brownian-motion

Collection of notebooks about quantitative finance, with interactive python code.

A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.

A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)

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.

An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies

Fast and slight DLA3D / DLA2D (Diffusion Limited Aggregation)

Lorenz attractors, statistical mechanics, nonlinear dynamical systems, computational physics.

Ornstein-Uhlenbeck models for phylogenetic comparative hypotheses

Case Studies in Finance: Stock Price Valuation using Black-Scholes using Brownian Motions, Investment Project comparing Stocks and Bonds, Determining Pension Fund's Premium. (Case Study Papers and Code)

A panoply of algorithms in game theory, econometrics, and simulations.

totally naive scalp algorithm on brownian motion & csv files

Research and programming of various interesting mathematical examples

Python solver for the Brownian, Stochastic, or Noisy Differential Equations

Resources for Quantitative Finance

A python code to calculate the Brownian motion of colloidal particles in a time varying force field.

Oldschool PlasmaFractal revival with Perlin Noise and WebGL

Price a basket option using a Monte Carlo estimator or the antithetic method

A very basic simulation of Brownian motion using the PyGame library.

n dimensional Brownian motion with an arbitrary mean and Variance Covariance matrix

R package for Statistical Modeling of Animal Movements

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.

Algorithmic Trading and Random Walk

BROWNIAN_MOTION_SIMULATION is a FORTRAN77 library which simulates Brownian motion in an M-dimensional region, creating graphics files for processing by gnuplot.

Generative Art in Python

Project funded by DFG. A jupyter-book that explores mearly a chunk of the field of nonlinear dynamics, specifically diffusion and random search in heterogeneous media. The book has various simulations for the stochastic process known as Brownian motion. The motion dynamics are simulated by solving the Langevin equation numerically for the different initial parameters. After an ensemble finishes, the trajectories of Brownian particles together with the probability density function and the mean square displacement are plotted. The book has chapters on Brownian search, Backbone problems, and Stochastic resetting.

A simulator for single molecule FRET experiments of freely diffusing particles.

A demonstration of Brownian motion using simple Monte Carlo simulation

Assessing adequacy of phyletic-evolution models

Generate correlated Brownian motions in JavaScript

Simulation and visualization of Stokesian dynamics for N interacting particles