{"repo":"Kendiukhov/ergodicity_library","free":true,"listed":false,"github":"https://github.com/Kendiukhov/ergodicity_library","clone":"git clone https://github.com/Kendiukhov/ergodicity_library.git","description":"A comprehensive toolkit for ergodicity economics and related fields.","language":"Python","stars":24,"topics":["ergodicity","finance","math","physics","simulation","stochastic-processes","machine-learning","random-process","sde"],"license":"MIT","category":"machine-learning","readme_excerpt":"Ergodicity Library Overview The Ergodicity Library is a Python-based open-source library focused on the study of stochastic processes, ergodicity, and time-average behaviors. Initially inspired by the work of Ole Peters and Alexander Adamou in Ergodicity Economics , the library extends far beyond economics and can be applied in fields such as biology, physics, finance, and more. It provides tools for simulating and analyzing stochastic processes, with a particular focus on processes with heavy tails, and enables research on non-ergodic dynamics. Key Features - Stochastic Process Simulation : Includes a wide variety of stochastic processes, including Brownian motion, Lévy processes, and fractional Brownian motion. - Ergodicity Research : Tools for studying ergodicity and time-average behavior of stochastic processes. - Artificial Agents : Evolutionary algorithms and machine learning models for training agents to make decisions under uncertainty. - Heavy-Tailed Processes : Special focus on processes with heavy-tailed distributions, such as Lévy alpha-stable processes. - Symbolic Computations : Powerful tools for solving stochastic differential equations (SDEs) both numerically and symbolically. - Parallel Processing : Support for multiprocessing to handle large-scale simulations efficiently. - Visualization : Dynamic visualization of stochastic processes, with support for 3D interactive graphs. Installation To install the Ergodicity Library, you can clone the repository from Gi","default_branch":null,"files":null,"tree":[],"storefront":"/r/Kendiukhov","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/Kendiukhov/ergodicity_library/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}