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Projects in Awesome Lists tagged with stochastic-volatility-models
A curated list of projects in awesome lists tagged with stochastic-volatility-models .
https://github.com/google-research/torchsde
Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
deep-learning deep-neural-networks differential-equations dynamical-systems neural-differential-equations pytorch stochastic-differential-equations stochastic-processes stochastic-volatility-models
Last synced: 02 Aug 2024
https://github.com/crflynn/stochastic
Generate realizations of stochastic processes in python.
probability stochastic stochastic-differential-equations stochastic-processes stochastic-simulation-algorithm stochastic-volatility-models
Last synced: 02 Aug 2024