stochastic-differential-equations topic

Case Studies in Finance: Stock Price Valuation using Black-Scholes using Brownian Motions, Investment Project comparing Stocks and Bonds, Determining Pension Fund's Premium. (Case Study Papers and Cod...

TatevKaren

Python code for solving partial differential equations (PDEs) using deep learning. Specifically, we provide implementations for solving the following PDEs

Mephistopheles-0

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

Algolzw

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

jkirkby3

📦 Python library for Stochastic Processes Simulation and Visualisation

quantgirluk

Numerical experiments with stochastic differential equations

ocramz

A Python library for simulating multilayer magnetic structures.

LemurPwned

State-space deep Gaussian processes in Python and Matlab

zgbkdlm

A list (quite disorganized for now) of papers tackling the Bayesian estimation of Ito processes (and their discrete time version)

RonsenbergVI

Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method

bottama