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3d_graph_layout_unity

atom

Atom : an Agent-Based Financial Artificial Market in Java. Build yourself in silico experiments

atompython

An Agent-Based Financial Platform. See how evolve agents in a realistic double auction order book

black-scholes-option-pricing-with-monte-carlo-

The purpose of this notebook is to explore different methods for the valuation of options within the framework of the Black-Scholes pricing model with the use of Python. In particular, we will rely on Monte Carlo methods for the pricing of european call options, and compare the results with those obtained through the exact Black-Scholes solution.

blue_lea

Test for 1200 shades of blue

burst-detection

A series of scripts that can be used to classify activity patterns in neural spike trains

burst_detection

Detect bursts in batched data using Kleinberg's (2002) algorithm.

burstanalysis

Resources for burst analysis paper

causalml

Uplift modeling and causal inference with machine learning algorithms

cellpylib

A library for working with Cellular Automata, for Python.

chaospy

Chaotic attractors (Lorenz, Rossler, Rikitake etc.)

chip-network-model

Python implementation of the CHIP network model, published in NeurIPS 2020.

clustergcn

A PyTorch implementation of "Cluster-GCN: An Efficient Algorithm for Training Deep and Large Graph Convolutional Networks" (KDD 2019).

ctmc

Continuous Time Markov Chain

discotress

🦜 DISCOTRESS 🦜 is a software package to simulate and analyse the dynamics on arbitrary Markov chains

distfit

Python package for probability density function fitting of univariate distributions of non-censored data.

dragonking

DKtests

dragonking-1

Software implementing published dragon king (DK) related statistical tools developed by the Erdi research group at the Center for Complex System Studies (CCSS) at Kalamazoo College.

efficient-nonparametric-bayesian-hawkes-processes

etas

calibrate ETAS, simulate using ETAS, estimate completeness magnitude & magnitude frequency distribution

financial-models-numerical-methods

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

fnn

Embed strange attractors using a regularizer for autoencoders

gp_algorithm

Implementation of the Grassberger-Procaccia algorithm to estimate the Correlation Dimension of a set of points

gradient_test

granger-busca

hawkes-process

hawkes-process-toolkit

A toolbox of Hawkes processes

hdhp.py

Code for "Hierarchical Dirichlet-Hawkes process: generative model and inference algorithm", WWW 2017

htb-vi

🥳 winner of the Optiver challenge: making your own trading bot 🤖

iex_parser

Parser for IEX pcap DEEP and TOPS files