#stochastic (4 Repositories)
Ranked open-source repositories tagged with #stochastic, scored by pull request acceptance likelihood and maintainer engagement velocity.
17.2%
5.3h
4 repositories tagged #stochastic
SciML/JumpProcesses.jl
Build and simulate jump equations like Gillespie simulations and jump diffusions with constant and state-dependent rates and mix with differential equations and scientific machine learning (SciML)
rust-dd/stochastic-rs
High-performance quantitative finance in Rust — 120+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration and Python bindings.
SURGroup/UQpy
UQpy (Uncertainty Quantification with python) is a general purpose Python toolbox for modeling uncertainty in physical and mathematical systems.
SciML/StochasticDiffEq.jl
Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem