#stochastic-processes (5 Repositories)
Ranked open-source repositories tagged with #stochastic-processes, scored by pull request acceptance likelihood and maintainer engagement velocity.
35.2%
11.5h
5 repositories tagged #stochastic-processes
ArturSepp/StochVolModels
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
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.
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.
SciML/StochasticDiffEq.jl
Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem
kingaa/pomp
R package for statistical inference using partially observed Markov processes