Python implementation of fractional brownian motion
☆64Aug 17, 2020Updated 6 years ago
Alternatives and similar repositories for Fractional-Brownian-Motion
Users that are interested in Fractional-Brownian-Motion are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Exact methods for simulating fractional Brownian motion and fractional Gaussian noise in python☆101May 8, 2021Updated 5 years ago
- ☆17Oct 25, 2023Updated 2 years ago
- Simulation of Brownian-Based Stochastic Processes☆22Dec 12, 2023Updated 2 years ago
- C++ implementation of rBergomi model☆27Jul 4, 2018Updated 8 years ago
- ☆22Jun 20, 2018Updated 8 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Deep Optimal Stopping Project☆16Jun 8, 2019Updated 7 years ago
- Generate realizations of stochastic processes in python.☆511Dec 9, 2022Updated 3 years ago
- ☆11May 19, 2021Updated 5 years ago
- Signax: Signature computation in JAX☆39May 14, 2026Updated 4 months ago
- ☆12Sep 27, 2020Updated 5 years ago
- Code for the paper Volatility is (mostly) path-dependent☆78Mar 22, 2024Updated 2 years ago
- I wrote a Master's in Finance thesis on Monte Carlo simulation of the Multifractal Model of Asset Returns. This is a model developed in t…☆47Nov 26, 2020Updated 5 years ago
- A python code to calculate the Brownian motion of colloidal particles in a time varying force field.☆21Nov 16, 2024Updated last year
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆56Apr 15, 2019Updated 7 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- ☆21Jun 21, 2022Updated 4 years ago
- Tensor Network Learning with PyTorch☆12Mar 20, 2019Updated 7 years ago
- code for "Optimal Stopping via Randomized Neural Networks"☆58Apr 17, 2024Updated 2 years ago
- ☆13Jan 12, 2024Updated 2 years ago
- Brownian Motion Lab☆17Feb 14, 2024Updated 2 years ago
- Code that accompanies the paper Guided Deep Kernel Learning☆10Jul 2, 2023Updated 3 years ago
- Tikhonov regularization method to solve the Fredholm integral equation of the first kind.☆10Oct 26, 2015Updated 10 years ago
- ☆13Dec 8, 2022Updated 3 years ago
- An introductory course on computational physics taught at the University of Vermont☆11Dec 3, 2021Updated 4 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- FFT based 2D cross-correlation on OSX/iOS using Accelerate framework☆10Jan 5, 2016Updated 10 years ago
- ☆12Dec 21, 2022Updated 3 years ago
- Nowadays everything needs a progress bar.☆18Aug 2, 2026Updated last month
- Large scale simulation of ODEs or SDEs, analyze time series.☆25Apr 24, 2019Updated 7 years ago
- An open-source Dynamic Light Scattering hardware and software☆13Feb 27, 2020Updated 6 years ago
- arched links in networkx drawing☆12Jul 19, 2019Updated 7 years ago
- Fix any failing command with ChatGPT☆12May 8, 2023Updated 3 years ago
- ☆18Nov 18, 2020Updated 5 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 8 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Photometric Detrending Algorithm☆13Aug 13, 2019Updated 7 years ago
- A Python implementation of the rough Bergomi model.☆144Sep 17, 2018Updated 8 years ago
- A command line tool for preprocessing, manipulating and serializing font files for deep learning applications.☆12Jul 2, 2019Updated 7 years ago
- Minimal implementation and experiments of "No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging".☆32May 26, 2021Updated 5 years ago
- The Qiskit Hackathon Barcelona is an immersive competition featuring live engagement, teamwork, and mentorship by expert researchers, dev…☆23Apr 10, 2023Updated 3 years ago
- Real-space parallel density matrix renormalization group (DMRG) based on ITensor☆20Dec 22, 2020Updated 5 years ago
- Estimators and analysis for extreme value theory (EVT)☆25May 30, 2021Updated 5 years ago