Top 11 stochastic-process Open-Source Projects

Financial-Models-Numerical-Methods

3 5,267 6.2 Jupyter Notebook

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

6 2,756 7.2 Julia

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.
InfluxDB

www.influxdata.com featured

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.
course-content

14 2,591 7.9 Jupyter Notebook

NMA Computational Neuroscience course
GPflow

1 1,798 5.8 Python

Gaussian processes in TensorFlow
torchsde

5 1,473 4.8 Python

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
RustQuant

14 864 9.6 Rust

Rust library for quantitative finance.

Project mention: RustQuant: A Library for Quantitative Finance | news.ycombinator.com | 2024-02-01

StochasticDiffEq.jl

1 234 7.8 Julia

Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem
SaaSHub

www.saashub.com featured

SaaSHub - Software Alternatives and Reviews. SaaSHub helps you find the best software and product alternatives
MomentClosure.jl

1 43 5.6 Julia

Tools to generate and study moment equations for any chemical reaction network using various moment closure approximations
Point-Processes

2 37 0.0 Python

This repository contains the material (datasets, code, videos, spreadsheets) related to my book Stochastic Processes and Simulations - A Machine Learning Perspective.
Stochastic-Processes

1 30 6.4 Python

My book: Gentle Introduction to Chaotic Dynamical Systems. Includes stochastic dynamical systems and statistical properties of numeration systems in any dimension.
stochastica

1 4 0.0 HTML

StochasticA is a textbook / website for an “Introduction to Stochastic Signal Processing”. Materials for this website can be found here. Be sure to read the README.md document if you want to know more about the implementation.

NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020).

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Stochastica

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A note from our sponsor - InfluxDB
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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. Learn more →

Index

What are some of the best open-source stochastic-process projects? This list will help you:

	Project	Stars
1	Financial-Models-Numerical-Methods	5,267
2	DifferentialEquations.jl	2,756
3	course-content	2,591
4	GPflow	1,798
5	torchsde	1,473
6	RustQuant	864
7	StochasticDiffEq.jl	234
8	MomentClosure.jl	43
9	Point-Processes	37
10	Stochastic-Processes	30
11	stochastica	4