Top 23 monte-carlo-simulation open source projects

Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.

HOOMD-blue example scripts.

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

An example project that predicts risk of credit card default using a Logistic Regression classifier and a 30,000 sample dataset.

CRPropa is a public astrophysical simulation framework for propagating extraterrestrial ultra-high energy particles. https://crpropa.github.io/CRPropa3/

I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.

A probabilistic prototype for deployment of Fog applications.

A python based, MPI enabled, Monte-Carlo calculation of 2D system using Metropolis algorithm.

Pythonic particle-based (super-droplet) warm-rain/aqueous-chemistry cloud microphysics package with box, parcel & 1D/2D prescribed-flow examples in Python, Julia and Matlab

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

AdaptivePELE is a Python package aimed at enhancing the sampling of molecular simulations

Lattice gas Monte Carlo simulation code

Evoplex is a fast, robust and extensible platform for developing agent-based models and multi-agent systems on networks. It's available for Windows, Linux and macOS.

OpenCossan is an open and free toolbox for uncertainty quantification and management.

Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).

Cassandra is a Monte Carlo package to conduct atomistic simulations.

ANTARES Visualizations

Mathematical & Statistical topics to perform statistical analysis and tests; Linear Regression, Probability Theory, Monte Carlo Simulation, Statistical Sampling, Bootstrapping, Dimensionality reduction techniques (PCA, FA, CCA), Imputation techniques, Statistical Tests (Kolmogorov Smirnov), Robust Estimators (FastMCD) and more in Python and R.

A continuous-time hybridization-expansion Monte Carlo code for calculating n-particle Green's functions of the Anderson impurity model and within dynamical mean-field theory.

Monte Carlo simulation of energy-dispersive X-ray fluorescence spectrometers

A Power BI template that provides easy to understand, actionable flow metrics and predictive analytics for your agile teams using Azure DevOps, Azure DevOps Server and/or TFS.

NCrystal : a library for thermal neutron transport in crystals and other materials

Solvers/annealers for simulated quantum annealing on CPU and CUDA(NVIDIA GPU).