monte-carlo

There are 23 repositories under monte-carlo topic.

huseinzol05 / Stock-Prediction-Models
Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
lstm lstm-sequence evolution-strategies stock-prediction-models seq2seq trading-bot stock-market stock-price-prediction stock-price-forecasting deep-learning-stock deep-learning monte-carlo strategy-agent learning-agents monte-carlo-markov-chain
Language:Jupyter Notebook 7490
FinQuant
fmilthaler / FinQuant
A program for financial portfolio management, analysis and optimisation.
portfolio-management portfolio-optimisation optimisation finance financial-analysis analysis financial financial-portfolio-management moving-average bollinger-bands portfolio-properties monte-carlo investment investment-analysis investment-portfolio investment-strategies returns markowitz-portfolio efficient-frontier monte-carlo-simulation
Language:Python 1276
sudharsan13296 / Hands-On-Reinforcement-Learning-With-Python
Master Reinforcement and Deep Reinforcement Learning using OpenAI Gym and TensorFlow
reinforcement-learning deep-reinforcement-learning sarsa q-learning policy-gradients deep-q-network deep-learning-algorithms asynchronous-advantage-actor-critic deep-deterministic-policy-gradient deep-recurrent-q-network double-dqn dueling-dqn hindsight-experience-replay drqn trpo ppo monte-carlo markov-decision-processes policy-gradient openai-gym
Language:Jupyter Notebook 821
c-ray
vkoskiv / c-ray
c-ray is a small, simple path tracer written in C
raytracer graphics-rendering graphics raytracing ray-tracing c path-tracer monte-carlo kd-tree path-tracing sdl2 raytrace raytracing-algorithms json bvh-accelerator
Language:C 778
awesome-monte-carlo-tree-search-papers
benedekrozemberczki / awesome-monte-carlo-tree-search-papers
A curated list of Monte Carlo tree search papers with implementations.
tree-search learning machine-learning deep-learning monte-carlo monte-carlo-tree-search reinforcement-learning reinforcement-learning-agent atari rl machine-learning-algorithms deep-q-learning q-learning reinforcement-learning-algorithms policy-gradient policy-evaluation
Language:Python 601
avehtari / BDA_R_demos
Bayesian Data Analysis demos for R
bayesian-data-analysis r bayesian-inference bayesian mcmc stan monte-carlo
Language:HTML 552
diffusion-classifier / diffusion-classifier
Diffusion Classifier leverages pretrained diffusion models to perform zero-shot classification without additional training
bayes-theorem classification computer-vision deep-learning diffusion diffusion-models elbo generative generative-models machine-learning monte-carlo robustness supervised-learning zero-shot-classification zero-shot-learning
Language:Python 354
federicomariamassari / financial-engineering
Applications of Monte Carlo methods to financial engineering projects, in Python.
financial-engineering monte-carlo python-3
Language:Python 337
joshspeagle / dynesty
Dynamic Nested Sampling package for computing Bayesian posteriors and evidences
nested-sampling pure-python mit-license bayesian-inference monte-carlo model-selection
Language:Python 334
Ashes
but0n / Ashes
WebGL2.0 3D Engine - Global Illumination - RayTracing
webgl webgl2 game-engine ecs pbr-shading bvh raytracer path-tracing raytracing monte-carlo gltf global-illumination
Language:TypeScript 325
monte-carlo-ray-tracer
linusmossberg / monte-carlo-ray-tracer
Physically based renderer with Path Tracing and Photon Mapping.
raytracer raytracing pathtracing monte-carlo global-illumination photon-mapping tncg15 bvh pbr cpp
Language:C++ 318
fasiha / ebisu
Public-domain Python library for flashcard quiz scheduling using Bayesian statistics. (JavaScript, Java, Dart, and other ports available!)
spaced-repetition bayesian-statistics statistical-methods recall-probabilities review probability-density quiz recall monte-carlo python python3
Language:Python 303
Allen-Tildesley / examples
Fortran and Python examples to accompany the book "Computer Simulation of Liquids" by Michael P. Allen and Dominic J. Tildesley (2nd edition, Oxford University Press, 2017). Use the "Code" button, or follow the "Releases" link below.
molecular-dynamics monte-carlo molecular-dynamics-simulation monte-carlo-simulation
Language:Fortran 285
jparkhill / TensorMol
Tensorflow + Molecules = TensorMol
tensorflow molecules neural-network chemistry molecular-dynamics molecular-simulation simulation force-field monte-carlo meta-dynamics machine-learning
Language:Python 269
PRBonn / overlap_localization
chen2020iros: Learning an Overlap-based Observation Model for 3D LiDAR Localization.
lidar localization learning mcl monte-carlo
Language:Python 263
MonteCarloMeasurements.jl
baggepinnen / MonteCarloMeasurements.jl
Propagation of distributions by Monte-Carlo sampling: Real number types with uncertainty represented by samples.
monte-carlo monte-carlo-sampling numeric-types uncertainty-propagation uncertainty-sampling error-propagation uncertainties physical-quantities error-analysis robust-optimization probability-distributions particle-filter monte-carlo-simulation gpu-acceleration gpu-computing
Language:Julia 256
SURGroup / UQpy
UQpy (Uncertainty Quantification with python) is a general purpose Python toolbox for modeling uncertainty in physical and mathematical systems.
uncertainty-quantification uncertainty-propagation uncertainty-sampling probability probabilistic stochastic stochastic-process monte-carlo monte-carlo-simulation latin-hypercube latin-hypercube-sampling
