Projects in Awesome Lists tagged with monte-carlo-methods

https://github.com/cantaro86/financial-models-numerical-methods

Collection of notebooks about quantitative finance, with interactive python code.

american-options brownian-motion econometrics financial-engineering financial-mathematics fourier-inversion heston-model jump-diffusion-mertons-model jupyter-notebooks kalman-filter levy-processes linear-regression linear-systems-equations monte-carlo-methods option-pricing partial-differential-equations python quantitative-finance stochastic-differential-equations stochastic-processes

Last synced: 14 May 2025

https://github.com/cantaro86/Financial-Models-Numerical-Methods

Collection of notebooks about quantitative finance, with interactive python code.

american-options brownian-motion econometrics financial-engineering financial-mathematics fourier-inversion heston-model jump-diffusion-mertons-model jupyter-notebooks kalman-filter levy-processes linear-regression linear-systems-equations monte-carlo-methods option-pricing partial-differential-equations python quantitative-finance stochastic-differential-equations stochastic-processes

Last synced: 14 Mar 2025

https://github.com/netket/netket

Machine learning algorithms for many-body quantum systems

deep-learning hamiltonian jax machine-learning markov-chain-monte-carlo monte-carlo-methods neural-networks neural-quantum-states nqs physics-simulation quantum unitaryhack variational-method variational-monte-carlo

Last synced: 11 Mar 2026

https://github.com/quantsbin/Quantsbin

Quantitative Finance tools

binomial-tree blackscholes derivative-pricing derivatives finance monte-carlo-methods monte-carlo-simulation option-pricing options python quantitative-finance quants

Last synced: 08 May 2025

https://github.com/baggepinnen/lowlevelparticlefilters.jl

State estimation, smoothing and parameter estimation using Kalman and particle filters.

bayesian-inference control-systems controls data-assimilation dynamical-systems estimation extended-kalman-filter gnss guidance-navigation-control kalman-filter monte-carlo-methods parameter-estimation particle-filter prediction-error-method sequential-monte-carlo state-estimation system-identification tracking unscented-kalman-filter virtual-sensing

Last synced: 17 Jan 2026

https://github.com/rabauke/trng4

state of the art C++ pseudo-random number generator library for sequential and parallel Monte Carlo simulations

c-plus-plus computational-finance computational-physics hpc library monte-carlo-methods pseudo-random-generator

Last synced: 18 Feb 2026

https://github.com/baggepinnen/LowLevelParticleFilters.jl

State estimation, smoothing and parameter estimation using Kalman and particle filters.

bayesian-inference control-systems controls data-assimilation dynamical-systems estimation extended-kalman-filter kalman-filter monte-carlo-methods parameter-estimation particle-filter prediction-error-method sequential-monte-carlo state-estimation state-estimation-algorithms state-estimation-filters system-identification unscented-kalman-filter virtual-sensing virtual-sensors

Last synced: 04 May 2025

https://github.com/lawmurray/birch

A probabilistic programming language that combines automatic differentiation, automatic marginalization, and automatic conditioning within Monte Carlo methods.

autodiff bayesian bayesian-inference bayesian-methods bayesian-statistics data-science machine-learning machine-learning-algorithms machine-learning-projects monte-carlo-methods monte-carlo-sampling probabilistic-programming-languages statistics

Last synced: 05 Apr 2025

https://github.com/lawmurray/Birch

A probabilistic programming language that combines automatic differentiation, automatic marginalization, and automatic conditioning within Monte Carlo methods.

autodiff bayesian bayesian-inference bayesian-methods bayesian-statistics data-science machine-learning machine-learning-algorithms machine-learning-projects monte-carlo-methods monte-carlo-sampling probabilistic-programming-languages statistics

Last synced: 26 Mar 2025

https://github.com/abdulfatir/sampling-methods-numpy

This repository contains implementations of some basic sampling methods in numpy.

