{"repo":"quantgirluk/aleatory","free":true,"listed":false,"github":"https://github.com/quantgirluk/aleatory","clone":"git clone https://github.com/quantgirluk/aleatory.git","description":"📦 Python library for Stochastic Processes Simulation and Visualisation","language":"Python","stars":371,"topics":["data-visualization","data-viz","monte-carlo","probability","statistics","stochastic-processes","diffusion-models","financial-mathematics","stochastic-differential-equations"],"license":"MIT","category":"machine-learning","readme_excerpt":"aleatory - Git Homepage - Pip Repository - Documentation - 🆕 Gallery of Stochastic Processes 🖼️ Overview The aleatory (/ˈeɪliətəri/) Python library provides functionality for simulating and visualising stochastic processes. More precisely, it introduces objects representing a number of stochastic processes and provides methods to: - generate realizations/trajectories from each process —over discrete time sets - create visualisations to illustrate the processes properties and behaviour Currently, aleatory supports the following stochastic processes in one dimension: - Arithmetic Brownian Motion (see Brownian Motion) - Bessel process - Brownian Bridge - Brownian Excursion - Brownian Meander - Brownian Motion - Constant Elasticity Variance (CEV) process - Cox–Ingersoll–Ross (CIR) process - Chan-Karolyi-Longstaff-Sanders (CKLS) process - Fractional Brownian Motion process - Galton-Watson process with Poisson branching - Gamma process - Gaussian Process with Constant Kernel - Gaussian Process with Linear Kernel - Gaussian Process with Matern Kernel - Gaussian Process with Periodic Kernel - Gaussian Process with RBF Kernel - Gaussian Process with Squared Exponential Kernel - General Random Walk - Geometric Brownian Motion - Hawkes process - Inverse Gaussian process - Inhomogeneous Poisson process - Mixed Poisson process - Ornstein–Uhlenbeck (OU) process - Poisson process - Random Walk - Squared Bessel processes - Vasicek process - Variance-Gamma process - White Noise From v1.1.1 ","default_branch":null,"files":null,"tree":[],"storefront":"/r/quantgirluk","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/quantgirluk/aleatory/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."}