Language:Python 256
paramonte
cdslaborg / paramonte
ParaMonte: Parallel Monte Carlo and Machine Learning Library for Python, MATLAB, Fortran, C++, C.
adaptive-learning bayesian-inference bayesian-statistics c cpp fortran machine-learning machine-learning-algorithms machine-learning-library markov-chain matlab mcmc monte-carlo monte-carlo-simulations mpi numerical-integration openmp python sampling
Language:Fortran 243
ranaroussi / pandas-montecarlo
A lightweight Python library for running simple Monte Carlo Simulations on Pandas Series data
python pandas montecarlo monte-carlo
Language:Python 207
UncP / Giraffe
Distributed Monte Carlo Path Tracer 分布蒙特卡洛路径追踪器
computer-graphics monte-carlo path-tracer rendering-equation
Language:C++ 198
JohannesBuchner / PyMultiNest
Pythonic Bayesian inference and visualization for the MultiNest Nested Sampling Algorithm and PyCuba's cubature algorithms.
monte-carlo nested-sampling python
Language:Python 189
AnthonyBradford / optionmatrix
Financial Derivatives Calculator with 168+ Models (Options Calculator)
financial derivatives black-scholes financial-engineering financial-analysis monte-carlo currency-exchange futures vasicek options term-structure-models heston-model swaps spreads quantitative-finance quantlib options-trading options-pricing
Language:C++ 186
lumol-org / lumol
Universal extensible molecular simulation engine
atomistic-simulations computational-chemistry molecular-dynamics molecular-simulation monte-carlo
Language:Rust 184
carstenbauer / MonteCarlo.jl
Classical and quantum Monte Carlo simulations in Julia
physics numerical-physics monte-carlo quantum-monte-carlo julia
Language:Julia 174
biosteam
BioSTEAMDevelopmentGroup / biosteam
The Biorefinery Simulation and Techno-Economic Analysis Modules; Life Cycle Assessment; Chemical Process Simulation Under Uncertainty
distillation flash biorefinery bioprocess fermentation thermodynamics pump monte-carlo heat-exchanger techno-economic-analysis chemical-engineering biochemical-process unit-operation process-simulation sensitivity-analysis reactor centrifuge life-cycle-assessment
Language:Python 170
jkirkby3 / PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
quantitative-finance levy-processes black-scholes american-options bermudan-option asian-option european-options lookback-option variance-swap barrier-option heston-model jump-diffusion fourier-transform derivatives options monte-carlo option-pricing stochastic-volatility-models sabr quant-finance
Language:MATLAB 155
SamplinSafari
wkjarosz / SamplinSafari
Samplin' Safari is a research tool to visualize and interactively inspect high-dimensional (quasi) Monte Carlo samplers.
monte-carlo-sampling orthogonal-arrays quasi-monte-carlo sampling monte-carlo monte-carlo-ray-tracing integration numerical-integration computer-graphics graphics-rendering qmc mc
Language:C++ 152
GeomScale / volesti
Practical volume computation and sampling in high dimensions
geometry statistics polyhedral-computations random-walk sampling volume hit-and-run polytope cran finance monte-carlo scientific-computing
Language:C++ 140
mgroncki / IPythonScripts
Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
quantitive-finance pricing-derivatives hedging machine-learning deep-learning monte-carlo monte-carlo-simulation xva cva counterparty-credit-risk
Language:Jupyter Notebook 140
MigVega / Ogm2Pgbm
Robust BIM-based 2D-LiDAR Localization for Lifelong Indoor Navigation in Changing and Dynamic Environments
amcl cartographer gmcl localization monte-carlo pose-estimation ros slam slam-toolbox
Language:C++ 140
kbladin / Monte_Carlo_Ray_Tracer
A program with an implemented Monte Carlo Ray Tracer algorithm for global illumination of a virtual 3D scene.
monte-carlo monte-carlo-simulation monte-carlo-integration monte-carlo-ray-tracing raytracer raytracing ray-tracer raycaster raycasting ray-tracing raytracing-engine global-illumination rendering rendering-engine rendering-2d-graphics cplusplus radiance brdf photon-mapping
Language:C++ 135
MobleyLab / drug-computing
Educational materials for, and related to, UC Irvine's Drug Discovery Computing Techniques course (PharmSci 175/275), currently taught by David Mobley.
drug-discovery python molecular-dynamics molecular-dynamics-simulation monte-carlo docking ligand-screening solubility teaching-materials educational-software
Language:Jupyter Notebook 135
JohannesBuchner / UltraNest
Fit and compare complex models reliably and rapidly. Advanced nested sampling.
model-selection monte-carlo nested-sampling parallel-computing python
Language:Python 132
akio-tomiya / LatticeQCD.jl
A native Julia code for lattice QCD with dynamical fermions in 4 dimension.
qcd julialang julia-language julia monte-carlo lattice-qcd particle-physics hpc lattice-gauge-theory lattice-field-theory hep hep-lat hmc physics sciml
Language:Julia 130
alison-carrera / mabalgs
:bust_in_silhouette: Multi-Armed Bandit Algorithms Library (MAB) :cop:
multi-armed-bandit mab arm reward thompson-sampling simulation ucb algorithm ranking-algorithm rank ranked-mab monte-carlo montecarlo-simulation contextual-bandits reinforcement-learning reinforcement-learning-algorithms
Language:Python 126
quantgirluk / aleatory
📦 Python library for Stochastic Processes Simulation and Visualisation
data-visualization data-viz monte-carlo probability statistics stochastic-processes diffusion-models financial-mathematics stochastic-differential-equations
Language:Python 121

