Search Results for "stochastic"

Neural Processes (NPs) is a collection of interactive Jupyter/Colab notebook implementations developed by Google DeepMind, showcasing three foundational probabilistic machine learning models: Conditional Neural Processes (CNPs), Neural Processes (NPs), and Attentive Neural Processes (ANPs). These models combine the strengths of neural networks and stochastic processes, allowing for flexible function approximation with uncertainty estimation. They can learn distributions over functions from data and efficiently make predictions at new inputs with calibrated uncertainty — making them useful for few-shot learning, Bayesian regression, and meta-learning. Each notebook includes theoretical explanations, key building blocks, and executable code that runs directly in Google Colab, requiring no local setup. ...

TF Quant Finance is a high-performance library of quantitative finance components built on TensorFlow, aimed at research and production workloads. It implements pricing engines, risk measures, stochastic models, optimizers, and random number generators that are differentiable and vectorized for accelerators. Users can value options and fixed-income instruments, simulate paths, fit curves, and calibrate models while leveraging TensorFlow’s jit compilation and automatic differentiation. The codebase is organized as modular math and finance primitives so you can combine building blocks or target end-to-end examples. ...

Code of this library is partialy based on myCNN MATLAB class written by Nikolay Chemurin.