IMCA is a command-line tool for analysing Markov automata
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Updated
Jun 2, 2014 - C++
IMCA is a command-line tool for analysing Markov automata
Simulation code for a Non-Markovian epidemic spread
Record the learning materials of the course - "STOCHASTIC ANALYSIS OF COMPUTER NETWORKS" in National Cheng Kung University.
A scientific work focused on the studying of financial market modeling
Implementation of Stochastic Image Denoising approach
a program for drawing tileable images consisting of lines and dots
🦜 DISCOTRESS 🦜 is a software package to simulate and analyse the dynamics on arbitrary Markov chains
Pricing in a Heston model context, using the QE scheme, the Andersen scheme and Monte-Carlo methods to price vanilla options.
Smoluchowski-Rotor-Chain is a simple C++ program devoted to the diffusive simulation of a chain of hydrodynamically independent 2D rotors interacting with a nearest-neighbour potential. The software solves the Symmetrized Fokker-Planck-Smoluchowski eigenvalue problem by expansion over a basis set.
C++ implementation of statistics tools for stochastic models.
Stochastic chemical kinetics using Gillespie algorithm and chemical master equation, application to enzyme kinetics
Solution of "cream on your coffe problem" taken from 7.7 section of the book Computational physics of Giordano and Nakanishi
Will be a Gaussian Process library, aiming to cover regression, classification and latent space modelling.
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