code for "Neural Jump Ordinary Differential Equations"
☆30Feb 16, 2023Updated 3 years ago
Alternatives and similar repositories for NJODE
Users that are interested in NJODE are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Codebase for Attentive Neural Hawkes Process (A-NHP) and Attentive Neural Datalog Through Time (A-NDTT)☆61Dec 28, 2024Updated last year
- This is the official codebase of `Exploring Generative Neural Temporal Point Process' (Accepted by TMLR).☆22May 22, 2023Updated 3 years ago
- Implementation of "Neural Jump-Diffusion Temporal Point Processes" (ICML 2024 Spotlight)☆20Jul 18, 2025Updated last year
- PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)☆49Nov 5, 2020Updated 5 years ago
- Julia package for the book "Applied Quantitative Finance for Equity Derivatives"☆50Jun 18, 2025Updated last year
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- repo for paper: Adaptive Checkpoint Adjoint (ACA) method for gradient estimation in neural ODE☆56Mar 13, 2021Updated 5 years ago
- PyTorch implementation of the NCDSSM models presented in the ICML '23 paper "Neural Continuous-Discrete State Space Models for Irregularl…☆27Jul 9, 2023Updated 3 years ago
- Code for "Infinitely Deep Bayesian Neural Networks with Stochastic Differential Equations"☆171Feb 11, 2022Updated 4 years ago
- ☆62Aug 25, 2020Updated 5 years ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆60Jan 5, 2023Updated 3 years ago
- PyTorch Implementation of Prompt-augmented Temporal Point Process for Streaming Event Sequence, NeurIPS 2023☆14Dec 9, 2023Updated 2 years ago
- A Causal Decision Tree algorithm for causality inference with continuous variables☆23Jan 15, 2021Updated 5 years ago
- Artificial stock market (ASM) with Julia language.☆10Aug 10, 2021Updated 5 years ago
- STRODE: Stochastic Boundary Ordinary Differential Equation☆13Jul 20, 2021Updated 5 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Continuous-Time Modeling of Counterfactual Outcomes Using Neural Controlled Differential Equations (ICML 2022)☆27Jun 9, 2022Updated 4 years ago
- ☆13Oct 24, 2021Updated 4 years ago
- This is the repository for paper "Deep learning method for data association in particle tracking"☆14Nov 11, 2019Updated 6 years ago
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆11Aug 25, 2022Updated 3 years ago
- PyTorch-Geometric Implementation of MarkovGNN method published in Graph Learning@WWW 2022 titled "MarkovGNN: Graph Neural Networks on Mar…☆14Feb 8, 2022Updated 4 years ago
- Implementation of GPLVM and Bayesian GPLVM in pytorch/gpytorch☆15Jun 21, 2021Updated 5 years ago
- Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)☆124May 11, 2021Updated 5 years ago
- ☆35Aug 5, 2023Updated 3 years ago
- Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Myklan…☆17May 6, 2024Updated 2 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and…☆23Jul 11, 2026Updated last month
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 6 years ago
- Code for: "Neural Controlled Differential Equations for Online Prediction Tasks"☆42Oct 19, 2022Updated 3 years ago
- Code repo for "SketchODE: Learning neural sketch representation in continuous time" published in ICLR 2022☆11Apr 19, 2022Updated 4 years ago
- Code used for the AAAI 2020 paper "System Identification with Time-Aware Neural Sequence Models"☆16Nov 22, 2019Updated 6 years ago