stochastic-processes topic

An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies

jirotubuyaki

Automating various decisions stochastically, starting with my current coin-based intermittent fasting and dice-based kettlebell.

pookleblinky

Stochastic models to price financial options

donlelef

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

SciML

PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)

BorealisAI

By means of stochastic volatility models

LongOnly

Python implementation of a multitaper window method for estimating Wigner spectra for certain locally stationary processes

hbldh

Piecewise Deterministic Markov Processes in Julia

rveltz

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

augustinas1

Different quantitative trading models research

dmarienko