This repository contains the code for the R Shiny tool "Interest Rate Simulation", an interactive tool for gaining intuition for one-factor equilibrium models.
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Updated
Jun 19, 2024 - R
This repository contains the code for the R Shiny tool "Interest Rate Simulation", an interactive tool for gaining intuition for one-factor equilibrium models.
PSM - Population Stochastic Modelling
Small collection of numerical experiments
stodes is a stochastic differential equation solver.
Code for joint online parameter estimation and optimal sensor placement.
A stokhazesthai (stochastic) process, also called a random process, is one in which outcomes are uncertain (MAT 455, ISU).
Estimation in Stochastic Differential Equations
Comparison of Stochastic Forecasting Methods
Tools for Stochastic Simulation using diffusion models (R).
Variational Inference for Langevin Equations
An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
Hierarchical continuous time state space modelling
Solving differential equations in R using DifferentialEquations.jl and the SciML Scientific Machine Learning ecosystem
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