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☆45Jul 24, 2020Updated 5 years ago
- Simulator of a basic order book flow and order execution☆18Mar 22, 2023Updated 3 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Python class for generation and parameter estimation of multivariate Hawkes processes☆177Aug 27, 2025Updated 9 months ago
- Python implementation of fractional brownian motion☆66Aug 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.☆269Apr 12, 2022Updated 4 years ago
- SdePy: Numerical Integration of Ito Stochastic Differential Equations☆44Aug 23, 2021Updated 4 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆41Nov 21, 2019Updated 6 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.☆44Feb 18, 2019Updated 7 years ago
- 📦 Python library for Stochastic Processes Simulation and Visualisation☆365May 29, 2026Updated 2 weeks ago
- Digital Signal Processing for Big EEGs☆13Feb 9, 2026Updated 4 months ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem☆318May 12, 2026Updated last month
- An algorithmic trading robot written in Python.☆28Jun 4, 2017Updated 9 years ago
- andi_datasets provides functions to generate, save, load and manipulate datasets of diffusion anomalous trajectories. It is part of the A…☆39May 14, 2026Updated last month
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 3 years ago
- High frequency trading algorithm for Bitmex☆22Jun 22, 2020Updated 5 years ago
- Statistical tests on xarray objects☆14Nov 24, 2025Updated 6 months ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆131Updated this week
- ARCH models in Python☆1,531Updated this week
- Multifractal Detrended Fluctuation Analysis in Python☆160Aug 15, 2022Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- AntroPy: entropy and complexity of (EEG) time-series in Python☆370Apr 1, 2026Updated 2 months ago
- Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations☆106Sep 30, 2020Updated 5 years ago
- Collection of notebooks about quantitative finance, with interactive python code.☆6,815Oct 22, 2024Updated last year
- PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)☆48Nov 5, 2020Updated 5 years ago
- fooof+BOSC: A repository for the robust detection of oscillations at the single-trial level☆27Feb 27, 2024Updated 2 years ago
- JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python☆48Feb 10, 2023Updated 3 years ago
- ☆14Nov 17, 2023Updated 2 years ago
- Python package for permutation tests, for statistics and machine learning.☆27May 7, 2025Updated last year
- A Python module that implements tools for the simulation and identification of random fields using the Karhunen-Loeve expansion represent…☆24Jun 21, 2016Updated 9 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Generate stochastic processes using Python. Unfortunately not maintained any longer =(☆112Mar 2, 2015Updated 11 years ago
- Numerically solve the Fokker-Planck equation in N dimensions☆100Mar 25, 2026Updated 2 months ago
- Nonlinear measures for dynamical systems (based on one-dimensional time series)☆306Nov 30, 2025Updated 6 months ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆70Mar 19, 2023Updated 3 years ago
- Jupyter-based, science-driven tutorials for using the LinkedEarth data-software Python ecosystem☆21Mar 14, 2026Updated 3 months ago
- Automatic Reparameterisation of Probabilistic Programs☆36Jun 11, 2020Updated 6 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,924Oct 21, 2024Updated last year