montecarlo-simulation topic

List montecarlo-simulation repositories

bcd

181
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24
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Bayesian Collaborative Denoiser for Monte Carlo Rendering

mabalgs

126
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26
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:bust_in_silhouette: Multi-Armed Bandit Algorithms Library (MAB) :cop:

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...

FinancialAnalysis

18
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10
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This notebook provides some skills to perform financial analysis on economical data.

PokerEquityCalculator

17
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6
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C++ implementation of a poker equity calculator as montecarlo simulation

mc_sim_fin

31
Stars
7
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Montecarlo simulations/analysis for finance (equity simulator)

sdepy

41
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8
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SdePy: Numerical Integration of Ito Stochastic Differential Equations

pfra-hydromet

26
Stars
16
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Tools for developing pluvial (excess rainfall) and fluvial scenarios for probabilistic flood risk analyses

REDS_Nonasymptotic

31
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2
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Robust estimations from distribution structures: III. Non-asymptotic