montecarlo-simulation topic
bcd
Bayesian Collaborative Denoiser for Monte Carlo Rendering
mabalgs
:bust_in_silhouette: Multi-Armed Bandit Algorithms Library (MAB) :cop:
Multifractal-Model-of-Asset-Returns-MMAR-for-Thesis
I wrote a Master's in Finance thesis on Monte Carlo simulation of the Multifractal Model of Asset Returns. This is a model developed in the late 1990's by Benoît Mandelbrot and his two students, Laure...
Everything-Financial-Engineering
Links for the most relevant topics
FinancialAnalysis
This notebook provides some skills to perform financial analysis on economical data.
PokerEquityCalculator
C++ implementation of a poker equity calculator as montecarlo simulation
mc_sim_fin
Montecarlo simulations/analysis for finance (equity simulator)
sdepy
SdePy: Numerical Integration of Ito Stochastic Differential Equations
pfra-hydromet
Tools for developing pluvial (excess rainfall) and fluvial scenarios for probabilistic flood risk analyses
REDS_Nonasymptotic
Robust estimations from distribution structures: III. Non-asymptotic