Projects | Open Source Science

Projects

Updated 6 months ago

JumpProcesses • Rank 17.6 • Science 59%

Build and simulate jump equations like Gillespie simulations and jump diffusions with constant and state-dependent rates and mix with differential equations and scientific machine learning (SciML)

differential-equations gillespie hybrid-differential-equation jump-diffusion neural-differential-equations neural-ode ode scientific-ai scientific-machine-learning scientific-ml sciml sde ssa stochastic stochastic-jump-equations

Updated 4 months ago

https://github.com/lrydin/jumpdiff • Rank 8.1 • Science 23%

JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python

conditional-moments diffusion-term estimator jump-amplitude jump-diffusion jump-rate kramers-moyal non-parametric python stochastic-processes

Updated 6 months ago

ajd.sim.bk • Science 44%

Simulation of Affine Jump Diffusions Using Broadie-Kaya Method

affine-jump-diffusion exact-simulation heston-model heston-stochastic-volatility jump-diffusion

Updated 6 months ago

ajd.sim.kbf • Science 44%

Simulation of Affine Jump Diffusions Using Kyriakou-Brignone-Fusai Method

affine-jump-diffusion exact-simulation heston-model heston-stochastic-volatility jump-diffusion