

52 commits to main branch, last one 15 days ago

MFDFA LRydin

27

139

mit

10

Multifractal Detrended Fluctuation Analysis in Python

self-similarity stochastic-processes multifractal-analysis fractional-gaussian-noise detrended-fluctuation-analysis

Created 2019-11-26

134 commits to master branch, last one 2 years ago

language_modeling_via_stochastic_processes rosewang2008

13

136

unknown

7

Language modeling via stochastic processes. Oral @ ICLR 2022.

language language-model contrastive-learning stochastic-processes

Created 2022-01-29

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

pyesg jason-ash

34

129

mit

11

Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.

python actuarial open-source financial-modeling stochastic-processes

Created 2019-10-21

72 commits to master branch, last one 3 years ago

pomp kingaa

27

114

gpl-3.0

13

R package for statistical inference using partially observed Markov processes

Created 2015-07-06

3,063 commits to master branch, last one 24 days ago

DiffEqNoiseProcess.jl SciML

29

63

other

7

A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)

sde sciml neural-sde wiener-process brownian-motion noise-processes stochastic-processes differential-equations scientific-machine-learning

Created 2017-04-19

686 commits to master branch, last one 3 days ago

QuantTradingResearch dmarienko

16

53

unknown

4

Different quantitative trading models research

python jupyter-notebook machine-learning quantitative-models quantitative-finance stochastic-processes candlestick-patterns-detection

Created 2020-07-23

28 commits to master branch, last one 2 years ago

SDD-GP-MPC Eric-Bradford

6

49

mit

1

This repository contains the source code for "Stochastic data-driven model predictive control using Gaussian processes" (SDD-GP-MPC).

casadi python3 constraints machine-learning state-space-model gaussian-processes chemical-engineering stochastic-processes differential-equations monte-carlo-simulation optimization-algorithms model-predictive-control

Created 2023-03-05

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

jumpdiff LRydin

6

45

mit

3

JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python

python estimator jump-rate kramers-moyal diffusion-term jump-amplitude jump-diffusion non-parametric conditional-moments stochastic-processes

Created 2020-03-19

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

MomentClosure.jl augustinas1

6

44

mit

6

Tools to generate and study moment equations for any chemical reaction network using various moment closure approximations

moments gene-network moment-closure systems-biology moment-equations gillespie-algorithm stochastic-processes chemical-reaction-networks

Created 2021-02-14

238 commits to main branch, last one 9 months ago

Point-Processes VincentGranville

7

42

unknown

6

This repository contains the material (datasets, code, videos, spreadsheets) related to my book Stochastic Processes and Simulations - A Machine Learning Perspective.

clustering geospatial simulation machine-learning supervised-learning stochastic-processes

Created 2022-01-05

352 commits to main branch, last one 2 years ago

PyCurve ahgperrin

7

39

mit

1

PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic simulation.

curve yield finance vasicek hull-white stochastic-processes

Created 2021-07-07

54 commits to master branch, last one 3 years ago

stochastic-rs dancixx

3

26

unknown

2

stochastic-rs is a Rust library designed for high-performance simulation and analysis of stochastic processes and models in quant finance.

ai rust quant finance simulation statistics stochastic malliavin-calculus quantitative-finance stochastic-processes

Created 2023-05-21

294 commits to main branch, last one 23 days ago