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stochastic-models

Here are 28 public repositories matching this topic...

mehrdadn / SOTA-Py

A discrete-time Python-based solver for the Stochastic On-Time Arrival routing problem

transportation routing a-star convolution pathfinding-algorithm routing-algorithm shortest-path-problem shortest-path-routing-algorithm arrival transportation-network dijkstra-shortest-path transportation-planning shortest-pathfinding-algorithm transportation-problem stochastic-models stochastic-dynamic-programming reliable-routing

Updated Jan 1, 2022
Python

jpcolino / IPython_notebooks

Set of Jupyter (iPython) notebooks (and few pdf-presentations) about things that I am interested on, like Computer Science, Statistics and Machine-Learning, Artificial Intelligence (AI), Financial Engineering, Optimization, Stochastic Modelling, Time-Series forecasting, Science in general... and more.

computer-science science machine-learning statistics time-series optimization svm artificial-intelligence stochastic-models

Updated Apr 18, 2021
Jupyter Notebook

covid-19

p-j-r / covid-19

Stochastic SIR models; adding age-structures and social contact data for the spread of covid-19. Lattice model for identifying and isolating hotspots. This has been further developed into a network(graph) of multiple clusters(lattices) and tracing the infection in such a population.

physics epidemiology physics-simulation lattice disease-spread random-walk stochastic-models sir-model epidemiology-analysis epidemic-simulations coronavirus coronavirus-analysis covid-19 sars-cov-2 covid-19-india

Updated Jun 20, 2021
Jupyter Notebook

MunskyGroup / UQBio2023

3rd Annual Undergraduate Quantitative Biology (UQ-bio) Summer School

machine-learning statistics image-processing drug-discovery stochastic-models

Updated Jun 21, 2023
Python

pmontalb / MarkovModels

Classical models implemented from a Markov operator's perspective

markov-model markov-chain markov-chain-monte-carlo markovian-processes stochastic-models nelson-siegel hull-white log-normal local-vol

Updated Jun 1, 2018
Python

QuantCore.Net

likeslines-maker / QuantCore.Net

QuantCore.Net is a high-performance .NET library for quantitative finance computations with low latency,deterministic behavior,and allocation-aware APIs.

statistics time-series trading high-performance monte-carlo quant low-latency quantitative-finance math-library numerical-methods computing vector-math performance-optimization financial-engineering stochastic-models risk-modeling pricing-models

Updated Feb 12, 2026
C#

GabrielFernandezFernandez / SPIVAE

Stochastic processes insights from VAE. Code for the paper: Learning minimal representations of stochastic processes with variational autoencoders.

time-series knowledge-discovery representation-learning feature-learning interpretability variational-autoencoder unsupervised-machine-learning stochastic-models fractional-brownian-motion brownian-motion autoregressive-models anomalous-diffusion single-trajectory-characterization scaled-brownian-motion

Updated Feb 23, 2026
Jupyter Notebook

MNLR / BNWeatherGen

Weather Generators with Bayesian Networks

simulation bayesian-networks probabilistic-graphical-models precipitation grain stochastic-models downscaling bnlearn weather-generators belief-networks

Updated May 20, 2023
R

linkingmon / ASP2020

Adaptive Signal Processing (2020 Fall)

kalman-filter levi stochastic-models wiener-filter recursive-least-squares levinson-durbin-algorithm least-mean-squares adaptive-beamforming

Updated Jan 23, 2021
MATLAB

cjabradshaw / SahulHumanSpread

Code and data files necessary for reproducing cellular-automaton model of human spread across Sahul

climate cellular-automata australia demography archaeology anthropology hunter-gatherer primary-production stochastic-models indigenous human-demography sahul human-population-density human-movement human-ecology pleistocene new-guinea net-primary-production

Updated Oct 6, 2021
R

BrightBlueCheese / Modeling-of-Time-varying-Wireless-Communication-Channel-with-Fading-and-Shadowing

Modeling of Time-varying Wireless Communication Channel with Fading and Shadowing

deep-learning mixture-density-networks wireless-communication stochastic-models wireless-channel

Updated Oct 2, 2024
Jupyter Notebook

mauricelanghinrichs / memocell

Bayesian inference of stochastic cellular processes with and without memory in Python.

python markov-model statistical-inference model-selection biological-data-analysis dynamical-systems parameter-estimation bayesian-inference nested-sampling stochastic-processes probabilistic-models gillespie-algorithm stochastic-models master-equation biological-modeling

Updated Mar 12, 2025
Python

ebadatibnbabar / Rainfall-Forecasting-ARIMA

Application of the ARIMA model to forecast rainfall patterns. Leveraging time-series analysis techniques, it predicts future rainfall levels by analyzing historical data specifically from Bahawalnagar District, Punjab, Pakistan.

climate-data r-language arima drought r-programming pakistan stochastic-models precipitation-data arima-forecasting rainfall-prediction drought-monitoring meteorological-forecasting climate-analytics

Updated Mar 2, 2024
R

yassine140903 / monte-carlo-pricer

A self-calibrating Monte Carlo simulation engine for stock and options pricing. Pulls real market data, estimates model parameters automatically, prices options under multiple stochastic models, computes risk metrics, and tracks every run via MLflow. Exposed through a FastAPI backend and a React dashboard.

react python numpy monte-carlo-simulation quantitative-finance jump-diffusion variance-reduction black-scholes financial-engineering stochastic-models heston-model portfolio-management options-pricing mlflow risk-analytics fastapi

Updated Aug 15, 2026
Python

yaesoubilab / SimulationLib

agent-based-modeling epidemiology stochastic-models

Updated Apr 29, 2019
C++

ebadatibnbabar / Rainfall-Forecasting-ETS

Application of the ETS model to forecast rainfall patterns. Leveraging time-series analysis techniques, it predicts future rainfall levels by analyzing historical data specifically from Bahwalnagar District, Punjab, Pakistan.

climate-data r-language drought r-programming pakistan ets stochastic-models rainfall-prediction rainfall-data drought-monitoring ets-model r-programming-language ets-forecasting meteorological-forecasting climate-analytics

Updated Mar 2, 2024
R

fatihguelec / Stochastic-Modeling-of-Biofilm-Formation-with-Bacterial-Quorum-Sensing

This repository contains codes developed in 2022 to simulate the biofilm formation with the proposed stochastic model based on quorum sensing and chemical reactions.

gillespie stochastic-models quorum-sensing biofilm tau-leaping biofilm-growth

Updated Sep 20, 2024
MATLAB

kamalelhalfaoui / climate-risks-life-insurance

Climate-augmented mortality framework for life insurance — Lee-Carter/CBD models, NGFS scenarios, and Solvency II impacts across Italy, France, Germany & NL

python r insurance stress-testing quantitative-finance climate-change risk-management life-insurance solvency-ii stochastic-models esg actuarial-science lee-carter climate-risk mortality-modeling ngfs-scenarios

Updated Jul 18, 2026

Resendis / CellCycle_StochasticModel

This script presents a simple stochastic description to model cell population distribution in the phases of the cell cycle

systems-biology stochastic-models

Updated Jun 18, 2017

j-lazo / population_models

cellular-automata population-model gillespie-algorithm stochastic-models lotka-volterra-model

Updated Apr 18, 2019
Python

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