Stochastic Processes Python Packages

torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

stochastic

Generate realizations of stochastic processes in python.

gpflow

Gaussian processes in TensorFlow

stochastic-rs

High-performance quantitative finance in Rust and Python — 130+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration.

pysteps

Python framework for short-term ensemble prediction systems.

lspopt

Python implementation of a multitaper window method for estimating Wigner spectra for certain locally stationary processes

pyesg

Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.

fvgp

A software package for flexible HPC GPs

mfdfa

Multifractal Detrended Fluctuation Analysis in Python

quantflow

Quantitative finance and derivative pricing

asrquant

ASRQuant is an open-source Python framework for auditable quantitative finance research, combining backtesting, Monte Carlo simulation, derivatives pricing, risk analytics, portfolio modelling, econometrics, machine learning, visualization, reproducibility, and implementation-sensitivity analysis.

stochvolmodels

Fourier-transform pricing, Monte Carlo validation, and calibration of European options under stochastic-volatility models in Python

pycurve

PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic simulation.

easy-tpp

EasyTPP: Towards Open Benchmarking Temporal Point Processes

aleatory

📦 Python library for Stochastic Processes Simulation and Visualisation

finstoch

FinStoch is a Python library designed to model and analyze stochastic processes commonly used in financial applications. The library includes tools for simulating, visualizing, and applying stochastic models such as Geometric Brownian Motion, Merton's Jump-Diffusion, and Heston's model, etc.

sdepy

SdePy: Numerical Integration of Ito Stochastic Differential Equations

gansforvirtualeye

GANs package for stochastic timeseries generation: https://doi.org/10.1038/s41598-025-05286-5

humantyping

The most realistic keyboard typing simulator based on Markov Chains. Models authentic human behavior (errors, corrections, fatigue, speed variations) for Playwright and Selenium automation.

derivatives-pricing

A Python library for options pricing and Greeks computation.

ergodicity

A comprehensive toolkit for ergodicity economics and related fields.

ethz-snow

A Python package describing Stochastic Nucleation of Water in vials

phyddle

Phylogenetic model exploration with deep learning

optiflowx

A lightweight Python library for turning stochastic-process mathematics, time-series methods, and state-space models into executable, validated, and testable objects