313 skills found · Page 1 of 11
cantaro86 / Financial Models Numerical MethodsCollection of notebooks about quantitative finance, with interactive python code.
philtabor / Youtube Code RepositoryRepository for most of the code from my YouTube channel
netket / NetketMachine learning algorithms for many-body quantum systems
quantsbin / QuantsbinQuantitative Finance tools
federicomariamassari / Financial EngineeringApplications of Monte Carlo methods to financial engineering projects, in Python.
CompPhysics / ComputationalPhysicsIntroductory course in Computational Physics, including linear algebra, eigenvalue problems, differential equations, Monte Carlo methods and more.
tpapp / DynamicHMC.jlImplementation of robust dynamic Hamiltonian Monte Carlo methods (NUTS) in Julia.
k-dickinson / Quant Simulations And RiskSimulating financial markets using Geometric Brownian Motion (GBM), Monte Carlo methods, and risk metrics like Value at Risk (VaR)
matt-graham / MiciManifold Markov chain Monte Carlo methods in Python
olafSmits / MonteCarloMethodsInFinanceiversity course -- python implementation
Madhu009 / Deep Math Machine Learning.AIA blog which talks about machine learning, deep learning algorithms and the Math. and Machine learning algorithms written from scratch.
kthohr / McmcA C++ library of Markov Chain Monte Carlo (MCMC) methods
baggepinnen / LowLevelParticleFilters.jlState estimation, smoothing and parameter estimation using Kalman and particle filters.
lawmurray / BirchA probabilistic programming language that combines automatic differentiation, automatic marginalization, and automatic conditioning within Monte Carlo methods.
SciML / QuasiMonteCarlo.jlLightweight and easy generation of quasi-Monte Carlo sequences with a ton of different methods on one API for easy parameter exploration in scientific machine learning (SciML)
rabauke / Trng4state of the art C++ pseudo-random number generator library for sequential and parallel Monte Carlo simulations
TuringLang / AbstractMCMC.jlAbstract types and interfaces for Markov chain Monte Carlo methods
zfountas / Deep Active Inference McDeep active inference agents using Monte-Carlo methods
philtabor / Reinforcement Learning In MotionCode repository for my course on the fundamentals of reinforcement learning
Robin-Guilliou / Option PricingOption pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
