monte-carlo-methods topic

List monte-carlo-methods repositories

Financial-Models-Numerical-Methods

5.3k
Stars
969
Forks
Watchers

Collection of notebooks about quantitative finance, with interactive python code.

Deep-math-machine-learning.ai

198
Stars
171
Forks
Watchers

A blog which talks about machine learning, deep learning algorithms and the Math. and Machine learning algorithms written from scratch.

netket

510
Stars
173
Forks
Watchers

Machine learning algorithms for many-body quantum systems

Birch

107
Stars
14
Forks
Watchers

A probabilistic programming language that combines automatic differentiation, automatic marginalization, and automatic conditioning within Monte Carlo methods.

Reinforcement-Learning-In-Motion

92
Stars
52
Forks
Watchers

Code repository for my course on the fundamentals of reinforcement learning

LowLevelParticleFilters.jl

112
Stars
15
Forks
Watchers

State estimation, smoothing and parameter estimation using Kalman and particle filters.

trng4

114
Stars
21
Forks
Watchers

state of the art C++ pseudo-random number generator library for sequential and parallel Monte Carlo simulations

sampling-methods-numpy

61
Stars
15
Forks
Watchers

This repository contains implementations of some basic sampling methods in numpy.