Stochastic Python Packages

stochastic

Generate realizations of stochastic processes in python.

stochastic-rs

High-performance quantitative finance in Rust — 120+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration and Python bindings.

g2s

A flexible MPS framework

sde-sim-rs

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

covasim

COVID-19 Agent-based Simulator (Covasim): a model for exploring coronavirus dynamics and interventions

uqpy

UQpy (Uncertainty Quantification with python) is a general purpose Python toolbox for modeling uncertainty in physical and mathematical systems.

emod-malaria

Source files for building the IDM EMOD disease transmission model.

emod-hiv

Source files for building the IDM EMOD disease transmission model.

emod-common

Source files for building the IDM EMOD disease transmission model.

derivx

DerivX Core Library

algosto

Algosto implements stochastic algorithms.

duralang

Make stochastic AI systems durable with one decorator

epistoch

Epidemics Models with General Distribution for Infectious Period

significantdigits

Solid stochastic statistic analysis of Stochastic Arithmetic

stochasticprocesses

A package to simulate stochastic processes

kramersmoyal

kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order

pyssa

Python package for stochastic simulations

pyfpt

Stochastic first-passage time (FPT) simulations using importance sampling.

procell

Stochastic simulation of cell populations proliferation

pastax

Parameterized Auto-differentiable Simulator for ocean Trajectories in jAX.

yamm

yet another markov module

pykasso

Python project intended to simulate stochastic karst network

cayenne

Python package for stochastic simulations

upgrade-policy-optimizer

A Python library for solving finite Markov Decision Processes using value iteration