Search Results for "monte carlo simulation finance"

Showing 55 open source projects for "monte carlo simulation finance"

View related business solutions
  • Our Free Plans just got better! | Auth0 by Okta Icon
    Our Free Plans just got better! | Auth0 by Okta

    With up to 25k MAUs and unlimited Okta connections, our Free Plan lets you focus on what you do best—building great apps.

    You asked, we delivered! Auth0 is excited to expand our Free and Paid plans to include more options so you can focus on building, deploying, and scaling applications without having to worry about your secuirty. Auth0 now, thank yourself later.
    Try free now
  • Free CRM Software With Something for Everyone Icon
    Free CRM Software With Something for Everyone

    216,000+ customers in over 135 countries grow their businesses with HubSpot

    Think CRM software is just about contact management? Think again. HubSpot CRM has free tools for everyone on your team, and it’s 100% free. Here’s how our free CRM solution makes your job easier.
    Get free CRM
  • 1
    Monte Carlo eXtreme (MCX)

    Monte Carlo eXtreme (MCX)

    Physically accurate and validated GPU ray-tracer

    MCX is a GPU-accelerated, general-purpose, physically-accurate and feature-rich 3-D light transport simulator. It is one of the fastest simulators because it can use tens of thousands of GPU threads to simulate photons in parallel.
    Leader badge
    Downloads: 70 This Week
    Last Update:
    See Project
  • 2
    MonteCarlo.jl

    MonteCarlo.jl

    Classical and quantum Monte Carlo simulations in Julia

    MonteCarlo.jl is a package implementing classical and quantum Monte Carlo simulations primarily for solid state physics. Currently the focus is on finding a overall design for the package and verifying that determinant Quantum Monte Carlo (DQMC) is working correctly. As such the package may still go through significant changes and the documentation may be outdated and incomplete. Note that classical Monte Carlo is also not a focus at this point. It is probably usable, but a lot...
    Downloads: 0 This Week
    Last Update:
    See Project
  • 3
    UnBBayes

    UnBBayes

    Framework & GUI for Bayes Nets and other probabilistic models.

    UnBBayes is a probabilistic network framework written in Java. It has both a GUI and an API with inference, sampling, learning and evaluation. It supports Bayesian networks, influence diagrams, MSBN, OOBN, HBN, MEBN/PR-OWL, PRM, structure, parameter and incremental learning. Please, visit our wiki (https://sourceforge.net/p/unbbayes/wiki/Home/) for more information. Check out the license section (https://sourceforge.net/p/unbbayes/wiki/License/) for our licensing policy.
    Leader badge
    Downloads: 35 This Week
    Last Update:
    See Project
  • 4
    Statistics101 - Resampling Statistics

    Statistics101 - Resampling Statistics

    Use simulation to perform statistical analyses.

    Statistics101 is an Integrated Development Environment (IDE) that uses a simple, powerful language called “Resampling Stats” to develop Monte Carlo programs to analyze and solve statistical problems. The original Resampling Stats language and computer program were developed by Dr. Julian Simon and Peter Bruce as a new way to teach Statistics to social science students. Of course, social science students aren't the only ones who can benefit. Anyone who wants to learn statistics will find...
    Downloads: 5 This Week
    Last Update:
    See Project
  • Save hundreds of developer hours with components built for SaaS applications. Icon
    Save hundreds of developer hours with components built for SaaS applications.

    The #1 Embedded Analytics Solution for SaaS Teams.

    Whether you want full self-service analytics or simpler multi-tenant security, Qrvey’s embeddable components and scalable data management remove the guess work.
    Try Developer Playground
  • 5
    ..., microtron, linear and scaling FFAG, multi-pass ERL, etc.) and optical systems (magnetic and electrostatic optical components and beam lines, time-of-flight and mass spectrometers, etc.). It includes built-in fitting procedures, with a wide variety of constraints. It includes synchrotron radiation Poynting vector tracking, synchrotron radiation energy loss, space charge modeling, several Monte Carlo procedures.
    Downloads: 4 This Week
    Last Update:
    See Project
  • 6
    CAMPARI

