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Projects in Awesome Lists tagged with stochastic-processes

A curated list of projects in awesome lists tagged with stochastic-processes .

https://github.com/sciml/differentialequations.jl

Multi-language suite for high-performance solvers of differential equations and scientific machine learning (SciML) components. Ordinary differential equations (ODEs), stochastic differential equations (SDEs), delay differential equations (DDEs), differential-algebraic equations (DAEs), and more in Julia.

dae dde delay-differential-equations differential-algebraic-equations differential-equations differentialequations dynamical-systems julia neural-differential-equations numerical ode python r scientific scientific-machine-learning sciml sde spde stochastic-differential-equations stochastic-processes

Last synced: 13 May 2025

https://github.com/SciML/DifferentialEquations.jl

Multi-language suite for high-performance solvers of differential equations and scientific machine learning (SciML) components. Ordinary differential equations (ODEs), stochastic differential equations (SDEs), delay differential equations (DDEs), differential-algebraic equations (DAEs), and more in Julia.

dae dde delay-differential-equations differential-algebraic-equations differential-equations differentialequations dynamical-systems julia neural-differential-equations numerical ode python r scientific scientific-machine-learning sciml sde spde stochastic-differential-equations stochastic-processes

Last synced: 04 Apr 2025

https://github.com/yanndubs/neural-process-family

Code for the Neural Processes website and replication of 4 papers on NPs. Pytorch implementation.

conditional-neural-process deep-learning machine-learning meta-learning neural-processes pytorch stochastic-processes uncertainty-estimation

Last synced: 07 Apr 2025

https://github.com/jason-ash/pyesg

Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.

actuarial financial-modeling open-source python stochastic-processes

Last synced: 14 Jan 2026

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.

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

Last synced: 18 Feb 2026

https://github.com/sciml/diffeqnoiseprocess.jl

A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)

brownian-motion differential-equations neural-sde noise-processes scientific-machine-learning sciml sde stochastic-processes wiener-process

Last synced: 07 Apr 2026

https://github.com/eric-bradford/sdd-gp-mpc

This repository contains the source code for "Stochastic data-driven model predictive control using Gaussian processes" (SDD-GP-MPC).

casadi chemical-engineering constraints differential-equations gaussian-processes machine-learning model-predictive-control monte-carlo-simulation optimization-algorithms python3 state-space-model stochastic-processes

Last synced: 16 Jun 2025

https://github.com/augustinas1/MomentClosure.jl

Tools to generate and study moment equations for any chemical reaction network using various moment closure approximations

chemical-reaction-networks gene-network gillespie-algorithm moment-closure moment-equations moments stochastic-processes systems-biology

Last synced: 22 Jul 2025

https://github.com/borealisai/continuous-time-flow-process

PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)

generative-model neurips-2020 normalizing-flows pytorch stochastic-processes

Last synced: 07 Apr 2025

https://github.com/sdepy/sdepy

SdePy: Numerical Integration of Ito Stochastic Differential Equations

montecarlo-simulation stochastic-differential-equations stochastic-processes

Last synced: 17 Mar 2026

https://github.com/danielsank/vankampen-stochastic

Exercises and notes for N.G. Van Kampen's Stochastic Processes in Physics and Chemistry

physics stochastic-processes

Last synced: 03 Apr 2025

https://github.com/kirui93/scentrees.jl

Julia Package for Generating Scenario Trees and Scenario Lattices for Multistage Stochastic Optimization

julia multistage-stochastic-optimization scenario-lattice scenario-tree scenario-tree-generation stochastic-data stochastic-processes

Last synced: 21 Feb 2026

https://github.com/hbldh/lspopt

Python implementation of a multitaper window method for estimating Wigner spectra for certain locally stationary processes

estimation histogram multitaper-windows optimal-multitapers python spectrum stochastic-processes

Last synced: 14 Apr 2025

https://github.com/Merck/AlgebraicAgents.jl

A lightweight framework to enable hierarchical, heterogeneous dynamical systems co-integration. Batteries included!

differential-equations dynamical-systems julia julia-language stochastic-processes

Last synced: 28 Sep 2025

https://github.com/merck/algebraicagents.jl

A lightweight framework to enable hierarchical, heterogeneous dynamical systems co-integration. Batteries included!

differential-equations dynamical-systems julia julia-language stochastic-processes

Last synced: 10 Apr 2025

https://github.com/kevinbird61/stochastic-calculus-and-probability-model

Record the learning materials of the course - "STOCHASTIC ANALYSIS OF COMPUTER NETWORKS" in National Cheng Kung University.

computer-networking learning-materials probabilistic-models stochastic-calculus stochastic-processes

