Open Source Libs
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Open Source Libraries
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Monte Carlo
130 Open Source Monte Carlo Software Projects
Free and open source monte carlo code projects including engines, APIs, generators, and tools.
Mcrt
14 ⭐
Monte Carlo Raytracer from Scratch in C++11/14
Serpent Tools
35 ⭐
A suite of parsers designed to make interacting with SERPENT output files simple and flawless
Computational_physics_a
31 ⭐
Codes and Reports for USTC's Computational Physics A course
Robotics Eie3
11 ⭐
Robotics assignments done as a coursework for CO333
Mccpy
14 ⭐
Монте Карло изчисления с Python
Learn Monte Carlo
44 ⭐
Python Example of Monte Carlo Estimation & Importance Sampling
Drug Computing
95 ⭐
Educational materials for, and related to, UC Irvine's Drug Discovery Computing Techniques course (PharmSci 175/275), currently taught by David Mobley.
Financial Engineering
45 ⭐
Applications of Monte Carlo methods to financial engineering projects, in Python.
Llnl Quicksilver
25 ⭐
A proxy app for the Monte Carlo Transport Code, Mercury. LLNL-CODE-684037
Proj_option_pricing_matlab
62 ⭐
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Uqpy
85 ⭐
UQpy (Uncertainty Quantification with python) is a general purpose Python toolbox for modeling uncertainty in physical and mathematical systems.
Montecarlo.jl
120 ⭐
Classical and quantum Monte Carlo simulations in Julia
Stock Prediction Models
4797 ⭐
Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
Basic_pathtracer
40 ⭐
A basic GPU pathtracer in unity
Machine Learning Numpy
94 ⭐
Gathers Machine learning models using pure Numpy to cover feed-forward, RNN, CNN, clustering, MCMC, timeseries, tree-based, and so much more!
Pylj
20 ⭐
Teaching Utility for Classical Atomistic Simulation.
Marburg
89 ⭐
physics meets neural networks
Deadstones
22 ⭐
Simple Monte Carlo algorithm to determine dead stones on a Go board.
Ipythonscripts
81 ⭐
Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
Rebop
30 ⭐
Fast stochastic simulator for chemical reaction networks
Sampling Methods Numpy
40 ⭐
This repository contains implementations of some basic sampling methods in numpy.
Oct Mps
18 ⭐
Massively Parallel Simulator of Optical Coherence Tomography (OCT-MPS)
Cstyl Mcmc
18 ⭐
Accelerate MCMC algorithm on GPU for Big Data Applications
Bayesianfridge
11 ⭐
Sequential Monte Carlo sampler for PyMC2 models.
Valomc
20 ⭐
Monte Carlo software for simulating light propagation
Pyhepmc
9 ⭐
Next generation Python bindings for HepMC3
Rlengine
36 ⭐
A simple reinforcement learning simulation engine for OpenAI's gym.
Hands On Reinforcement Learning With Python
717 ⭐
Master Reinforcement and Deep Reinforcement Learning using OpenAI Gym and TensorFlow
Qmcsoftware
35 ⭐
Montecarlo
52 ⭐
A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
Ergothic
30 ⭐
Rust library for setting up and running distributed Monte-Carlo statistical simulations. Designed primarily for lattice QCD.
Slitherin
80 ⭐
AI research environment for the game of Snake 🐍 .
Reinforcement Learning For Decision Making In Self Driving Cars
70 ⭐
Reinforcement-Learning-for-Decision-Making-in-self-driving-cars
Option Pricing Under Uncertainty
26 ⭐
By means of stochastic volatility models
But0n Ashes
206 ⭐
WebGL2.0 3D Engine - RayTracing
Mathematica Mcmc
25 ⭐
Mathematica Markov chain Monte Carlo
Sobol.jl
60 ⭐
generation of Sobol low-discrepancy sequence (LDS) for the Julia language
Miyuki Renderer
88 ⭐
Experimental Physically Based Renderer
Biosteam
90 ⭐
The Biorefinery Simulation and Techno-Economic Analysis Modules; Chemical Process Simulation Under Uncertainty
Finquant
719 ⭐
A program for financial portfolio management, analysis and optimisation.
Mabalgs
87 ⭐
:bust_in_silhouette: Multi-Armed Bandit Algorithms Library (MAB) :cop:
Binary Option Pricing
14 ⭐
Currency Binary Option Pricing with 3 methods and implied smile
L2hmc Qcd
28 ⭐
Application of the L2HMC algorithm to simulations in lattice QCD.
Montecarlomeasurements.jl
204 ⭐
Propagation of distributions by Monte-Carlo sampling: Real number types with uncertainty represented by samples.
Mmsp
41 ⭐
The Mesoscale Microstructure Simulation Project
Hdp
26 ⭐
A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep Galerkin method
Samplinsafari
108 ⭐
Samplin' Safari is a research tool to visualize and interactively inspect high-dimensional (quasi) Monte Carlo samplers.
Monte Carlo Ray Tracer
108 ⭐
Physically based renderer with Path Tracing and Photon Mapping.