monte-carlo

huseinzol05 / Stock-Prediction-Models

fmilthaler / FinQuant

sudharsan13296 / Hands-On-Reinforcement-Learning-With-Python

vkoskiv / c-ray

benedekrozemberczki / awesome-monte-carlo-tree-search-papers

avehtari / BDA_R_demos

diffusion-classifier / diffusion-classifier

federicomariamassari / financial-engineering

joshspeagle / dynesty

but0n / Ashes

linusmossberg / monte-carlo-ray-tracer

fasiha / ebisu

Allen-Tildesley / examples

jparkhill / TensorMol

PRBonn / overlap_localization

baggepinnen / MonteCarloMeasurements.jl

SURGroup / UQpy

cdslaborg / paramonte

ranaroussi / pandas-montecarlo

UncP / Giraffe

JohannesBuchner / PyMultiNest

AnthonyBradford / optionmatrix

lumol-org / lumol

carstenbauer / MonteCarlo.jl

BioSTEAMDevelopmentGroup / biosteam

jkirkby3 / PROJ_Option_Pricing_Matlab

wkjarosz / SamplinSafari

GeomScale / volesti

mgroncki / IPythonScripts

MigVega / Ogm2Pgbm

kbladin / Monte_Carlo_Ray_Tracer

MobleyLab / drug-computing

JohannesBuchner / UltraNest

akio-tomiya / LatticeQCD.jl

alison-carrera / mabalgs

quantgirluk / aleatory