kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order
☆75Dec 26, 2024Updated last year
Alternatives and similar repositories for KramersMoyal
Users that are interested in KramersMoyal are comparing it to the libraries listed below
Sorting:
- Just-in-time compilation for stochastic differential equations☆14Oct 21, 2025Updated 4 months ago
- Estimating high-order interactions in time series data of any dimension☆17Sep 5, 2025Updated 6 months ago
- Python package to discover stochastic differential equations from time series data☆99Jan 12, 2025Updated last year
- Numerical integration of Ito or Stratonovich SDEs☆169Apr 9, 2023Updated 2 years ago
- Code for "Nonlinear stochastic modeling with Langevin regression" J. L. Callaham, J.-C. Loiseau, G. Rigas, and S. L. Brunton☆27Feb 24, 2022Updated 4 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 8 years ago
- combination of sparse identification of nonlinear dynamics with Akaike information criteria☆16Aug 19, 2017Updated 8 years ago
- Just-in-time compilation for delay differential equations☆59Feb 16, 2026Updated 2 weeks ago
- ☆13Nov 13, 2024Updated last year
- Spectral Attention Autoregressive Model (SAAM)☆16Oct 27, 2022Updated 3 years ago
- Tutorial on "Simulations of pattern formation in biological cells"☆13Apr 18, 2025Updated 10 months ago
- Two Dimensional Fokker-Planck Solver using Matlab☆19Jul 19, 2019Updated 6 years ago
- BlackScholes Model, with Montecarlo implmented in python with TensorFlow☆18Jan 5, 2016Updated 10 years ago
- Gaussian Online Processes for Python☆19Jan 5, 2025Updated last year
- Phase field solver for OpenFOAM v2.2.0☆26May 28, 2018Updated 7 years ago
- Bayesian Adaptive Spline Surfaces for flexible and automatic regression☆25Jan 31, 2026Updated last month
- Sparse Identification of Nonlinear Dynamics for Hybrid Systems☆28Aug 8, 2018Updated 7 years ago
- Implementation of ISDA SIMM v2.3~2.6☆26Jun 25, 2025Updated 8 months ago
- Library for Event Synchronization and Event Coincidence Analysis☆15Jan 12, 2025Updated last year
- Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)☆56Aug 6, 2025Updated 7 months ago
- We got a stew going!☆27Oct 3, 2023Updated 2 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆24Jul 26, 2019Updated 6 years ago
- Development space for PhD in Finance☆34Mar 28, 2020Updated 5 years ago
- ☆12Sep 7, 2024Updated last year
- Python tools to quantitatively manage financial risk☆70Nov 16, 2019Updated 6 years ago
- code for "Neural Jump Ordinary Differential Equations"☆31Feb 16, 2023Updated 3 years ago
- A package for Shrinkage Estimation of Covariance Matrices☆31May 26, 2024Updated last year
- ☆30Feb 11, 2021Updated 5 years ago
- Risk estimation algorithms☆30Aug 4, 2018Updated 7 years ago
- ☆35Jan 5, 2024Updated 2 years ago
- Hierarchical Clustering Algorithms☆36May 30, 2022Updated 3 years ago
- Offline Particle Tracking Project for ROMS output. Based on LTRANS☆10Dec 10, 2025Updated 2 months ago
- Pseudospectral PDE solver☆12Jun 24, 2025Updated 8 months ago
- Pendant Capsule Elastometry - Determine the elastic properties of pendant droplets coated with elastic layers☆11Aug 12, 2018Updated 7 years ago
- Levy distributions for Python☆35Jul 6, 2023Updated 2 years ago
- Robust pricing and hedging via Neural SDEs☆38Aug 4, 2021Updated 4 years ago
- Supplementary code for the paper "Stationary Kernels and Gaussian Processes on Lie Groups and their Homogeneous Spaces"☆45Nov 6, 2023Updated 2 years ago
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆41Feb 10, 2020Updated 6 years ago
- ☆12Feb 14, 2026Updated 3 weeks ago