    CAMPARI

    Software for molecular simulations and trajectory analysis

    ... and analyzing molecular simulations, in particular of systems of biological relevance. It focuses on a wide availability of algorithms for (advanced) sampling and is capable of combining Monte Carlo and molecular dynamics in seamless fashion. CAMPARI offers the user a very high level of control over all implemented features. For more information and features, please refer to the project's homepage at http://campari.sourceforge.net/V5
    Downloads: 3 This Week
    Last Update:
    See Project
  • 7
    Blueprint XAS
    Blueprint XAS is a Matlab-based suite designed for the processing and analysis of near-edge x-ray absorption spectroscopy (XAS) data. The suite is designed primarily to assist users in exploring reasonable fit solutions while minimizing user bias.
    Downloads: 3 This Week
    Last Update:
    See Project
  • 8
    A Monte Carlo program for the simulation of electromagnetic cascades initiated by high-energy photons and electrons interacting with extragalactic background light.
    Downloads: 5 This Week
    Last Update:
    See Project
  • 9
    Orbit Determination Toolbox (ODTBX)

    Orbit Determination Toolbox (ODTBX)

    Advanced mission simulation and analysis tool

    ... of estimation commands that incorporate Monte Carlo data simulation, linear covariance analysis, and measurement processing at a generic level.
    Leader badge
    Downloads: 31 This Week
    Last Update:
    See Project
  • Bright Data - All in One Platform for Proxies and Web Scraping Icon
    Bright Data - All in One Platform for Proxies and Web Scraping

    Say goodbye to blocks, restrictions, and CAPTCHAs

    Bright Data offers the highest quality proxies with automated session management, IP rotation, and advanced web unlocking technology. Enjoy reliable, fast performance with easy integration, a user-friendly dashboard, and enterprise-grade scaling. Powered by ethically-sourced residential IPs for seamless web scraping.
    Get Started
  • 10
    Programmer's library for random numbers. Also random number generator testing code. Intended for simulation, games and "Monte-Carlo" algorithms.
    Downloads: 2 This Week
    Last Update:
    See Project
  • 11
    source code and example runs for kinetic Monte Carlo simulations example runs reproduce the data used in Schaedel et al. Nature Physics 15, 830-838(2019) runtime for each examples takes seconds to minutes depending on the problem type based on a variable step size method coupled (VSSM) to a random selection method (RSM), see Lukkien et al. (1998) Efficient Monte Carlo methods for the simulation of catalytic surface reactions. Phys. Rev. E 58: 2598-2610 last edited 15/11/2019...
    Downloads: 0 This Week
    Last Update:
    See Project
  • 12
    RadiationHelper

    RadiationHelper

    Alpha, Beta, Gamma measurements and Nuclide exposure

    RadiationHelper is a data analysis tool for : 1. gross alpha and beta radiation measurement and detector calibration using experimental data (counts acquired by alpha-beta devices). 2. gamma spectroscopy measurements and detector calibration using experimental data (spectra acquired by acquisition software such as Assayer, Gamma Vision, Maestro) 3. gross alpha,beta, gamma detector efficiencies and gamma peak efficiency can be theoretical computed using Monte-Carlo simulation technique...
    Downloads: 3 This Week
    Last Update:
    See Project
  • 13
    DetectorCalibration

    DetectorCalibration

    Peak and global efficiency of radiation source-detector equipment

    This software uses Geant4 simulation toolkit for computing detector efficiency in terms of peak efficiency and gross efficiency. It is designed mainly for gamma detectors (NaI or HpGe) but can be extended for beta or any other radiation type. Radiation source can be frontal beam, point source, Sarpagan baker (cylinder) and Marinelli baker. Due to the nature of Monte Carlo simulation technique, all geometries involved must be well known for accurate results! Can be used along...
    Downloads: 2 This Week
    Last Update:
    See Project
  • 14

    SPARTA

    Direct Simulation Monte Carlo (DSMC) Simulator

    SPARTA is a parallel DSMC code for performing simulations of low-density gases in 2d or 3d. Particles advect through a hierarchical Cartesian grid that overlays the simulation box. The grid is used to group particles by grid cell for purposes of performing collisions and chemistry. Physical objects with triangulated surfaces can be embedded in the grid, creating cut and split grid cells.
    Downloads: 3 This Week
    Last Update:
    See Project
  • 15
    ICE (Interval Calculator for Engineer)

