stochastic-processes topic

Rust library for quantitative finance.

avhz

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

ArturSepp

Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.

Sinbad-The-Sailor

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

ahgperrin

:walking:Python Library for Random Walks

sadrasabouri

EasyTPP: Towards Open Benchmarking Temporal Point Processes

ant-research

A lightweight framework to enable hierarchical, heterogeneous dynamical systems co-integration. Batteries included!

Merck

We present a user-friendly open-source Matlab package for stochastic data analysis that enables to perform a standard analysis of given turbulent data and extracts the stochastic equations describing...

andre-fuchs-uni-oldenburg

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

VincentGranville

📦 Python library for Stochastic Processes Simulation and Visualisation

quantgirluk