Collection of notebooks about quantitative finance, with interactive python code.
Multi-language suite for high-performance solvers of differential equations and scientific machine learning (SciML) components. Ordinary differential equations (ODEs), stochastic differential equation...
#计算机科学#NMA Computational Neuroscience course
#计算机科学#Gaussian processes in TensorFlow
#计算机科学#Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
#计算机科学#Rust library for quantitative finance.
Python framework for short-term ensemble prediction systems.
Generate realizations of stochastic processes in python.
📦 Python library for Stochastic Processes Simulation and Visualisation
#时序数据库#EasyTPP: Towards Open Benchmarking Temporal Point Processes
Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem
#计算机科学#Code for the Neural Processes website and replication of 4 papers on NPs. Pytorch implementation.
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
Language modeling via stochastic processes. Oral @ ICLR 2022.
Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.
#时序数据库#R package for statistical inference using partially observed Markov processes
Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations
A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)
stochastic-rs is a Rust library designed for high-performance simulation and analysis of stochastic processes and models in quant finance.