monte-carlo-methods topic
Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
Deep-math-machine-learning.ai
A blog which talks about machine learning, deep learning algorithms and the Math. and Machine learning algorithms written from scratch.
Quantsbin
Quantitative Finance tools
netket
Machine learning algorithms for many-body quantum systems
Youtube-Code-Repository
Repository for most of the code from my YouTube channel
Birch
A probabilistic programming language that combines automatic differentiation, automatic marginalization, and automatic conditioning within Monte Carlo methods.
Reinforcement-Learning-In-Motion
Code repository for my course on the fundamentals of reinforcement learning
LowLevelParticleFilters.jl
State estimation, smoothing and parameter estimation using Kalman and particle filters.
trng4
state of the art C++ pseudo-random number generator library for sequential and parallel Monte Carlo simulations
sampling-methods-numpy
This repository contains implementations of some basic sampling methods in numpy.