Alternatives and similar repositories for stochastic

Users that are interested in stochastic are comparing it to the libraries listed below

• crflynn / fbm
  Exact methods for simulating fractional Brownian motion and fractional Gaussian noise in python
  ☆101Updated 4 years ago
• Mottl / hurst
  Hurst exponent evaluation and R/S-analysis in Python
  ☆336Updated 2 months ago
• 732jhy / Fractional-Brownian-Motion
  Python implementation of fractional brownian motion
  ☆65Updated 5 years ago
• sdepy / sdepy
  SdePy: Numerical Integration of Ito Stochastic Differential Equations
  ☆44Updated 4 years ago
• quantgirluk / aleatory
  📦 Python library for Stochastic Processes Simulation and Visualisation
  ☆352Updated 9 months ago
• bottler / iisignature
  Iterated integral signature calculations
  ☆114Updated last week
• vinecopulib / pyvinecopulib
  A Python library for vine copula models
  ☆119Updated 2 months ago
• asnelt / mixedvines
  Python package for canonical vine copula trees with mixed continuous and discrete marginals
  ☆49Updated 2 years ago
• blent-ai / pycopula
  Python copulas library for dependency modeling
  ☆102Updated 5 years ago
• microprediction / humpday
  Elo ratings for global black box derivative-free optimizers
  ☆142Updated 11 months ago
• ryanmccrickerd / rough_bergomi
  A Python implementation of the rough Bergomi model.
  ☆138Updated 7 years ago
• DanielBok / copulae
  Multivariate data modelling with Copulas in Python
  ☆159Updated 11 months ago
• mattja / sdeint
  Numerical integration of Ito or Stratonovich SDEs
  ☆169Updated 2 years ago
• pald22 / covShrinkage
  A package for Shrinkage Estimation of Covariance Matrices
  ☆31Updated last year
• MOSEK / PortfolioOptimization
  Material accompanying the MOSEK Portfolio Optimization Cookbook
  ☆100Updated 2 weeks ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆76Updated 7 years ago
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆127Updated 3 months ago
• FergM / fattails
  Code and Notes for fat-tailed statistics.
  ☆67Updated 11 months ago
• philipperemy / fractional-differentiation-time-series
  As described in Advances of Machine Learning by Marcos Prado.
  ☆121Updated 3 years ago
• GAA-UAM / scikit-fda
  Functional Data Analysis Python package
  ☆338Updated 3 months ago
• jkirkby3 / pymle
  Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
  ☆56Updated 5 months ago
• asavine / CompFinLecture
  Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London
  ☆68Updated 6 years ago
• differential-machine-learning / notebooks
  Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…
  ☆145Updated 3 years ago
• datasig-ac-uk / esig
  esig python package
  ☆50Updated last year
• GGiecold / pyRMT
  Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
  ☆61Updated 3 years ago
• maximenc / pycop
  Python library for multivariate dependence modeling with Copulas
  ☆116Updated last year
• cvxgrp / cvx_short_course
  Materials for a short course on convex optimization.
  ☆358Updated 4 months ago
• pints-team / pints
  Probabilistic Inference on Noisy Time Series
  ☆241Updated this week
• cvxgrp / cov_pred_finance
  ☆70Updated 7 months ago
• imanolperez / market_simulator
  Market simulator
  ☆61Updated 5 years ago