Top 38 monte-carlo open source projects

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

Classical and quantum Monte Carlo simulations in Julia

continuous energy monte carlo neutron transport in general geometries on GPUs

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

VegasFlow: accelerating Monte Carlo simulation across multiple hardware platforms

A dynamic microsimulation framework for python

A sharing of the learning process of mathematical modeling 数学建模常用工具模型算法分享：数学建模竞赛优秀论文，数学建模常用算法模型，LaTeX论文模板，SPSS工具分享。

A Python module for carrying out GCMC insertions and deletions of water molecules in OpenMM.

An instructive one-file Ruby path tracer

A probabilistic programming language that combines automatic differentiation, automatic marginalization, and automatic conditioning within Monte Carlo methods.

GOMC - GPU Optimized Monte Carlo is a parallel molecular simulation code designed for high-performance simulation of large systems

Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"

Monte Carlo eXtreme (MCX) - GPU-accelerated photon transport simulator

Lattice gas Monte Carlo simulation code

Application of the L2HMC algorithm to simulations in lattice QCD.

Classical Monte Carlo simulations for lattice spin systems

A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.

Teaching Utility for Classical Atomistic Simulation.

A Python implementation of the rough Bergomi model.

Some Monte Carlo tools

Computational Methods for Numerical Analysis

A native Julia code for lattice QCD with dynamical fermions in 4 dimension.

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

Markov chain Monte Carlo solver for lattice spin systems implemented by Julialang

machine learning

Python implementation of the Ising model

Financial Derivatives Calculator with 168+ Models (Options Calculator)

Monte Carlo Raytracer from Scratch in C++11/14

BioSTEAM's Premier Repository for Biorefinery Models and Results

physics meets neural networks

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

Physically based renderer with Path Tracing and Photon Mapping.

🌳 Domain independent implementation of Monte Carlo Tree Search methods.

Monte Carlo software for simulating light propagation

Infinite order automatic differentiation for Monte Carlo with unnormalized probability distribution

Planning for robotic exploration based on forward simulation

Monte Carlo eXtreme for OpenCL (MCXCL)

This repository contains implementations of some basic sampling methods in numpy.