stochastic-differential-equations
Tracked open-source repos tagged stochastic-differential-equations, sorted by stars.
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Repos created in the last 90 days, tagged stochastic-differential-equations.
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- #1
Collection of notebooks about quantitative finance, with interactive python code.
★ 7,432+13Star change over the last 7 days - #2
Multi-language suite for high-performance solvers of differential equations and scientific machine learning (SciML) components. Ordinary differential equations (ODEs), stochastic differential equations (SDEs), delay differential equations (DDEs), differential-algebraic equations (DAEs), and more in Julia.
★ 3,152+1Star change over the last 7 days - #3
PyTorch implementation for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)
★ 2,130+0Star change over the last 7 days - #4
An acausal modeling framework for automatically parallelized scientific machine learning (SciML) in Julia. A computer algebra system for integrated symbolics for physics-informed machine learning and automated transformations of differential equations
★ 1,664+1Star change over the last 7 days - #5
Pre-built implicit layer architectures with O(1) backprop, GPUs, and stiff+non-stiff DE solvers, demonstrating scientific machine learning (SciML) and physics-informed machine learning methods
★ 925+1Star change over the last 7 days - #6
Image Restoration with Mean-Reverting Stochastic Differential Equations, ICML 2023. Winning solution of the NTIRE 2023 Image Shadow Removal Challenge.
★ 723+0Star change over the last 7 days - #7
Solving differential equations in Python using DifferentialEquations.jl and the SciML Scientific Machine Learning organization
★ 608+0Star change over the last 7 days