Ultranest
75 ⭐
Fit and compare complex models reliably and rapidly. Advanced nested sampling.
Admc
17 ⭐
Infinite order automatic differentiation for Monte Carlo with unnormalized probability distribution
Awesome Monte Carlo Tree Search Papers
455 ⭐
A curated list of Monte Carlo tree search papers with implementations.
Numcosmo
26 ⭐
NumCosmo main code
Vsmolyakov Ml
25 ⭐
machine learning
Paramonte
150 ⭐
ParaMonte: Plain Powerful Parallel Monte Carlo and MCMC Library for Python, MATLAB, Fortran, C++, C.
Pymultinest
152 ⭐
Pythonic Bayesian inference and visualization for the MultiNest Nested Sampling Algorithm and PyCuba's cubature algorithms.
Weft Warp
27 ⭐
continuous energy monte carlo neutron transport in general geometries on GPUs
Boblchen Pathtracer
76 ⭐
Tile based pathtracer runs in OpenGL
Essex Lab Grand
21 ⭐
A Python module for carrying out GCMC insertions and deletions of water molecules in OpenMM.
Overlap_localization
177 ⭐
chen2020iros: Learning an Overlap-based Observation Model for 3D LiDAR Localization.
Projectreward
50 ⭐
A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.
Mcx
68 ⭐
Monte Carlo eXtreme (MCX) - GPU-accelerated photon transport simulator
Mmc
26 ⭐
Mesh-based Monte Carlo (MMC)
Mersenne Twister
72 ⭐
This Mersenne Twister is a fast pseudo-random number generator (PRNG) in C++
Mc Tools
23 ⭐
Some Monte Carlo tools
Mpmc
28 ⭐
A Monte Carlo molecular simulation software especially suited for materials simulations with polarizable models
Vmmc
14 ⭐
A C++ library to implement the "virtual-move" Monte Carlo algorithm for approximating the dynamical evolution of systems of strongly interacting overdamped particles.
Gomc
34 ⭐
GOMC - GPU Optimized Monte Carlo is a parallel molecular simulation code designed for high-performance simulation of large systems
Lumol
139 ⭐
Universal extensible molecular simulation engine
Monte_carlo_ray_tracer
116 ⭐
A program with an implemented Monte Carlo Ray Tracer algorithm for global illumination of a virtual 3D scene.
Mcts
14 ⭐
:deciduous_tree: Domain independent implementation of Monte Carlo Tree Search methods.
Pmh Tutorial
22 ⭐
Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"
Quinoa
83 ⭐
Adaptive computational fluid dynamics
Mcxcl
30 ⭐
Monte Carlo eXtreme for OpenCL (MCXCL)
Bda_r_demos
463 ⭐
Bayesian Data Analysis demos for R
Tiny Path
54 ⭐
An instructive one-file Ruby path tracer
Ase_exploration
70 ⭐
Planning for robotic exploration based on forward simulation
Skpr
82 ⭐
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.
Uncp Giraffe
168 ⭐
Distributed Monte Carlo Path Tracer 分布蒙特卡洛路径追踪器
Thejoker
22 ⭐
A custom Monte Carlo sampler for the (gravitational) two-body problem
Jdmbs
19 ⭐
Jdmbs: An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
Spinmontecarlo.jl
32 ⭐
Markov chain Monte Carlo solver for lattice spin systems implemented by Julialang
Optionmatrix
92 ⭐
Financial Derivatives Calculator with 168+ Models (Options Calculator)
Tensormol
237 ⭐
Tensorflow + Molecules = TensorMol
Rl Course Experiments
75 ⭐
Lattice_mc
22 ⭐
Lattice gas Monte Carlo simulation code
Paulhoughton Montecarlo
9 ⭐
Portfolio simulation running in a OCaml web worker
Lawmurray Birch
79 ⭐
A probabilistic programming language that combines automatic differentiation, automatic marginalization, and automatic conditioning within Monte Carlo methods.
C Ray
476 ⭐
c-ray is a small, simple path tracer written in C
Mcmd
61 ⭐
Monte Carlo and Molecular Dynamics Simulation Package
Subare
14 ⭐
reinforcement learning algorithms from the book by Sutton and Barto
Easy21
12 ⭐
Reinforcement learning agents and environment for Easy21, a modified version of Blackjack
Ebisu
234 ⭐
Public-domain Python library for flashcard quiz scheduling using Bayesian statistics. (JavaScript, Java, Dart, and other ports available!)
Vts
21 ⭐
Virtual Tissue Simulator
Stochopy
57 ⭐
Python library for stochastic numerical optimization
Dynesty
247 ⭐
Dynamic Nested Sampling package for computing Bayesian posteriors and evidences
Pandas Montecarlo
141 ⭐
A lightweight Python library for running simple Monte Carlo Simulations on Pandas Series data
Gameai
47 ⭐
Various C# implementations of game AI
Ising Model
30 ⭐
Python implementation of the Ising model
Massivedatans
10 ⭐
Big Data vs. complex physical models - a scalable nested sampling inference algorithm for many data sets
Rough_bergomi
50 ⭐
A Python implementation of the rough Bergomi model.