monte-carlo-simulation
There are 32 repositories under monte-carlo-simulation topic.
- FinQuant
fmilthaler / FinQuant
A program for financial portfolio management, analysis and optimisation.
portfolio-managementportfolio-optimisationoptimisationfinancefinancial-analysisanalysisfinancialfinancial-portfolio-managementmoving-averagebollinger-bandsportfolio-propertiesmonte-carloinvestmentinvestment-analysisinvestment-portfolioinvestment-strategiesreturnsmarkowitz-portfolioefficient-frontiermonte-carlo-simulationLanguage:Python 1261 towardsai / tutorials
AI-related tutorials. Access any of them for free → https://towardsai.net/editorial
Language:Jupyter Notebook 965cgre-aachen / 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.
Language:Python 884openmc-dev / openmc
OpenMC Monte Carlo Code
Language:Python 693Geant4 / geant4
Geant4 toolkit for the simulation of the passage of particles through matter - NIM A 506 (2003) 250-303
Language:C++ 535finmath / finmath-lib
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
Language:Java 464- Language:Python 450
- GridCal
SanPen / GridCal
GridCal, a cross-platform power systems software written in Python with user interface, used in academia and industry.
Language:MATLAB 381 glotzerlab / hoomd-blue
Molecular dynamics and Monte Carlo soft matter simulation on GPUs.
Language:C++ 310paulromano / awesome-nuclear
A curated list of open source projects used in nuclear science and engineering
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.
Language:Fortran 282KevinFasusi / 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.
Language:JavaScript 278- freud
Powerful, efficient particle trajectory analysis in scientific Python.
Language:C++ 257 - MonteCarloMeasurements.jl
baggepinnen / MonteCarloMeasurements.jl
Propagation of distributions by Monte-Carlo sampling: Real number types with uncertainty represented by samples.
Language:Julia 255 SURGroup / UQpy
UQpy (Uncertainty Quantification with python) is a general purpose Python toolbox for modeling uncertainty in physical and mathematical systems.
Language:Python 248nrc-cnrc / EGSnrc
Toolkit for Monte Carlo simulation of ionizing radiation — Trousse d'outils logiciels pour la simulation Monte Carlo du rayonnement ionisant
Language:C++ 201SiEPIC / SiEPIC_EBeam_PDK
SiEPIC EBeam PDK & Library, for SiEPIC-Tools and KLayout
Language:Python 193- deepdrr
arcadelab / deepdrr
Code for "DeepDRR: A Catalyst for Machine Learning in Fluoroscopy-guided Procedures". https://arxiv.org/abs/1803.08606
Language:Python 189 - FlowViz
- CompFinance
asavine / CompFinance
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
Language:C++ 153 mgroncki / IPythonScripts
Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
Language:Jupyter Notebook 136kbladin / Monte_Carlo_Ray_Tracer
A program with an implemented Monte Carlo Ray Tracer algorithm for global illumination of a virtual 3D scene.
Language:C++ 134christopherpoole / CADMesh
A CAD file interface for GEANT4
Language:C++ 133evoplex / 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.
Language:C++ 129MBKraus / Python_Portfolio__VaR_Tool
Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)
Language:Python 109- Hydra
MultithreadCorner / Hydra
Header only framework for data analysis in massively parallel platforms.
Language:C++ 107 TatevKaren / mathematics-statistics-for-data-science
Mathematical & Statistical topics to perform statistical analysis and tests; Linear Regression, Probability Theory, Monte Carlo Simulation, Statistical Sampling, Bootstrapping, Dimensionality reduction techniques (PCA, FA, CCA), Imputation techniques, Statistical Tests (Kolmogorov Smirnov), Robust Estimators (FastMCD) and more in Python and R.
Language:R 104pyscripter / XLRisk
Excell addin for performing Monte Carlo simulation
Language:VBA 91khavernathy / mcmd
Monte Carlo and Molecular Dynamics Simulation Package
Language:C++ 77lammpstutorials / lammpstutorials.github.io
LAMMPS tutorials for both beginners and advanced users
krivi95 / option-pricing-models
Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.
Language:Python 76shinmorino / sqaod
Solvers/annealers for simulated quantum annealing on CPU and CUDA(NVIDIA GPU).
Language:C++ 75- Language:C# 72
- Language:C++ 71
GOMC-WSU / GOMC
GOMC - GPU Optimized Monte Carlo is a parallel molecular simulation code designed for high-performance simulation of large systems
Language:C++ 65- Language:C++ 65
