Just-in-time compilation for stochastic differential equations
☆14Apr 24, 2026Updated 3 weeks ago
Alternatives and similar repositories for jitcsde
Users that are interested in jitcsde are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Estimating high-order interactions in time series data of any dimension☆17Sep 5, 2025Updated 8 months ago
- Just-in-Time Compilation for Ordinary Differential Equations☆68Apr 24, 2026Updated 3 weeks ago
- kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order☆77Mar 5, 2026Updated 2 months ago
- ☆16Oct 12, 2024Updated last year
- Algorithms for identifying coherent structures in sparse and noisy trajectory datasets☆17Oct 22, 2021Updated 4 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.
- ☆17Oct 17, 2024Updated last year
- Phase plane analysis of nonlinear systems☆18May 25, 2022Updated 3 years ago
- Corpus of campaign speeches, interviews, debates, statements and tweets by Donald Trump☆22Jun 13, 2017Updated 8 years ago
- Two Dimensional Fokker-Planck Solver using Matlab☆19Jul 19, 2019Updated 6 years ago
- Application of the MultiFractal Detrended Fluctuation Analysis to Time Series☆17Jun 14, 2019Updated 6 years ago
- Julia package for scenario generation for stochastic programs with tail risk measure☆11Nov 16, 2022Updated 3 years ago
- Implementation of "Successive Convexification for 6-DoF Mars Rocket Powered Landing with Free-Final-Time" by Szmuk and Ackimese☆12Mar 31, 2018Updated 8 years ago
- ☆16Oct 7, 2019Updated 6 years ago
- ☆12Dec 21, 2022Updated 3 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.
- Just-in-time compilation for delay differential equations☆59Apr 15, 2026Updated last month
- Scenarios generator considering space and time dependency. Includes conditional quantile regressions and copula approach.☆13Jun 16, 2016Updated 9 years ago
- Methods and experiments for assumed density SDE approximations☆12Jan 26, 2022Updated 4 years ago
- Scenario generation methods for stochastic optimization (two-stage stochastic programming) in Java☆13Nov 6, 2022Updated 3 years ago
- ☆30Jun 30, 2025Updated 10 months ago
- In this repository, I place my solution for the exercises in multiple famous math textbooks, including Stochastic Differential Equation, …☆14Nov 13, 2023Updated 2 years ago
- ☆14Mar 1, 2024Updated 2 years ago
- Fit stochastic differential equation models with time-varying parameters☆15Jan 21, 2026Updated 3 months ago
- Implementation of "A deep solver for BSDEs with jumps"☆17Nov 14, 2024Updated last year
- 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.
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆18Sep 22, 2024Updated last year
- Python package for Integrated Information Decomposition (PhiID)☆36Mar 14, 2026Updated 2 months ago
- ☆18Oct 28, 2023Updated 2 years ago
- PhD thesis template with title page according to the University of Amsterdam.☆15Sep 12, 2021Updated 4 years ago
- Entropy rate estimators for neuroscience☆28Jun 17, 2021Updated 4 years ago
- View recent highly-rated albums in the terminal☆11Mar 20, 2023Updated 3 years ago
- Measures of causal emergence from multivariate time series data.☆32Feb 24, 2022Updated 4 years ago
- ☆24Oct 26, 2021Updated 4 years ago
- This repository introduces Partial Differential Equation Solver using neural network that can learn resolution-invariant solution operato…☆17Nov 23, 2021Updated 4 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.
- This project pulls electricity price data from the EIA API, and then performs time series analysis on it, including time series decomposi…☆15Jul 19, 2019Updated 6 years ago
- Stochastic Optimal Control and Reachability Toolbox Written in Python☆15Jul 13, 2023Updated 2 years ago
- Some codes used for the numerical examples proposed in https://arxiv.org/abs/1812.05916☆14Sep 6, 2019Updated 6 years ago
- Implementation of Cross Entropy Method☆16Oct 1, 2018Updated 7 years ago
- Adaptive numerical solution of Kadanoff-Baym equations☆30Mar 29, 2026Updated last month
- energy management codes developed in the past☆20Sep 26, 2021Updated 4 years ago
- A macrospin simulation tool for nanoparticles☆12Dec 4, 2024Updated last year