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Projects in Awesome Lists tagged with monte-carlo-simulation
A curated list of projects in awesome lists tagged with monte-carlo-simulation .
https://github.com/fmilthaler/finquant
A program for financial portfolio management, analysis and optimisation.
analysis bollinger-bands efficient-frontier finance financial financial-analysis financial-portfolio-management investment investment-analysis investment-portfolio investment-strategies markowitz-portfolio monte-carlo monte-carlo-simulation moving-average optimisation portfolio-management portfolio-optimisation portfolio-properties returns
Last synced: 30 Sep 2024
https://github.com/fmilthaler/FinQuant
A program for financial portfolio management, analysis and optimisation.
analysis bollinger-bands efficient-frontier finance financial financial-analysis financial-portfolio-management investment investment-analysis investment-portfolio investment-strategies markowitz-portfolio monte-carlo monte-carlo-simulation moving-average optimisation portfolio-management portfolio-optimisation portfolio-properties returns
Last synced: 03 Aug 2024
https://github.com/towardsai/tutorials
AI-related tutorials. Access any of them for free → https://towardsai.net/editorial
collaborative-filtering data-science deep-learning google-colab linear-algebra machine-learning math mathematics monte-carlo-simulation neural-networks nlp programming python python-tutorial recommendation-system sentiment-analysis tutorial
Last synced: 02 Aug 2024
https://github.com/gempy-project/gempy
GemPy is an open-source, Python-based 3-D structural geological modeling software, which allows the implicit (i.e. automatic) creation of complex geological models from interface and orientation data. It also offers support for stochastic modeling to address parameter and model uncertainties.
bayesian complex-geological-models geological geology geoscience implicit interpolation modeling monte-carlo-simulation python torch uncertainties uncertainty-analysis uq
Last synced: 30 Jul 2024
https://github.com/jofpin/synthbtc
A tool that uses advanced Monte Carlo simulations and Turbit parallel processing to create possible Bitcoin prediction scenarios.
bitcoin data-processing monte-carlo-simulation nodejs prediction synthetic-data turbit
Last synced: 28 Sep 2024
https://github.com/jofpin/synthBTC
A tool that uses advanced Monte Carlo simulations and Turbit parallel processing to create possible Bitcoin prediction scenarios.
bitcoin data-processing monte-carlo-simulation nodejs prediction synthetic-data turbit
Last synced: 26 Sep 2024
https://github.com/openmc-dev/openmc
OpenMC Monte Carlo Code
computational-physics high-performance-computing monte-carlo-simulation neutron-transport neutronics nuclear-data nuclear-energy nuclear-engineering nuclear-fusion openmc particle-transport photon-transport radiation-transport
Last synced: 01 Aug 2024
https://github.com/Geant4/geant4
Geant4 toolkit for the simulation of the passage of particles through matter - NIM A 506 (2003) 250-303
computational-physics geometry hadron-physics high-energy-physics high-performance-computing medical-physics monte-carlo-simulation multiphysics-simulation neutron-transport nuclear-data particle-tracking particle-transport photon-transport radiation-transport scientific-computing shielding visualization
Last synced: 04 Aug 2024
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: 03 Aug 2024
https://github.com/SanPen/GridCal
GridCal, a cross-platform power systems software written in Python with user interface, used in academia and industry.
acdc cim comon-information-model electrical electrical-engineering helm latin-hypercube monte-carlo-simulation multi-terminal newton-raphson optimization power-systems powerflow python stochastic-power-flow
Last synced: 03 Aug 2024
https://github.com/KevinFasusi/supplychainpy
Supplychainpy is a Python library for supply chain analysis, modelling and simulation. The library assists a workflow that is reliant on Excel and VBA.
analyst flask forecasting logistics monte-carlo-simulation operations-research python supply-chain
Last synced: 02 Aug 2024
https://github.com/glotzerlab/freud
Powerful, efficient particle trajectory analysis in scientific Python.
analysis computational-chemistry computational-physics data-analysis hacktoberfest molecular-dynamics monte-carlo-simulation particle-system python science scientific-computing spatial-analysis
Last synced: 02 Aug 2024
https://github.com/SURGroup/UQpy
UQpy (Uncertainty Quantification with python) is a general purpose Python toolbox for modeling uncertainty in physical and mathematical systems.
latin-hypercube latin-hypercube-sampling monte-carlo monte-carlo-simulation probabilistic probability stochastic stochastic-process uncertainty-propagation uncertainty-quantification uncertainty-sampling
Last synced: 30 Jul 2024
https://github.com/baggepinnen/MonteCarloMeasurements.jl
Propagation of distributions by Monte-Carlo sampling: Real number types with uncertainty represented by samples.