    ICE (Interval Calculator for Engineer)

    Interval Calculator for Engineer

    ICE is a simple mathematical calculator with very useful shortcuts for Engineer: works natively with tolerance, can run Monte Carlo analysis, uses engineer notation, includes most of the day by day functions used by engineers.
    Downloads: 0 This Week
    Last Update:
    See Project
  • 16

    Stock ReturnAnalysis

    Java program that uses Monte Carlo

    This program uses the Monte Carlo simulation to calculate the stock returns .It uses the historical data .
    Downloads: 0 This Week
    Last Update:
    See Project
  • 17
    GeoDMA

    GeoDMA

    Geographic feature extraction and data mining

    GeoDMA is a plugin for TerraView software, used for geographical data mining. With a single image, the user can perform segmentation, attributes extraction, normalization and classification.
    Downloads: 0 This Week
    Last Update:
    See Project
  • 18
    EDM Calibration Baseline Fitting

    EDM Calibration Baseline Fitting

    EDMFit is an adjustment tool to estimate EDM calibration parameters.

    .... For uncertainties budgeting, EDMFit makes use of Monte-Carlo simulations and supports different distribution function: - Uniform distribution, - Triangular distribution and - Gaussian (normal) distribution. For refractive index determination, the application supports the following models: - Barrel and Sears (1939), - Edlen (1953, 1966), - Owens (1967), - IAG (1999) and - Ciddor (1996, 2002). The results of the adjustment are reported in a template-based and valid HTML5/CSS3 report.
    Downloads: 0 This Week
    Last Update:
    See Project
  • 19
    Open PaperOpt
    Open Source Monte Carlo Simulation platform for particle level simulation of light scattering from generated paper structures
    Downloads: 0 This Week
    Last Update:
    See Project
  • 20
    Seer

    Seer

    Seer is a multipurpose data analysis package for Monte Carlo data.

    Seer is a multipurpose data analysis package for Monte Carlo simulation data, particularly for collider physics processes. Seer reads LHCO files and performs a variety of cuts and analyses on the data for either exploratory data analysis or reproduction of experimental studies.
    Downloads: 0 This Week
    Last Update:
    See Project
  • 21
    Jazz, a scientific research tool, is a new python wrapper for LAMMPS implemented to calculate the lifetimes of vibrational normal modes based on forces as calculated for any interatomic potential available in the package. The anharmonic character of the normal modes is calculated via the Monte Carlo-based moments approximation as is described in Yang Gao and Murray Daw, Modeling and Simulation in Materials Science and Engineering (2014). It is distributed as open-source software.
    Downloads: 0 This Week
    Last Update:
    See Project
  • 22
    Free C++ toolkit to facilitate Monte-Carlo simulation. This is a library covered under the LGPL. "MCS-libre" stands for "Monte Carlo Simulation - libre". Documentation and examples are provided.
    Downloads: 0 This Week
    Last Update:
    See Project
  • 23
    Photonics is a photon tracking Monte Carlo package, which calculates photon flux and time distributions in a heterogeneous medium surrounding a light source. The propagation medium and detector and light sources are highly customizable.
    Downloads: 0 This Week
    Last Update:
    See Project
  • 24

    RaTrav

    mean first passage times and node occupancies calculations

    RaTrav tool was designed to support computational biology studies where mean first-passage times (MFPTs) between initial and single or multiple final states in network-like systems are used. The tool approves arbitrary networks (graphs) where a dynamics of the Markovian type takes place. Two methods are made available for which their efficiency is strongly dependent on the topology of the defined network: the combinatorial Hill technique and the Monte Carlo simulation method. References: M...
    Downloads: 0 This Week
    Last Update:
    See Project
  • 25
    GridMD is the C++ class library intended to help the developers to quickly build the molecular dynamics or Monte-Carlo simulation programs and to run it in the distributed environment.
    Downloads: 0 This Week
    Last Update:
    See Project
  • Previous
  • You're on page 1
  • 2
  • 3
  • Next