Results for stochastic_process

Stochastic processes simulation toolkit.

A Rust library for simulating multiple stochastic processes including ABM, GBM, Ornstein-Uhlenbeck, Feller Square Root, and Brownian Bridge.

A multi-threaded crate for random number generation and stochastic process simulation, with optional GPU acceleration.

A stochastic process mining utility

Probability theory on geometric algebra spaces - distributions, stochastic processes, and Bayesian inference for multivector-valued random variables

String de-duplication for Ebi - a stochastic process mining utility

Objects for Ebi - a stochastic process mining utility

Optimisation techniques for Ebi - a stochastic process mining utility

A BPMN parser, writer and executor

General purpose financial library and framework for financial modelling, portfolio optimisation, and asset pricing.

cuda kernels for diffusionx

Simulation of Markov Processes as stochastic processes.