NMA Computational Neuroscience course
-
Updated
May 23, 2024 - Jupyter Notebook
NMA Computational Neuroscience course
Collection of notebooks about quantitative finance, with interactive python code.
Gaussian processes in TensorFlow
Multi-language suite for high-performance solvers of differential equations and scientific machine learning (SciML) components. Ordinary differential equations (ODEs), stochastic differential equations (SDEs), delay differential equations (DDEs), differential-algebraic equations (DAEs), and more in Julia.
Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
Python framework for short-term ensemble prediction systems.
Rust library for quantitative finance.
Generate realizations of stochastic processes in python.
Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem
Code for the Neural Processes website and replication of 4 papers on NPs. Pytorch implementation.
Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations
Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.
A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)
Multifractal Detrended Fluctuation Analysis in Python
R package for statistical inference using partially observed Markov processes
Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
Different quantitative trading models research
Exercises and notes for N.G. Van Kampen's Stochastic Processes in Physics and Chemistry
📦 Python library for Stochastic Processes Simulation and Visualisation
EasyTPP: Towards Open Benchmarking Temporal Point Processes
Add a description, image, and links to the stochastic-processes topic page so that developers can more easily learn about it.
To associate your repository with the stochastic-processes topic, visit your repo's landing page and select "manage topics."