An open API service indexing awesome lists of open source software.

https://github.com/rust-dd/stochastic-rs

stochastic-rs is a Rust library designed for high-performance simulation and analysis of stochastic processes and models in quant finance.
https://github.com/rust-dd/stochastic-rs

ai finance malliavin-calculus quant quantitative-finance rust simulation statistics stochastic stochastic-processes

Last synced: 2 months ago
JSON representation

stochastic-rs is a Rust library designed for high-performance simulation and analysis of stochastic processes and models in quant finance.

Awesome Lists containing this project

README

          

![Build Workflow](https://github.com/dancixx/stochastic-rs/actions/workflows/rust.yml/badge.svg)
[![Crates.io](https://img.shields.io/crates/v/stochastic-rs?style=flat-square)](https://crates.io/crates/stochastic-rs)
![License](https://img.shields.io/crates/l/stochastic-rs?style=flat-square)
[![codecov](https://codecov.io/gh/dancixx/stochastic-rs/graph/badge.svg?token=SCSp3z7BQJ)](https://codecov.io/gh/dancixx/stochastic-rs)
[![FOSSA Status](https://app.fossa.com/api/projects/git%2Bgithub.com%2Fdancixx%2Fstochastic-rs.svg?type=shield)](https://app.fossa.com/projects/git%2Bgithub.com%2Fdancixx%2Fstochastic-rs?ref=badge_shield)

# stochastic-rs

**stochastic-rs** is a high-performance Rust library for simulating and analyzing stochastic processes. Designed for applications in quantitative finance, AI training, and statistical modeling, it provides efficient tools to generate synthetic data and analyze complex stochastic systems.

## Installation

Add **stochastic-rs** to your `Cargo.toml`:

```toml
[dependencies]
stochastic-rs = "0.x.0"
```

Ensure you have Rust installed. Visit [rust-lang.org](https://www.rust-lang.org/tools/install) for setup instructions.

## Contributing

Contributions are welcome! Whether it's bug reports, feature suggestions, or documentation improvements, your help is appreciated. Open an issue or start a discussion on GitHub.

## License

Licensed under the MIT License. See the [LICENSE](LICENSE) file for details.

## Contact

For discussions, issues, or suggestions, feel free to open a GitHub issue or reach out at [dancixx@gmail.com].

---

**Note:** This library is in active development and may introduce breaking changes as it evolves. Feedback is encouraged!