#Monte-carlo-simulation
Showing 32 of 32 repositories tagged #monte-carlo-simulation, ranked by stars
AI-related tutorials. Access any of them for free → https://towardsai.net/editorial
Geant4 toolkit for the simulation of the passage of particles through matter - NIM A 506 (2003) 250-303
Quantitative Finance tools
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
VeraGrid, a cross-platform power systems software written in Python with user interface, used in academia and industry.
Molecular dynamics and Monte Carlo soft matter simulation on GPUs.
Powerful, efficient particle trajectory analysis in scientific Python.
A Power BI template that provides easy to understand, actionable flow metrics and predictive analytics for your agile teams using Azure DevOps, Azure DevOps Server and/or TFS.
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
Probabilistic Machine Learning for Finance and Investing: A Primer to Generative AI with Python
Header only framework for data analysis in massively parallel platforms.
Various C# implementations of game AI
Solvers/annealers for simulated quantum annealing on CPU and CUDA(NVIDIA GPU).
Implementations of Leading Algorithms in Quantitative Finance
Native plotting GUI for model design and verification
This repository contains the source code for "Stochastic data-driven model predictive control using Gaussian processes" (SDD-GP-MPC).
I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.
MCP-enabled AI conversation engine with MCTS analysis, FastAPI backend, and async operations for building advanced LLM applications
NPTool, a ROOT/Geant4 based framework for Nuclear Physics
HOOMD-blue example scripts.
Tools for uncertainty propagation and measurement unit conversion — Outils pour la propagation des incertitudes et la conversion d'unités de mesure
Open-source investment analytics platform bridging academic research and retail finance. Features include portfolio risk decomposition [Fama-French Five Factor Model], retirement sustainability modeling [Block Bootstrap Monte Carlo], max drawdown/CVaR dashboards, and risk-return optimisation [Markowitz, Ledoit-Wolf] via an intuitive user interface.
Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estimate and likelihood ratio methods. Lastly, implemented binomial tree option pricing to price American option.
using the Inverse-Transform method to speed up options pricing simulations in R
FAIR cyber risk quantification toolkits, agent-based control simulation (FAIR-CAM), threat event frequency estimator (PyPI), LLM classification validator (PyPI), Monte Carlo risk engine with IRIS benchmarks.
Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2017 (e.g., the method for computing the price of American call options and the construction of the early exercise premium in the Black-Scholes-Merton framework from section 18.4 in SMAP).
Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.
ETA is a graphical event-driven programming language for time-tag processing.
FinRisk – YOUR tool for on-the-go investment portfolio risk analysis. Morning, midnight, or post-trade, take charge of your portfolio like never before.
End-to-end café inventory project: clean transaction data, build daily item-level demand series, backtest strong baseline forecasters, generate next-30-day demand forecasts, convert forecasts into safety stock + reorder points, and validate policies with Monte Carlo stockout-risk simulations, wrapped in a Streamlit dashboard.
Quantitative Finance Library & Option Trading Tool