Updated 10 months ago
financial-models-numerical-methods
Collection of notebooks about quantitative finance, with interactive python code.
american-options
brownian-motion
econometrics
financial-engineering
financial-mathematics
fourier-inversion
heston-model
jump-diffusion-mertons-model
jupyter-notebooks
kalman-filter
levy-processes
linear-regression
linear-systems-equations
monte-carlo-methods
option-pricing
partial-differential-equations
python
quantitative-finance
stochastic-differential-equations
stochastic-processes
Updated 10 months ago
https://github.com/baggepinnen/lowlevelparticlefilters.jl
State estimation, smoothing and parameter estimation using Kalman and particle filters.
bayesian-inference
control-systems
controls
data-assimilation
dynamical-systems
estimation
extended-kalman-filter
gnss
guidance-navigation-control
kalman-filter
monte-carlo-methods
parameter-estimation
particle-filter
prediction-error-method
sequential-monte-carlo
state-estimation
system-identification
tracking
unscented-kalman-filter
virtual-sensing