stochastic-processes topic

Python framework for short-term ensemble prediction systems.

pySTEPS

Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations

horchler

R package for statistical inference using partially observed Markov processes

kingaa

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

jason-ash

Multifractal Detrended Fluctuation Analysis in Python

LRydin

Zheng Zhao's doctoral dissertation from Aalto University

zgbkdlm

Exercises and notes for N.G. Van Kampen's Stochastic Processes in Physics and Chemistry

DanielSank

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

LRydin

A classic implementation in C++ of the famous 2D Ising Model.

VictorSeven

Julia Package for Generating Scenario Trees and Scenario Lattices for Multistage Stochastic Optimization

kirui93