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updated 3 months ago

Gillespie Stochastic Simulation Algorithm by Nezar

Nezar (view profile)

Simulate discrete stochastic models of chemical reaction networks. (simulation, modeling, chemistry)

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updated almost 2 years ago

Model-based Value Iteration Algorithm for Stochastic Cleaning Robot by Reza Ahmadzadeh

An Example for Reinforcement Learning and Dynamic Programming (Stochastic) (reinforcement learnin..., dynamic programming, modelbased)


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updated 2 years ago

Stochastic Simultaneous Optimistic Optimization by Michal Valko

Black box stochastic function optimization without the knowledge of function's smoothness. (optimization, smoothness, stochastic)




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updated 3 years ago

Random Search Algorithm by Reza Ahmadzadeh

Random search belongs to the fields of Stochastic Optimization and Global Optimization. (optimization, random, search)



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updated 3 years ago

Adaptive ReGression using Uncertainty Searching (ARGUS) by Kemp

Kemp (view profile)

This routine attempts to learn conditionally variant stochastic spaces. (stochastic, adaptive sampling, conditional variance)


Btsrpprs(XYdata, reps,nghbr)


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updated 4 years ago

sw by mohammadreza

stochastic (stochastic)


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updated 4 years ago

Stochastic Dynamic Programming for Water Reservoir by Imron Rosyadi

Stochastic Dynamic Programming is an optimization technique for decision making under uncertainty. (simulation, statistics, optimization)




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updated 4 years ago

Trading strategy back tester by Donny Lee

Donny Lee (view profile)

This program shows the profit and lost of using different trading strategies on Singapore stocks. (algorithmic, trading, stochastic)




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updated 5 years ago

Gibbs Motif Sampler by Brad Ridder

Finds motifs and the optimum width via Gibbs sampling. No toolboxes required. (gibbs, sampling, markov)


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updated 6 years ago

Heston Option Pricer by Rodolphe Sitter

Compute European call option price using the Heston model and a conditional Monte-Carlo method (finance, stochastic, volatility)

Heston(S0, r, V0, eta, theta, kappa, strike, T, M, N)

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updated 6 years ago

Resampling methods for particle filtering by Jose-Luis Blanco

Implementation of four resampling methods (Multinomial, Residual, Stratified, and Systematic) (particle filter, resampling, ess)

ESS( w )

Gauss( x )


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updated 6 years ago

Discrete random element selection based on a user-specified distribution by Christopher

Returns random elements from a set of discrete points according to a user-specified distribution. (random, distribution, stochastic)

randelement(E, SZ, P)

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updated 7 years ago

Montecarlo simulation by Clement Bernard

estimation of pi, using montecarlo method (montecarlo, pi, stochastic)


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updated 13 years ago

Modeling, Analysis, Design, and Control of Stochastic Systems by Vidyadhar Kulkarni

Companion Software (controls, modeling, analysis)

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