Alternatives and similar repositories for deep_pde:

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

• Mephistopheles-0 / DeepBSDE
  Python code for solving partial differential equations (PDEs) using deep learning. Specifically, we provide implementations for solving t…
  ☆26Updated 8 months ago
• mludkov / mlOSP
  Regression Monte Carlo for Optimal Stopping
  ☆9Updated last year
• batuhanguler / Deep-BSDE-Solver
  Solving high-dimensional Partial Differential Equations with Deep Learning
  ☆24Updated 5 years ago
• goutham-fin / MacroFinance
  ☆14Updated 3 years ago
• anriseth / HJBSolver.jl
  General solver for Hamilton-Jacobi-Bellman equations
  ☆18Updated 7 years ago
• MaxGermain / MultistepBSDE
  Deep multistep methods to solve BSDEs of first and second order for the approximation of PDE solutions
  ☆17Updated 4 years ago
• SparseGridsForDynamicEcon / HDMR
  Example codes for the SIAM Journal on Scientific Computing (SISC) paper "High-Dimensional Dynamic Stochastic Model Representation"
  ☆20Updated last year
• DeepSurrogate / OptionPricing
  ☆12Updated 2 years ago
• EmoryMLIP / MFGnet.jl
  A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems
  ☆31Updated 3 years ago
• FRBNY-TimeSeriesAnalysis / rstarGlobal
  ☆18Updated 5 years ago
• jkirkby3 / pymle
  Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
  ☆47Updated last month
• sischei / OSE2019
  ☆14Updated 5 years ago
• pat-alt / deepvars
  Vector Autoregression augmented with deep learning.
  ☆15Updated last year
• ORNL / TASMANIAN
  The Toolkit for Adaptive Stochastic Modeling and Non-Intrusive ApproximatioN
  ☆65Updated 3 months ago
• lphansen / Beliefs
  Python code for Robust Identification of Investor Beliefs
  ☆13Updated 4 years ago
• msabvid / Deep-PDE-Solvers
  Unbiased Deep Learning based Solvers for parametric PDEs
  ☆10Updated 3 years ago
• FanWangEcon / CodeDynaAsset
  Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models
  ☆23Updated 5 years ago
• EconForge / Smolyak
  Efficient implementations of Smolyak's algorithm for function approxmation in Python and Julia.
  ☆32Updated 8 years ago
• caimichael / macrofoundations_notes
  Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.
  ☆15Updated 7 years ago
• tphelanECON / The_Art_of_Temporal_Approximation_WP
  Code for replication of working paper version of The Art of Temporal Approximation
  ☆11Updated 9 months ago
• J-Kahn / estimating-dynamic-corporate
  Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"
  ☆22Updated 7 years ago
• QuantEcon / dynamic_factor_models
  ☆39Updated 6 years ago
• HighDimensionalEconLab / HMCExamples.jl
  ☆18Updated last year
• barunik / DistributionalForecasts.jl
  Code accompanying the Anatolyev, S. and Baruník, J., (2019). Forecasting dynamic return distributions based on ordered binary choice. Int…
  ☆7Updated 5 years ago
• forket86 / ANNEA
  ANN-based Expectations Algorithm applied to the Neoclassical Investment Model
  ☆10Updated last year
• PaulSoderlind / EmpiricalFinancePhD
  Empirical Finance Course (PhD, Julia code)
  ☆34Updated 2 months ago
• vilkovgr / qmoms
  qmoms package to compute option-implied moments from surface data
  ☆16Updated 9 months ago
• J-Kahn / PyELike
  Generalized empirical likelihood and generalized method of moments estimators for Python
  ☆11Updated 7 years ago
• MCHatcher / Solving_models_with_numerical_methods
  Solving models with numerical methods (economics)
  ☆11Updated last year
• JeppeDruedahl / G2EGM
  Code for "A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints"
  ☆10Updated 5 years ago