Topic: ornstein-uhlenbeck-process Goto Github
Some thing interesting about ornstein-uhlenbeck-process
Some thing interesting about ornstein-uhlenbeck-process
ornstein-uhlenbeck-process,High-frequency statistical arbitrage
User: bradleyboyuyang
ornstein-uhlenbeck-process,Solve the Inverted Pendulum Control problem using Deep Deterministic Policy Gradient model
User: n1ghtf4l1
ornstein-uhlenbeck-process,Implementation of a Denoising Diffusion Probabilistic Model with some mathematical background.
User: petermchale
ornstein-uhlenbeck-process,Variational quantum simulations of stochastic differential equations
Organization: replasma
ornstein-uhlenbeck-process,Stochastic Processes: Basic Examples
Organization: replasma
ornstein-uhlenbeck-process,Python code of commonly used stochastic models for Monte-Carlo simulations
User: rsadykhov
ornstein-uhlenbeck-process,Ornstein unlenbeck process simulation in python
User: ved4589ved
ornstein-uhlenbeck-process,IME-published article on Long-term Real Dynamic Investment Planning. While we enhance predictability of the real returns of S&P500 Index, we derive optimal non-myopic investment strategy, and we compare its performance with near-optimal Dynamic and Constant Merton investment strategies.
User: vodickapeter
Home Page: https://www.sciencedirect.com/science/article/abs/pii/S0167668720300299?via%3Dihub
ornstein-uhlenbeck-process,Hamiltonian Monte Carlo (HMC) sampling method in Python3, based on the original paper: Simon Duane, Anthony D. Kennedy, Brian J. Pendleton and Duncan Roweth (1987). "Hybrid Monte Carlo". Physics Letters B. 195 (2): 216–222.
User: vrettasm
ornstein-uhlenbeck-process,Python simulations for CTRWs Ornstein-Uhlenbeck process with different stability index
User: zelenkastiot
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