130 Open Source Monte Carlo Software Projects
Free and open source monte carlo code projects including engines, APIs, generators, and tools.
Serpent Tools35 ⭐
A suite of parsers designed to make interacting with SERPENT output files simple and flawless
Drug Computing95 ⭐
Educational materials for, and related to, UC Irvine's Drug Discovery Computing Techniques course (PharmSci 175/275), currently taught by David Mobley.
Financial Engineering45 ⭐
Applications of Monte Carlo methods to financial engineering projects, in Python.
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
UQpy (Uncertainty Quantification with python) is a general purpose Python toolbox for modeling uncertainty in physical and mathematical systems.
Stock Prediction Models4797 ⭐
Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
Machine Learning Numpy94 ⭐
Gathers Machine learning models using pure Numpy to cover feed-forward, RNN, CNN, clustering, MCMC, timeseries, tree-based, and so much more!
Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
Sampling Methods Numpy40 ⭐
This repository contains implementations of some basic sampling methods in numpy.
Hands On Reinforcement Learning With Python717 ⭐
Master Reinforcement and Deep Reinforcement Learning using OpenAI Gym and TensorFlow
A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
Rust library for setting up and running distributed Monte-Carlo statistical simulations. Designed primarily for lattice QCD.
Reinforcement Learning For Decision Making In Self Driving Cars70 ⭐
The Biorefinery Simulation and Techno-Economic Analysis Modules; Chemical Process Simulation Under Uncertainty
Propagation of distributions by Monte-Carlo sampling: Real number types with uncertainty represented by samples.
A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep Galerkin method
Samplin' Safari is a research tool to visualize and interactively inspect high-dimensional (quasi) Monte Carlo samplers.
Infinite order automatic differentiation for Monte Carlo with unnormalized probability distribution
Awesome Monte Carlo Tree Search Papers455 ⭐
A curated list of Monte Carlo tree search papers with implementations.
ParaMonte: Plain Powerful Parallel Monte Carlo and MCMC Library for Python, MATLAB, Fortran, C++, C.
Pythonic Bayesian inference and visualization for the MultiNest Nested Sampling Algorithm and PyCuba's cubature algorithms.
Essex Lab Grand21 ⭐
A Python module for carrying out GCMC insertions and deletions of water molecules in OpenMM.
chen2020iros: Learning an Overlap-based Observation Model for 3D LiDAR Localization.
A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.
A Monte Carlo molecular simulation software especially suited for materials simulations with polarizable models
A C++ library to implement the "virtual-move" Monte Carlo algorithm for approximating the dynamical evolution of systems of strongly interacting overdamped particles.
GOMC - GPU Optimized Monte Carlo is a parallel molecular simulation code designed for high-performance simulation of large systems
A program with an implemented Monte Carlo Ray Tracer algorithm for global illumination of a virtual 3D scene.
Pmh Tutorial22 ⭐
Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"
Generates and evaluates D, I, A, Alias, E, T, G, and custom optimal designs. Supports generation and evaluation of mixture and split/split-split/N-split plot designs. Includes parametric and Monte Carlo power evaluation functions. Provides a framework to evaluate power using functions provided in other packages or written by the user.
Jdmbs: An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
Markov chain Monte Carlo solver for lattice spin systems implemented by Julialang
Lawmurray Birch79 ⭐
A probabilistic programming language that combines automatic differentiation, automatic marginalization, and automatic conditioning within Monte Carlo methods.
Pandas Montecarlo141 ⭐
A lightweight Python library for running simple Monte Carlo Simulations on Pandas Series data
Big Data vs. complex physical models - a scalable nested sampling inference algorithm for many data sets