#Monte-carlo
Showing 31 of 31 repositories tagged #monte-carlo, ranked by stars
Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
A curated list of Monte Carlo tree search papers with implementations.
Diffusion Classifier leverages pretrained diffusion models to perform zero-shot classification without additional training
Public-domain Python library for flashcard quiz scheduling using Bayesian statistics. (JavaScript, Java, Dart, and other ports available!)
ParaMonte: Parallel Monte Carlo and Machine Learning Library for Python, MATLAB, Fortran, C++, C.
Tensorflow + Molecules = TensorMol
Financial Derivatives Calculator with 171+ Models (Options Calculator)
A lightweight Python library for running simple Monte Carlo Simulations on Pandas Series data
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
High-performance quantitative finance in Rust — 120+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration and Python bindings.
Agentic coding skills for backtesting trading strategies using VectorBT. Supports Indian, US, and Crypto markets with realistic transaction cost modeling, TA-Lib indicators, QuantStats tearsheets, and 12 ready-made strategy templates.
Quantify uncertainty and sensitivities in your computer models with an industry-grade Monte Carlo library.
Use Python like a spreadsheet!
Various C# implementations of game AI
AI research environment for the game of Snake 🐍 .
A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.
Official Monte Carlo toolkit for AI coding agents. Skills and plugins that bring data and agent observability — monitoring, triaging, troubleshooting, health checks — into Claude Code, Cursor, and more.
Generating Deep Potential with Python
Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.
Error propagation and statistical analysis for Monte Carlo simulations in lattice QCD and statistical mechanics using autograd.
Interactive CRQ Monte Carlo simulation tool for quantifying cybersecurity risk using FAIR methodology. Built for EU SMBs, vCISOs, and security practitioners.
Monte Carlo simulations of light transport in complex 3D media.
Julia Package for Financial Monte Carlo Simulations
Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes
A dynamic microsimulation framework for python
Derivatives pricing in modern C++.
Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.
Neural network framework for volatility surface approximation and calibration. Supports rough Heston/Bergomi, random grids, multi-regime architectures.
Dynamic Hedging Backtesting Engine
A derivatives pricing library with AD sensitivities and calibration