Here are
46 public repositories
matching this topic...
Collection of notebooks about quantitative finance, with interactive python code.
Updated
Jul 10, 2020
Jupyter Notebook
Jdmbs: An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.
A panoply of algorithms in game theory, econometrics, and simulations.
Updated
Mar 21, 2020
JavaScript
Ornstein-Uhlenbeck models for phylogenetic comparative hypotheses
scalp algorithm on brownian motion & csv files
Updated
Apr 8, 2018
Python
Lorenz attractors, statistical mechanics, nonlinear dynamical systems, computational physics.
Updated
Dec 13, 2017
Jupyter Notebook
Python solver for the Brownian, Stochastic, or Noisy Differential Equations
Updated
Jul 12, 2018
Python
Price a basket option using a Monte Carlo estimator or the antithetic method
Tools for stochastic scenarios generation
Fast and slight DLA3D / DLA2D (Diffusion Limited Aggregation)
Assessing adequacy of phyletic-evolution models
Oldschool PlasmaFractal revival with Perlin Noise and WebGL
Updated
Jan 3, 2020
JavaScript
R package for Statistical Modeling of Animal Movements
A simulator for single molecule FRET experiments of freely diffusing particles.
Updated
Jun 26, 2019
Python
Algorithmic Trading and Random Walk
Updated
Oct 1, 2018
CMake
Calibration of optical tweezers in the high-resolution detection of the Brownian motion of spherical probes
A Java module for the generation of multidimensional Brownian motions.
Updated
Jul 20, 2019
Java
Following the course on stochastic processes, data analysis and simulation - Kyoto university
Updated
Jun 6, 2019
Jupyter Notebook
Brownian Disk Lab (BDL) is a Java-based application for the real-time generation and visualization of the motion of two-dimensional Brownian disks using Brownian Dynamics (BD) simulations
Updated
Jan 10, 2018
MATLAB
Updated
Jan 5, 2019
Python
This pattern of motion typically alternates random fluctuations in a particle's position inside a fluid sub-domain with a relocation to another sub-domain.
Updated
Oct 19, 2019
Pascal
Updated
Dec 7, 2018
MATLAB
Brownian movement in one dimension. Starter pack for data processing course from 2017/10/30 to 2017/11/03.
Updated
Aug 26, 2018
Fortran
simple instance of Brownian motion
Updated
Oct 5, 2018
Python
Improve this page
Add a description, image, and links to the
brownian-motion
topic page so that developers can more easily learn about it.
Curate this topic
Add this topic to your repo
To associate your repository with the
brownian-motion
topic, visit your repo's landing page and select "manage topics."
Learn more
You can’t perform that action at this time.
You signed in with another tab or window. Reload to refresh your session.
You signed out in another tab or window. Reload to refresh your session.
This issue is held open for general feedback, feature requests and to coordinate contributions to the package; or just to say "hello".