Collection of notebooks about quantitative finance, with interactive python code.
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Updated
Feb 26, 2024 - Jupyter Notebook
Collection of notebooks about quantitative finance, with interactive python code.
PyTorch implementation for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)
Multi-language suite for high-performance solvers of differential equations and scientific machine learning (SciML) components. Ordinary differential equations (ODEs), stochastic differential equations (SDEs), delay differential equations (DDEs), differential-algebraic equations (DAEs), and more in Julia.
An acausal modeling framework for automatically parallelized scientific machine learning (SciML) in Julia. A computer algebra system for integrated symbolics for physics-informed machine learning and automated transformations of differential equations
Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
Official code for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)
Pre-built implicit layer architectures with O(1) backprop, GPUs, and stiff+non-stiff DE solvers, demonstrating scientific machine learning (SciML) and physics-informed machine learning methods
Tutorials for doing scientific machine learning (SciML) and high-performance differential equation solving with open source software.
The lightweight Base library for shared types and functionality for defining differential equation and scientific machine learning (SciML) problems
Generate realizations of stochastic processes in python.
Linear operators for discretizations of differential equations and scientific machine learning (SciML)
Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem
Example codes for the book Applied Stochastic Differential Equations
Solving differential equations in Python using DifferentialEquations.jl and the SciML Scientific Machine Learning organization
Image Restoration with Mean-Reverting Stochastic Differential Equations, ICML 2023. Winning solution of the NTIRE 2023 Image Shadow Removal Challenge.
A library of premade problems for examples and testing differential equation solvers and other SciML scientific machine learning tools
Easy scientific machine learning (SciML) parameter estimation with pre-built loss functions
Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations
Extension functionality which uses Stan.jl, DynamicHMC.jl, and Turing.jl to estimate the parameters to differential equations and perform Bayesian probabilistic scientific machine learning
Code for "Infinitely Deep Bayesian Neural Networks with Stochastic Differential Equations"
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