Stochastic Processes Python Packages

torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

2.2M 2K 223

gpflow

Gaussian processes in TensorFlow

89K 2K 432

stochastic

Generate realizations of stochastic processes in python.

28K 506 91

stochastic-rs

stochastic-rs is a Rust library designed for high-performance simulation and analysis of stochastic processes and models in quant finance.

19K 153 7

lspopt

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

10K 20 4

sde-sim-rs

Powerful and flexible stochastic differential equation (quasi) Monte-Carlo simulation library written in Rust with Python bindings

6K 2 0

pysteps

Python framework for short-term ensemble prediction systems.

5K 561 187

easy-tpp

EasyTPP: Towards Open Benchmarking Temporal Point Processes

5K 343 46

fvgp

A software package for flexible HPC GPs

3K 16 5

pycurve

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

3K 55 9

mfdfa

Multifractal Detrended Fluctuation Analysis in Python

2K 160 34

quantflow

Quantitative finance and derivative pricing

2K 28 5

tme

Taylor moment expansion in Python

2K 11 0

derivatives-pricing

A Python library for options pricing and Greeks computation.

2K 2 0

stochvolmodels

Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

2K 220 43

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.

2K 4 0

gansforvirtualeye

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

883 2 0

aleatory

Stochastic Processes Simulation and Visualisation

847 364 38

sdepy

SdePy: Numerical Integration of Ito Stochastic Differential Equations

819 44 8

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.

655 70 7