monte-carlo 开源项目推荐（4,662 个）

huseinzol05 /Stock-Prediction-Models

Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations

fmilthaler /FinQuant

一个用于金融投资组合管理、分析和优化的程序。

jianweiweng05 /qsx-strategy-score

Free strategy scorecard for trading backtests. Detect overfitting, weak edge, drawdown risk, and random-timing luck from returns, equity curves, or trade logs.

sudharsan13296 /Hands-On-Reinforcement-Learning-With-Python

使用 OpenAI Gym 和 TensorFlow 掌握强化学习与深度强化学习。

vkoskiv /c-ray

c-ray is a small, simple path tracer written in C

benedekrozemberczki /awesome-monte-carlo-tree-search-papers

一份精选的蒙特卡洛树搜索论文列表及其实现。

JasGujral /Quantsbin

Option pricing and derivatives analytics in Python: Black-Scholes, binomial, Monte Carlo, greeks, strategies

avehtari /BDA_R_demos

Bayesian Data Analysis demos for R

federicomariamassari /financial-engineering

Applications of Monte Carlo methods to financial engineering projects, in Python.

diffusion-classifier /diffusion-classifier

Diffusion Classifier leverages pretrained diffusion models to perform zero-shot classification without additional training

auto-differentiation /xad

The fastest automatic differentiation library for C++, with Python bindings. Forward, adjoint and higher-order derivatives, checkpointing, Eigen support and JIT. Reproducible benchmarks against CppAD, Adept and autodiff.

joshspeagle /dynesty

Dynamic Nested Sampling package for computing Bayesian posteriors and evidences

themartiano /luz

从零开始、零第三方库的 C++ 路径追踪器

linusmossberg /monte-carlo-ray-tracer

Physically based renderer with Path Tracing and Photon Mapping.

quantgirluk /aleatory

📦 Python library for Stochastic Processes Simulation and Visualisation

SURGroup /UQpy

UQpy (Uncertainty Quantification with python) is a general purpose Python toolbox for modeling uncertainty in physical and mathematical systems.

but0n /Ashes

WebGL2.0 3D Engine - Global Illumination - RayTracing

Allen-Tildesley /examples

为 Michael P. Allen 和 Dominic J. Tildesley 所著《Computer Simulation of Liquids》（第2版，Oxford University Press，2017）配套的 Fortran 和 Python 示例。使用“Code”按钮，或点击下方的“Releases”链接。

fasiha /ebisu

Public-domain Python library for flashcard quiz scheduling using Bayesian statistics. (JavaScript, Java, Dart, and other ports available!)

cdslaborg /paramonte

ParaMonte: Parallel Monte Carlo and Machine Learning Library for Python, MATLAB, Fortran, C++, C.