Skip to content
#

stochastic-calculus

Star

Here are 24 public repositories matching this topic...

Language: All
Filter by language
All 24 Jupyter Notebook 9 Python 5 C++ 2 HTML 2 R 2 TeX 2 Haskell 1
Sort: Most stars
Sort options
Most stars Fewest stars Most forks Fewest forks Recently updated Least recently updated

acguidoum / Sim.DiffProc

Star 13

An R package for symbolic and numerical computations on scalar and multivariate systems of stochastic differential equations (SDEs). It provides users with a wide range of tools to simulate, estimate, analyze, and visualize the dynamics of these systems in both forms Itô and Stratonovich <doi:10.18637/jss.v096.i02>.

r parallel-computing monte-carlo-simulation stochastic-calculus stochastic-differential-equation moment-equations transition-density dynamic-system
  • Updated Mar 5, 2024
  • R

thk-cheng / Pricing-Auto-callable-Reverse-Convertible-with-Memory-Coupon

Star 5

The main focus of this repository is to analysis the fair price and the risk of the Auto-callable Reverse Convertible issued by Credit Suisse AG on 24/10/2017

probability partial-differential-equations monte-carlo-simulation quantitative-finance differential-evolution stochastic-differential-equations risk-management hedging derivatives-pricing stochastic-calculus risk-neutral-probability
  • Updated Oct 19, 2020
  • C++

zelosleone / BTC-Price-Prediction-Findings

Sponsor
Star 5

This Jupyter notebook presents a comprehensive mathematical framework for predicting Bitcoin price movements using stochastic calculus, Fourier analysis, and technical indicators, combining Monte Carlo simulation with RSI and CCI metrics for enhanced accuracy.

machine-learning bitcoin cryptocurrency quantitative-finance technical-analysis mathematical-finance time-series-analysis price-prediction stochastic-calculus financial-modeling
  • Updated Jun 2, 2025
  • Jupyter Notebook

Yosri-Ben-Halima / Numerical-Projects-in-Stochastic-Calculus-for-Finance

Star 1

The "Numerical Projects in Stochastic Calculus for Finance" repository contains a collection of numerical projects from the book "A First Course in Stochastic Calculus" by L.P. Arguin implemented in Python and focused on stochastic calculus and its applications in finance. The book is also available in pdf format in the repository.

applied-mathematics quantitative-finance stochastic-processes stochastic-calculus
  • Updated Aug 24, 2024
  • Python

chirindaopensource / mapping_crisis_driven_market_dynamics

Star 0

Python implementation of advanced financial network analysis toolkit for creating multi-layered Digital Twins of market dynamics. Implements information-theoretic Transfer Entropy and stochastic Kramers-Moyal methods to map non-linear, directed relationships between assets during normal and crisis periods.

python time-series information-theory data-visualization statistical-analysis dynamic-analysis portfolio-optimization quantitative-finance network-analysis risk-management transfer-entropy digital-twin stochastic-calculus econophysics systemic-risk kramers-moyal bootstrap-analysis market-dynamics financial-networks crisis-analysis
  • Updated Jul 16, 2025
  • Jupyter Notebook

Improve this page

Add a description, image, and links to the stochastic-calculus topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the stochastic-calculus topic, visit your repo's landing page and select "manage topics."

Learn more