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
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stochastic-rs is a Rust library designed for high-performance simulation and analysis of stochastic processes and models in quant finance.
- Host: GitHub
- URL: https://github.com/rust-dd/stochastic-rs
- Owner: rust-dd
- License: mit
- Created: 2023-05-21T18:53:19.000Z (over 2 years ago)
- Default Branch: main
- Last Pushed: 2025-07-05T20:53:58.000Z (3 months ago)
- Last Synced: 2025-07-05T21:36:25.219Z (3 months ago)
- Topics: ai, finance, malliavin-calculus, quant, quantitative-finance, rust, simulation, statistics, stochastic, stochastic-processes
- Language: Rust
- Homepage: https://crates.io/crates/stochastic-rs
- Size: 8.84 MB
- Stars: 64
- Watchers: 3
- Forks: 3
- Open Issues: 1
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README

[](https://crates.io/crates/stochastic-rs)

[](https://codecov.io/gh/dancixx/stochastic-rs)
[](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].
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**Note:** This library is in active development and may introduce breaking changes as it evolves. Feedback is encouraged!