Umbrella package of the 'spatstat' family................
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Updated
May 3, 2024 - R
Umbrella package of the 'spatstat' family................
Pieces of code that have appeared on my blog with a focus on stochastic simulations.
Discrete Event simulation of a queue using Python.
Modelling framework for creating Integrated SDMS
A package for temporal point process modeling, simulation and inference (unmaintained)
HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
An M/M/1/K queue Python3 simulator that compares the simulation results against the analytics results. The queue have limited capacity K and processes may be blocked (if queue is full) or leave queue before get service (there is a deadline for each process) or get service from server.
A time-delayed light curve simulation code for GRB location triangulation via random Fourier features.
Julia stochastic processes package.
Simulations of UU1, MM1, MM2, and a Network of queues - now with docker support 🐳
Sub-package of spatstat containing functionality for parametric modelling and inference
Stima giornaliera del valore R(t) del COVID-19 nelle regioni italiane
Uniformly places a single random point in each bounded cell of a Voronoi/Dirichlet tesselation.
My Julia megarepo; an infectious disease model, a Poisson picture redrawing filter, a colorful animator of a 2D ising model, and more.
A Study on SCPP: Shared Cascade Point Process
Research Internship at Aalborg University
Various models for forecasting Poisson processes with cyclic underlying variability
Code written as a part of MTH371 Stochastic Processes and its Applications taught my Dr. Monika Arora at IIIT Delhi in Monsoon 2018
MATLAB codes to replicate Duan et al. 's paper "Multiperiod corporate default prediction—A forward intensity approach"
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