Last synced: 13 Sep 2025

https://github.com/simsurace/FeedbackParticleFilters.jl

A Julia package that provides (feedback) particle filters for nonlinear stochastic filtering and data assimilation problems

assimilation bayesian-inference conditional-probability diffusions feedback feedback-particle-filters filtering-algorithm numerical-algorithms particle-filter stochastic-processes

Last synced: 04 May 2025

https://github.com/simsurace/feedbackparticlefilters.jl

A Julia package that provides (feedback) particle filters for nonlinear stochastic filtering and data assimilation problems

assimilation bayesian-inference conditional-probability diffusions feedback feedback-particle-filters filtering-algorithm numerical-algorithms particle-filter stochastic-processes

Last synced: 27 Oct 2025

https://github.com/mic-dkfz/gpconvcnp

Code for "GP-ConvCNP: Better Generalization for Convolutional Conditional Neural Processes on Time Series Data"

anp attentive-neural-processes convcnp gaussian-processes gp-convcnp gpconvcnp neural-processes np stochastic-processes time-series

Last synced: 29 Jun 2025

https://github.com/mlandis/phyddle

Phylogenetic model exploration with deep learning

deep-learning epidemiology evolution phylogenetics statistical-models stochastic-processes

Last synced: 01 Feb 2026

https://github.com/mikea/stochasticprocesses.jl

A Julia package for (continuous) stochastic processes

julia simulation stochastic-processes

Last synced: 11 Apr 2025

https://github.com/logandgraham/stochasticprocesses

A lightweight, efficient package for simulating stochastic processes on various domains.

graphs lightgraphs random-walk simulation stochastic-processes

Last synced: 18 Feb 2026

https://github.com/smac-group/mgmwm

:chart_with_upwards_trend: :chart_with_downwards_trend: :chart_with_upwards_trend: :chart_with_upwards_trend: :chart_with_downwards_trend: Multisignal GMWM estimation and model selection for IMU

estimation gmwm imu inertial-sensors multivariate-timeseries stochastic-processes

Last synced: 07 Oct 2025

https://github.com/timvwese/networkjumpprocesses.jl

Julia package to facilitate the construction of JumpProblems on graphs.

discrete-event-simulation graph graphs julia julialang kinetics network networks stochastic-processes

Last synced: 03 Feb 2026

https://github.com/michaelneuder/numerical_experiments

a collection of numerical experiments documented in jupyter notebooks.

monte-carlo numerical-analysis numerical-methods random-walk stochastic-processes

Last synced: 10 Jun 2026

https://github.com/giannisdaras/ntua-stochastic-processes

Stohastic processes course of National Technical University of Athens.

ece markov-chain ntua ntua-ece stochastic-processes

Last synced: 08 Feb 2026

https://github.com/zelosleone/oracle

A Next.js-powered divination app using dual-source entropy (Random.org API + Fisher-Yates shuffle) with TypeScript, TailwindCSS, and Web Speech API integration.

accesibility bijective-maps fisher-yates-shuffle i18n nextjs permutation probability-distribution react responsive-design stochastic-processes tailwindcss typescript web-speech-api

Last synced: 15 Feb 2026

https://github.com/alisiahkoohi/kl-expansion

Karhunen-Loève expansion for approximation in functions spaces

eigenfunctions karhunen-loeve stochastic-processes

Last synced: 04 Apr 2025

https://github.com/nightmachinery/stochastic

My Julia megarepo; an infectious disease model, a Poisson picture redrawing filter, a colorful animator of a 2D ising model, and more.

art cairo coronavirus coronavirus-analysis ising-model julia modeling poisson-process sir-model stochastic-processes visualization

Last synced: 14 Mar 2026

https://github.com/dirktoewe/gaupros_sandbox

Interactive Gaussian Process Demo in the Browser

gaussian-processes machine-learning regression scala-js stochastic-processes

Last synced: 15 May 2026

https://github.com/jfagin/latent_sde

Code for "Latent Stochastic Differential Equations for Modeling Quasar Variability and Inferring Black Hole Properties"

agn deep-learning differential-equations dynamical-systems gaussian-process-regression neural-differential-equation neural-network pytorch stochastic-differential-equations stochastic-processes stochastic-vo

Last synced: 20 Jan 2026

https://github.com/bharathvariar/applied-stochastic-processes

Projects done towards submission for course MATH F424: Applied Stochastic Processes

derangements markov-chain probability stochastic-processes

Last synced: 28 Mar 2025

https://github.com/juliandavidmr/fluxmath

Aplicacion Django + VueJS, graficador de procesos estocásticos

ecuation markov-chain mathematics modeling prediction prediction-algorithm stochastic-processes udla

