3 results found Sort:

bradleyboyuyang
Statistical-Arbitrage bradleyboyuyang
36
162
mit
6
High-frequency statistical arbitrage
vasicek black-scholes option-greeks pairs-trading wiener-process brownian-motion statistical-arbitrage backtesting-frameworks high-frequency-trading ornstein-uhlenbeck-process
Created 2022-12-23
25 commits to master branch, last one about a year ago
SciML
DiffEqNoiseProcess.jl SciML
29
62
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
689 commits to master branch, last one 10 days ago
bottama
stochastic-asset-pricing-in-continuous-time bottama
10
35
unknown
2
Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
gbm sde drift monte-carlo asset-pricing wiener-process capital-markets arbitrage-pricing financial-modeling stochastic-processes monte-carlo-simulation risk-neutral-probability geometric-brownian-motion stochastic-differential-equations
Created 2021-03-04
4 commits to main branch, last one 3 years ago