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updated 6 months ago

Gillespie Stochastic Simulation Algorithm by Nezar

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

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updated 8 months 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)

stochastic_robot_cleaning_v1

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updated 1 year ago

Stochastic Simultaneous Optimistic Optimization by Michal Valko

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

draw_function(x_min,x_max,f,output)

draw_partition_tree(t,settings)

oo.m

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updated 2 years ago

Random Search Algorithm by Reza Ahmadzadeh

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

RSA.m

RSA_visual.m

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updated 2 years ago

Adaptive ReGression using Uncertainty Searching (ARGUS) by Kemp

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

ARGUS(XYdata,numsamp,hist)

Btsrpprs(XYdata, reps,nghbr)

MCInterProjTh(numpnts,oldDoE)

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updated 3 years ago

sw by mohammadreza

stochastic (stochastic)

sw

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updated 3 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)

A5=inflowclassstat1(file)

A=posmatr(matriks)

A=posmax(vector)

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updated 3 years ago

Trading strategy back tester by Donny Lee

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

CSVconvert(thelist)

IndBol(s)

IndMA(s)

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updated 4 years ago

Gibbs Motif Sampler by Brad Ridder

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

gibbsmotifsampler(seqArray,motifVector,alphabet,Options)

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updated almost 5 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 5 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 )

countPathHypotheses(x)

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updated 5 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)

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updated 6 years ago

Montecarlo simulation by Clement Bernard

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

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updated 12 years ago

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

Companion Software (controls, modeling, analysis)

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