ipython-notebook metropolis-hastings monte-carlo monte-carlo-methods numpy python

Last synced: 27 Oct 2025

https://github.com/thedisorderedorganization/arianna.jl

A system-agnostic approach to Monte Carlo simulations

framework julia julialang machine-learning machine-learning-algorithms markov-chain-monte-carlo monte-carlo monte-carlo-methods monte-carlo-simulation

Last synced: 25 Jun 2025

https://github.com/makaveli10/reinforcementlearning

Reinforcement Learning - Implementation of Exercises, algorithms from the book Sutton Barto and David silver's RL course in Python, OpenAI Gym.

david-silver-course double-dqn dqn dqn-pytorch dynamic-programming experience-replay machine-learning model-free-rl monte-carlo-methods n-step-bootstrapping n-step-sarsa prioritized-experience-replay q-learning q-learning-vs-sarsa random-walk reinforcement-learning sarsa sutton-gambler sutton-gridworld td-learning

Last synced: 18 Mar 2025

https://github.com/francescoalemanno/cryptipass

CryptiPass is a Go library for generating secure high-entropy, pronounceable passphrases.

monte-carlo-methods passphrase passphrase-generator password password-generator pronounceable pronounceable-password

Last synced: 18 Oct 2025

https://github.com/mauricelanghinrichs/abcdez.jl

Approximate Bayesian Computation (ABC) with differential evolution (de) moves and model evidence (Z) estimates.

approximate-bayesian-computation bayesian-inference julia likelihood-free marginal-likelihood model-evidence model-selection monte-carlo-methods parameter-estimation posterior-probability statistical-inference

Last synced: 13 Mar 2026

https://github.com/addy1997/rl-algorithms

This repository has RL algorithms implemented using python

double-expected-sarsa double-sarsa epsilon-greedy-exploration expected-sarsa gradient-bandits hacktoberfest hacktoberfest2020 monte-carlo-methods q-learning q-learning-vs-sarsa reinforcement-learning rl-algorithms sarsa

Last synced: 12 Apr 2025

https://github.com/dataspieler12345/python-for-ds-ml

My Python learning experience 📚🖥📳📴💻🖱✏

anova-analysis anova-test beautifulsoup lasso-regression machine-learning-algorithms matplotlib matplotlib-pyplot monte-carlo-methods nltk-python numpy-library pandas-library polynomial-regression randomforestclassifier randomforestregressor ridge-regression scikitlearn-machine-learning scipy sckit-learn seaborn t-distribution

Last synced: 10 Jun 2025

https://github.com/nikolazubic/appliedgametheoryhomeworksolutions

Solutions for course: "Applied Game Theory" taken at University of Novi Sad - Faculty of Technical Sciences

applied-game-theory bellman-ford-algorithm blackjack cournot-competition evolutionary-game-theory game-theory instigation-game markov-decision-process minimax-algorithm monte-carlo-methods multi-armed-bandit q-learning sarsa-learning softmax softmax-policy temporal-difference-learning tic-tac-toe

Last synced: 26 Jan 2026

https://github.com/oameye/pimc.jl

ab-initio continuous path integral Monte Carlo

computational-physics monte-carlo-methods monte-carlo-simulation path-integral-monte-carlo physics worm-algorithm

Last synced: 02 Apr 2025

https://github.com/amajji/monte-carlo

Monte Carlo overview and their applications

monte-carlo monte-carlo-methods monte-carlo-sampling monte-carlo-simulation monte-carlo-simulations monte-carlo-tree-search

Last synced: 13 Apr 2025

https://github.com/avoss84/seasonal

R code for the paper 'Forecasting seasonal time series data: a Bayesian model averaging approach'

bayesian-inference forecasting mcmc-sampler monte-carlo-methods seasonality statistics timeseries-analysis

Last synced: 10 Apr 2025

https://github.com/antonio-f/montecarlo-methods

Monte Carlo methods for Reinforcement Learning (from Udacity's "Deep Reinforcement Learning Nanodegree Program").

action-value-function blackjack-env gym mc-control mc-prediciton monte-carlo-methods openai-gym reinforcement-learning reinforcement-learning-excercises state-va

Last synced: 11 Apr 2026

https://github.com/basemax/pi

Small program in C language to calculate pi value.

c monte-carlo monte-carlo-methods pi pi-calculator

Last synced: 29 Jun 2026

https://github.com/smile040501/computationalmethodsandapplications

My python implementation of different Computational Methods and Applications.

computational-applications computational-methods finding-zeros interpolation-methods least-squares-approximation linear-systems monte-carlo-methods networks numerical-differentiation numerical-integration numerical-methods ordinary-differential-equations partial-differential-equations percolation random-graphs

Last synced: 17 Aug 2025

https://github.com/mikeghen/snap-eligibility-estimate

Estimating Local SNAP Eligibility using Monte-Carlo Methods

american-community-survey census-data monte-carlo-methods snap-eligibility

Last synced: 13 Jul 2026

https://github.com/johannesbuchner/paper-nested-sampling-stepsampler-comparison

Code accompaning the paper "Comparison of Step Samplers for Nested Sampling"

bayesian-statistics monte-carlo-methods nested-sampling

Last synced: 17 Mar 2025

https://github.com/thalesgroup/statistical-reliability-ml

This package provides implementations of Monte Carlo methods to estimate the probability of failure of neural networks under noisy inputs.

monte-carlo-methods neural-networks reliability-engineering statistical-analysis

Last synced: 17 Mar 2025

https://github.com/lukaszwoznica/algorithms-and-data-structures

Implementations of some algorithms and data structures using C++.

algorithms bst-tree cpp data-structures graphs-algorithms heap-algorithm kmp-algorithm monte-carlo-methods pointer-list priority-queue sorting-algorithms trees-algorithms

Last synced: 17 Jun 2025

https://github.com/scottkosty/montetools

An R package for running and presenting Monte Carlo simulations

monte-carlo monte-carlo-methods monte-carlo-simulation r

Last synced: 03 Jan 2026

https://github.com/ostad-ai/reinforcement-learning

This repository is about Reinforcement Learning (RL) and related topics

bellman-optimality-equation deepq-learning epsilon-greedy markov-decision-process monte-carlo-methods multi-armed-bandit policy-iteration python q-learning reinforcement-learning sarsa sarsa-learning value-iteration

Last synced: 09 May 2026

https://github.com/dm-zhuk/goit-algo-fp

Data structures, Python algorithms

algorithms-and-data-structures binary-search-tree dejkstra greedy-algorithms monte-carlo-methods python3 recursion

Last synced: 18 Jul 2026

https://github.com/cevenkadir/neuralquantumstates.jl

Neural quantum states in Julia

machine-learning markov-chain-monte-carlo monte-carlo-methods neural-networks physics quantum-mechanics variational-monte-carlo

Last synced: 24 Feb 2026

https://github.com/tigeryant/pi-estimator

Estimates the value of Pi using the Monte Carlo method

monte-carlo monte-carlo-methods pi

Last synced: 10 Feb 2026

https://github.com/exsandebest/integral

Computing integral with 2 methods: Monte-Carlo's method and Simpson's method

integral monte-carlo-methods qt simpson-method

Last synced: 17 Apr 2026

https://github.com/aadimator/drl-nd

My solution notebooks for the Deep Reinforcement Learning Nanodegree by Udacity

deep-reinforcement-learning monte-carlo-methods openai-gym openai-gym-solutions reinforcement-learning temporal-differencing-learning udacity udacity-deep-reinforcement-learning udacity-nanodegree

Last synced: 27 Apr 2026

https://github.com/nohomey/monte-carlo-project

Genetic algorithm for solving non linear system of equations

approximate-algorithm approximate-solution fmi genetic-algorithm monte-carlo-methods project python solving-algorithm university university-project

