Generate realizations of stochastic processes in python.
☆508Dec 9, 2022Updated 3 years ago
Alternatives and similar repositories for stochastic
Users that are interested in stochastic are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Ornstein-Uhlenbeck process simulators and estimators☆32Oct 19, 2021Updated 4 years ago
- Exact methods for simulating fractional Brownian motion and fractional Gaussian noise in python☆101May 8, 2021Updated 5 years ago
- The book <Advanced Algorithmic Trading> and its source code☆63Jan 5, 2018Updated 8 years ago
- Literature survey of order execution strategies implemented in python☆46Jul 24, 2020Updated 6 years ago
- Simulator of a basic order book flow and order execution☆18Mar 22, 2023Updated 3 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Python class for generation and parameter estimation of multivariate Hawkes processes☆177Aug 27, 2025Updated 10 months ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆49Apr 9, 2020Updated 6 years ago
- Python implementation of fractional brownian motion☆64Aug 17, 2020Updated 5 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆275Apr 12, 2022Updated 4 years ago
- SdePy: Numerical Integration of Ito Stochastic Differential Equations☆44Aug 23, 2021Updated 4 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆174Aug 21, 2017Updated 8 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆122May 20, 2024Updated 2 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆110Oct 16, 2015Updated 10 years ago
- Bayesian Inference and parameter estimation in quant finance.☆45Feb 18, 2019Updated 7 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Large scale simulation of ODEs or SDEs, analyze time series.☆25Apr 24, 2019Updated 7 years ago
- 📦 Python library for Stochastic Processes Simulation and Visualisation☆367Jul 12, 2026Updated 2 weeks ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆42Nov 21, 2019Updated 6 years ago
- Digital Signal Processing for Big EEGs☆13Feb 9, 2026Updated 5 months ago
- Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem☆317May 12, 2026Updated 2 months ago
- ☆12Feb 10, 2026Updated 5 months ago
- andi_datasets provides functions to generate, save, load and manipulate datasets of diffusion anomalous trajectories. It is part of the A…☆40May 14, 2026Updated 2 months ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 4 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆155May 9, 2020Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 6 years ago
- High frequency trading algorithm for Bitmex☆22Jun 22, 2020Updated 6 years ago
- Statistical tests on xarray objects☆14Nov 24, 2025Updated 8 months ago
- Multifractal Detrended Fluctuation Analysis in Python☆162Aug 15, 2022Updated 3 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆132Jun 9, 2026Updated last month
- AntroPy: entropy and complexity of (EEG) time-series in Python☆375Apr 1, 2026Updated 3 months ago
- Collection of notebooks about quantitative finance, with interactive python code.☆7,217Oct 22, 2024Updated last year
- Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations☆106Sep 30, 2020Updated 5 years ago
- PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)☆49Nov 5, 2020Updated 5 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Differentiable SDE solvers with GPU support and efficient sensitivity analysis.☆1,727Dec 30, 2024Updated last year
- JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python☆48Feb 10, 2023Updated 3 years ago
- fooof+BOSC: A repository for the robust detection of oscillations at the single-trial level☆27Feb 27, 2024Updated 2 years ago
- Generate stochastic processes using Python. Unfortunately not maintained any longer =(☆112Mar 2, 2015Updated 11 years ago
- Nonlinear measures for dynamical systems (based on one-dimensional time series)☆309Nov 30, 2025Updated 7 months ago
- Python package for permutation tests, for statistics and machine learning.☆27May 7, 2025Updated last year
- VAEs on Sparse Data☆12Oct 15, 2017Updated 8 years ago