error-analysis error-propagation gpu-acceleration gpu-computing monte-carlo monte-carlo-sampling monte-carlo-simulation numeric-types particle-filter physical-quantities probability-distributions robust-optimization uncertainties uncertainty-propagation uncertainty-sampling
Last synced: 31 Jul 2024
https://nrc-cnrc.github.io/EGSnrc/
Toolkit for Monte Carlo simulation of ionizing radiation — Trousse d'outils logiciels pour la simulation Monte Carlo du rayonnement ionisant
dosimetry egsnrc ionizing-radiation medical-physics metrology monte-carlo-simulation radiation-therapy radiation-transport
Last synced: 01 Aug 2024
https://github.com/evoplex/evoplex
Evoplex is a fast, robust and extensible platform for developing agent-based models and multi-agent systems on networks. It's available for Windows, Linux and macOS.
abm agent agent-based agent-based-model agent-based-modeling agent-based-simulation biological-simulations cellular-automata cpp cross-platform evolution-simulator evolutionary-algorithms evolutionary-computation evolutionary-game-theory evoplex graph mas monte-carlo-simulation multi-agent simulation
Last synced: 01 Aug 2024
https://github.com/pyscripter/XLRisk
Excell addin for performing Monte Carlo simulation
excel excel-addin monte-carlo-simulation vba
Last synced: 13 Aug 2024
https://github.com/shinmorino/sqaod
Solvers/annealers for simulated quantum annealing on CPU and CUDA(NVIDIA GPU).
accelearated cplusplus-11 cuda gpu linux monte-carlo-simulation nvidia-gpu python quantum-annealing quantum-computing windows
Last synced: 29 Sep 2024
https://github.com/apurvshah007/algorithmic-trading
I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.
algorithmic-trading black-scholes financial-analysis monte-carlo-simulation numpy option-pricing pandas pandas-dataframe portfol portfolio-optimization portfolio-optimizer portfolio-stats python3 scipy statistics
Last synced: 30 Sep 2024
https://github.com/enrico-dev/enrico
ENRICO: Exascale Nuclear Reactor Investigative COde
computational-fluid-dynamics exascale-computing high-performance-computing monte-carlo-simulation multiphysics nek5000 nekrs nuclear-energy openmc particle-transport
Last synced: 01 Aug 2024
https://github.com/philchalmers/SimDesign
Structure for organizing Monte Carlo simulations in R
monte-carlo-simulation r simulation simulation-framework
Last synced: 13 Aug 2024
https://github.com/w2dynamics/w2dynamics
A continuous-time hybridization-expansion Monte Carlo code for calculating n-particle Green's functions of the Anderson impurity model and within dynamical mean-field theory.
monte-carlo-simulation python quantum-monte-carlo
Last synced: 01 Aug 2024
https://github.com/open-atmos/PySDM
Pythonic particle-based (super-droplet) warm-rain/aqueous-chemistry cloud microphysics package with box, parcel & 1D/2D prescribed-flow examples in Python, Julia and Matlab
atmospheric-modelling atmospheric-physics cuda gpu gpu-computing monte-carlo-simulation numba nvrtc particle-system physics-simulation pint pypi-package python research simulation thrust
Last synced: 01 Aug 2024
https://github.com/RajdeepKonwar/stockast
Predict stock market pricing over 180 minutes using Black-Scholes stochastic modeling and parallel Monte-Carlo simulations.
black-scholes c-plus-plus monte-carlo-simulation openmp parallel prediction-model predictive-analytics predictive-modeling stock-data stock-market stock-prediction stock-price-prediction stock-prices thread
Last synced: 01 Aug 2024
https://github.com/caphindsight/ergothic
Rust library for setting up and running distributed Monte-Carlo statistical simulations. Designed primarily for lattice QCD.
lattice-qcd metropolis metropolis-hastings monte-carlo monte-carlo-simulation qcd qft quantum-mechanics rust rust-library
Last synced: 05 Aug 2024
https://github.com/OpenGATE/opengate
Gate 10 (beta)
medical-physics monte-carlo-simulation physics-simulation python
Last synced: 02 Aug 2024
https://github.com/nrc-cnrc/metrolopy
Tools for uncertainty propagation and measurement unit conversion — Outils pour la propagation des incertitudes et la conversion d'unités de mesure
curve-fitting error-propagation ipython jupyter metrology monte-carlo-simulation python3 uncertainties uncertainty uncertainty-analysis uncertainty-propagation uncertainty-visualisation unit-conversion unit-converter
Last synced: 28 Sep 2024
https://github.com/madsjulia/AffineInvariantMCMC.jl
Affine Invariant Markov Chain Monte Carlo (MCMC) Ensemble sampler
affine-invariance ensemble-sampler high-performance-computing julia mads markov-chain markov-chain-monte-carlo mcmc monte-carlo-simulation uncertainty uncertainty-estimation uncertainty-quantification
Last synced: 02 Aug 2024
https://github.com/bjmorgan/lattice_mc
Lattice gas Monte Carlo simulation code
kinetic-monte-carlo lattice-gas monte-carlo monte-carlo-simulation solid-state-physics
Last synced: 05 Aug 2024
https://github.com/chicago-joe/Option-Pricing-via-Levy-Models-in-R
using the Inverse-Transform method to speed up options pricing simulations in R
algorithmic-trading computational-finance european-options financial-engineering levy-models levy-process levy-processes mathematical-finance mathematical-modelling monte-carlo-simulation monte-carlo-simulations option-pricing options-trading r r-language r-programming
Last synced: 13 Aug 2024
https://github.com/di-unipi-socc/FogTorchPI
A probabilistic prototype for deployment of Fog applications.