Last synced: 08 Jun 2026

https://github.com/lesiaukr/goit-algo-hw-10

Master's | Basic Algorithms & Data structures | Module 10 | Linear Programming & Randomized Algorithms

goit-algo-hw-10 linear-programming monte-carlo-methods pulp-library randomized-algorithms

Last synced: 27 Jul 2026

https://github.com/deepbiolab/drl

Implementation of deep reinforcement learning

advantage-actor-critic alphazero cross-entropy-method deep-deterministic-policy-gradient dqn dueling-ddqn hill-climbing mc-control monte-carlo-methods policy-based-method policy-gradient ppo prioritized-dqn q-learning reinforce sarsa temporal-difference tile-coding value-based-methods

Last synced: 10 Jun 2026

https://github.com/dytsou/reversi

A fully-featured implementation of the classic Reversi board game in LabVIEW, featuring both local play and online multiplayer capabilities.

labview monte-carlo-methods nycu nycu-course reversi

Last synced: 19 Mar 2026

https://github.com/bachboy0/montecarlo

Python-based Monte Carlo simulations for statistical analysis and modeling.

monte-carlo-methods numpy python

Last synced: 21 Apr 2026

https://github.com/diljit22/optpricing

Pricing & calibration engine (15+ models; API + CLI + Streamlit UI)

bates-model black-scholes carr-madan cev-model cgmy derivatives-pricing fast-fourier-transform heston-stochastic-volatility hyperbolic implied-volatility jump-diffusion kou-jump-diffusion monte-carlo-methods option-pricing sabr-model stochastic-differential-equations variance-reduction

Last synced: 17 Mar 2026

https://github.com/cainmagi/literature-inspections

The inspections on some important literatures, mainly including codes.

deep-learning gibbs-sampler gibbs-sampling gibbs-sampling-algorithm importance-sampling loss-functions machine-learning machine-learning-algorithms metropolis metropolis-hastings monte-carlo monte-carlo-integration monte-carlo-methods monte-carlo-simulation neural-network optimization optimization-algorithms stochastic-optimization

Last synced: 18 Mar 2026

https://github.com/muonray/cern-root-financial-mechanics-and-market-analysis-codes

CERN ROOT codes used to develop the images and graphs in the article on my blog: http://muonray.blogspot.com/2014/09/particle-physics-software-and-financial.html

article cern cern-root drift efficient-frontier finance financial-analysis geometric-brownian-motion graphs market-analysis-codes monte-carlo monte-carlo-methods optimization-methods quant simulation statistics stock-market

Last synced: 24 Mar 2025

https://github.com/hbmartin/monaco-dict-utils

Easily bootstrap Monaco Monte Carlo simulations with a dictionary based workflow.

monaco monte-carlo monte-carlo-methods monte-carlo-simulation

Last synced: 12 Sep 2025

https://github.com/victoorv/bootstrap_mcmc

Ce projet estime les paramètres d'un modèle via le maximum de vraisemblance et compare des intervalles de confiance obtenus par bootstrap. Il développe également des outils d'analyse des fréquences de lettres, utilisant un algorithme MCMC pour déchiffrer efficacement un message codé.

bootstrap data-science language-model mcmc monte-carlo-methods python r regression-models resampling-methods statistics

Last synced: 08 May 2026

https://github.com/noopur-zambare/metropolis-hastings-algorithm

Angry Birds Level Generation using Metropolis-Hastings Algorithm (MCMC)

machine-learning monte-carlo-methods statistics

Last synced: 18 Sep 2026

https://github.com/majsylw/python-3.x-examples

Some notes for python consultations in summer semester 2020/21

monte-carlo-methods programming programming-exercises python3 random regex sorting-methods strings-manipulation wust

Last synced: 26 Mar 2025