#stochastic-processes (6 Repositories)
Ranked open-source repositories tagged with #stochastic-processes, scored by pull request acceptance likelihood and maintainer engagement velocity.
54.0%
13.7h
6 repositories tagged #stochastic-processes
SciML/DifferentialEquations.jl
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.
ArturSepp/StochVolModels
Fourier-transform pricing, Monte Carlo validation, and calibration of European options under stochastic-volatility models in Python
rust-dd/stochastic-rs
High-performance quantitative finance in Rust and Python — 130+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration.
GPflow/GPflow
Gaussian processes in TensorFlow
kingaa/pomp
R package for statistical inference using partially observed Markov processes
SciML/StochasticDiffEq.jl
Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem