stochastic-processes topic

Language modeling via stochastic processes. Oral @ ICLR 2022.

rosewang2008

Code for the Neural Processes website and replication of 4 papers on NPs. Pytorch implementation.

YannDubs

Bayesian Inference and parameter estimation in quant finance.

AlexIoannides

Multi-language suite for high-performance solvers of differential equations and scientific machine learning (SciML) components. Ordinary differential equations (ODEs), stochastic differential equation...

SciML

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

cantaro86

NMA Computational Neuroscience course

NeuromatchAcademy

Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem

SciML

Gaussian processes in TensorFlow

GPflow

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

google-research

Generate realizations of stochastic processes in python.

crflynn