Last synced: 17 May 2026

https://github.com/pika-pikachu/boundarycrossingprobabilities.jl

Computes the boundary crossing probability for a general diffusion process and time-dependent boundary.

boundary-value-problem julia pde sde stochastic-differential-equations stochastic-processes

Last synced: 14 Mar 2025

https://github.com/rust-dd/probability-benchmark

🦀 Scientific Computing Benchmark: Rust 🦀 vs Zig ⚡ vs the father C 👴

c ornstein-uhlenbeck-process rust stochastic-processes zig

Last synced: 13 Apr 2026

https://github.com/lennart-finke/brownian-motion

A small demonstration of five-dimensional Brownian Motion in the browser

brownian-motion stochastic-processes visualization

Last synced: 09 Feb 2026

https://github.com/echeynet/stationarytests

Matlab functions to test the stationarity of a random process

moving-window random-process reverse-arrangement-test stationarity stationary stochastic-processes

Last synced: 21 Apr 2026

https://github.com/corentin-mzr/pmi

Project Master IPSA : Modeling the transport of a chemical species in a fluid

1d 2d fluid-dynamics fluid-simulation matplotlib numpy physics physics-2d physics-simulation python stochastic-processes

Last synced: 07 Jun 2026

https://github.com/horheynm/montecarlomarkovchain_bidirectionalcargotransport_

repo for the paper https://onlinelibrary.wiley.com/doi/full/10.1111/tra.12639

dynein kinesin markov-chain-monte-carlo modeling montecarlo stochastic-processes

Last synced: 09 Oct 2025

https://github.com/mohin-io/fractional-pdes-under-levy-models-machine-learning-for-calibrating-advanced

This project builds a fast, intelligent calibration engine for advanced asset pricing models. Standard Black-Scholes breaks down under real markets with fat tails and jumps, but Lévy models (Variance Gamma, CGMY) are too slow and unstable to calibrate with classical methods.

asset-pricing calibration cgmy cgmy-model deep-neural-networks financial-machine-learning fourier-methods fractional-pde keras levy-processes machine-learning mcmc option-pricing quantitative-finance stochastic-processes tensorflow variance-gamma variance-gamma-process variational-inference

Last synced: 09 Oct 2025

https://github.com/galenseilis/stochastic-processes-overview

This Jupyter notebook gives an overview of stochastic processes.

math mathematics stochastic-processes

Last synced: 11 Oct 2025

https://github.com/ammahmoudi/stochastic-processes

Homework Solutions for Stochastic Processes Course as Computer Science B.Sc. Student at Department of Mathematical Sciences, Sharif University of Technology

gaussian-mixture-models markov-chain markov-chain-monte-carlo stochastic-processes

Last synced: 14 Oct 2025

https://github.com/pourmand1376/sp-homeworks

Stochastic Process Coursework (Sharif University of technology)

coursework sharif-university stochastic-processes

Last synced: 01 Aug 2025

https://github.com/manik2000/drinker-fate-analysis

Dash application with modelling the chances of safe-home return of a heavy drinker.

dash python stochastic-processes

Last synced: 28 Jul 2025

https://github.com/jkevin2010/dementia-linguistic-biomarkers-research

Discovery of new linguistic markers of Alzheimer's Disease and Related Dementia (ADRD) using stochastic processes and machine learning

alzheimer-disease-prediction dementia-detection machine-learning-algorithms natural-language-processing stochastic-processes

Last synced: 02 Apr 2025

https://github.com/dhyeymavani2003/black-scholes-final-project-for-stochastic-processes

Presentation: https://docs.google.com/presentation/d/1I9R2Wi6OQOB99Y-C4kUdik6PIq9ZPsCbns7ZP_t93a4/edit?usp=sharing

blackscholes options-pricing r stochastic-processes

Last synced: 23 Jul 2025

https://github.com/williamjsdavis/itogaussplot

A measure of the variability of linear trends in a time-series observation, as a function of windowing length

r-language statistics stochastic-processes time-series

Last synced: 21 May 2026

https://github.com/agdiiura/stochax

Stochastic processes simulation and calibration in python

stochastic-processes

Last synced: 28 Feb 2026

https://github.com/papadeiv/stews

Simulations of numerical and analytical spatio-temporal early warning signals of stochastic dynamical systems

bifurcation dynamical-systems julia stochastic-processes tipping-points

Last synced: 28 Apr 2025

https://github.com/s1dewalker/markov-model-for-stocks

Markov Model for Stocks in Python. Clustering in Time Series data | Model Development | Stochastic Models

clustering kmeans-clustering machine-learning markov-decision-process markov-model pandas probabilistic-models python sklearn stochastic-processes time-series

Last synced: 28 Apr 2026