wiener-process topic
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wiener-process repositories
DiffEqNoiseProcess.jl
62
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A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)
Statistical-Arbitrage
91
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20
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High-frequency statistical arbitrage
stochastic-asset-pricing-in-continuous-time
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9
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Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method