Bayesian Collaborative Denoiser for Monte Carlo Rendering

👤 Multi-Armed Bandit Algorithms Library (MAB) 👮

I wrote a Master's in Finance thesis on Monte Carlo simulation of the Multifractal Model of Asset Returns. This is a model developed in the late 1990's by Benoît Mandelbrot and his two students, Laurent Calvet and Adlai Fisher. I had never programmed before and this was my first big coding project — so sorry if the code sucks! I did what I could :)

SdePy: Numerical Integration of Ito Stochastic Differential Equations

Robust estimations from distribution structures: III. Non-asymptotic

Montecarlo simulations/analysis for finance (equity simulator)

Links for the most relevant topics

Tools for developing pluvial (excess rainfall) and fluvial scenarios for probabilistic flood risk analyses

This notebook provides some skills to perform financial analysis on economical data.

C++ implementation of a poker equity calculator as montecarlo simulation

Exercises from Sutton and Barto's Reinforcement Learning: An Introduction

Tools for Stochastic Simulation using diffusion models (R).

Based on the classical lattice model (Heisenberg, XY, XYZ, etc.), code Ether has been developed to study the thermodynamics of ANY CRYSTAL SYSTEM by performing the basic Monte Carlo methods. Metropolis algorithm has been used to equate all the observables

Run MetaTrader 4 backtests through a Montecarlo Simulation

Wrap up Platform to launch all PELE features. [AdaptivePELE, MSM, LigandGrowing, Glide Rescoring]

Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swaptions, forward rate agreements, and more exotic securities such as inverse or range floaters

This repository illustrates some work in using GLMs to price car insurance based on car insurance policy and claim data. It also features some systematic data exploration and the use of MonteCarlo simulation to investigate the effectiveness of the pricing policies we are using.

Dark Matter Simulation Code for Underground Scatterings - Crust Edition

POLY2TET: A Computer Program for Conversion of Computational Human Phantoms from Polygonal Mesh to Tetrahedral Mesh

Master Equation vs Montecarlo for simulating Single Electron Transistor behavior in MATLAB