SDE Alternatives
Similar projects and alternatives to SDE based on common topics and language
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score_sde
Official code for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)
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DifferentialEquations.jl
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.
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InfluxDB
Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
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gramm
Gramm is a complete data visualization toolbox for Matlab. It provides an easy to use and high-level interface to produce publication-quality plots of complex data with varied statistical visualizations. Gramm is inspired by R's ggplot2 library.
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Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
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ModelingToolkit.jl
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
SDE reviews and mentions
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Ask HN: Good Book on Stochastic Differential Equations?
I am not an expert in SDEs (my background is machine learning) but if I wanted to dig more into the subject, this is where I personally would start. Code [1] and pdf [2] for the book are available.
Simo Särkkä and Arno Solin (2019). Applied Stochastic Differential Equations. Cambridge University Press. Cambridge, UK.
[1] https://github.com/AaltoML/SDE
[2] https://users.aalto.fi/~asolin/sde-book/sde-book.pdf
Stats
AaltoML/SDE is an open source project licensed under MIT License which is an OSI approved license.
The primary programming language of SDE is MATLAB.
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