bandwidth cloud cost-estimation cost-model deployment fog fog-applications fog-computing fog-infrastructure latency monte-carlo-simulation qos-assurance qos-aware
Last synced: 03 Aug 2024
https://github.com/SwolfPy-Project/swolfpy
SwolfPy is a free, multi-platform, Python-based, open-source, SWM LCA optimization framework with built-in parametric and Monte Carlo sensitivity and uncertainty analysis capabilities.
brightway2 life-cycle-assessment monte-carlo-simulation municipal-solid-waste optimization pyside2 python solid-waste-management swolfpy uncertainty-assessment
Last synced: 03 Aug 2024
https://github.com/rte-antares-rpackage/antaresViz
ANTARES Visualizations
adequacy bilan dygraphs electric energy leaflet linear-programming manipulatewidge monte-carlo-simulation optimization plotly previsionnel r renewable-energy rte shiny shiny-apps simulation stochastic-simulation-algorithm tyndp
Last synced: 03 Aug 2024
https://github.com/araujo88/montecarlo
Monte Carlo simulation of asset price
bitcoin bitcoin-price bitcoin-price-prediction monte-carlo monte-carlo-simulation python
Last synced: 02 Aug 2024
https://github.com/100/stock-analysis-markov
Analyzing Stock Movements using Markov Chains and Monte Carlo Simulation
database desktop-application java markov-chain monte-carlo-simulation random-walk stock-market
Last synced: 02 Oct 2024
https://github.com/rte-antares-rpackage/antaresRead
Import, manipulate and explore the results of an Antares simulation
adequacy bilan electricity energy hdf5 linear-algebra monte-carlo-simulation optimisation previsionnel r rhdf5 rte simulation tyndp
Last synced: 03 Aug 2024
https://github.com/nishi1612/modelling-and-simulation
CS302 Modelling and Simulation Weekly Assignments in python based on modelling different systems - SARS, Malaria, SIR
colaboratory compartmental-model drug-dose-response-curves gamblers-ruin interaction-models ipynb-notebook jupyter-notebook markov-chain modelling monte-carlo-simulation prey-predator python simulation sir-model
Last synced: 27 Sep 2024
https://github.com/rte-antares-rpackage/antareseditobject
Edit an Antares study
antares-simulation cluster energy monte-carlo-simulation r rte
Last synced: 29 Sep 2024
https://github.com/hhoppe/blackjack
Blackjack Notebook (bjnb): Probabilistic analysis and simulation
blackjack blackjack-game monte-carlo-simulation probabilistic-modeling
Last synced: 02 Oct 2024
https://github.com/joshua-m-connors/r-fair-risk-pert
Simple code written in R to calculate risk using the factor analysis of information risk (FAIR) methodology. Uses PERT distributions for the monte carlo simulations.
factor-analysis-information-risk fair monte-carlo monte-carlo-simulation openfair pert r risk-analysis risk-modelling
Last synced: 13 Aug 2024
https://github.com/joshmusira/monte_carlo_simulation
Implementation of European option pricing using the Black-Scholes formula
matplotlib monte-carlo-simulation python3 scipy yfinance-data-warehouse
Last synced: 01 Oct 2024
https://github.com/dusanstevic/ntp
Monte Carlo simulation
computational-finance golang integration monte-carlo-simulation numerical-algorithms numerical-methods numerical-simulations parallel-programming pharo-smalltalk python3 roassal statistics time-series-analysis
Last synced: 25 Sep 2024
https://github.com/vladimirrotariu/parallel-monte-carlo-simulations
A package to orchestrate parallel (Monte Carlo) simulations via Apache Beam for an arbitrary number of models, with low-level parameter granularity, and flexible random number generator choice.
apache-beam apache-spark data-engineering monte-carlo-simulation parallel-computing parallel-processing python quantitative-finance random-number-generators
Last synced: 28 Sep 2024
https://github.com/ovidiubute/coursera-percolation
Coursera Percolation Assignment
assignment coursera monte-carlo-simulation
Last synced: 03 Oct 2024