networked, stochastic SIRD epidemiological model with Bayesian parameter estimation and policy scenario comparison tools
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Updated
Jul 25, 2023 - Python
networked, stochastic SIRD epidemiological model with Bayesian parameter estimation and policy scenario comparison tools
A real-time traffic simulation system for all the cities that models vehicle movement using AI agents, dynamic routing, and environmental factors like congestion and weather
Coursework, projects, and datasets from the MSc in Financial Engineering (MScFE) program at WorldQuant University.
Repository for Pachter Lab Biophysics
Hydrological Model (Berkeley). This project implements the underground (stochastic) hydrological model (in Python) that was developed during my postdoctoral tenure at the Dept. of Earth & Planetary Science, U. C. Berkeley, (2013 - 2016).
Models that are, or will be, featured on Physics of Risk blog.
Source files used to generate Physics of Risk website.
美国大学生数学建模竞赛:B题 Journey to the Rescue: Submersibles in the Deep Sea
A decision model build using probability and stochastic process knowledge to mitigate the revenue loss of a company due to unfavorable fluctuations in international Dollar value
Software for generating one-day synthetic solar irradiance sequences at a minimum 60-minute time resolution.
Pure-Python library of heavy-tailed probability distributions (Pareto, Burr, LogNormal, etc.) built from first principles.
Python version of ANTI-FASc
Code repository for the paper "Stochastic 3D Modelling of Discrete Sediment Bodies for Geotechnical Applications" by G.H. Erharter, F. Tschuchnigg and G. Poscher
Proyek ini menganalisis kinerja sistem antrian di Kantin GKU‑2 ITERA menggunakan pendekatan teori antrian (M/M/1 & M/M/2) untuk memahami pola kedatangan pelanggan, waktu pelayanan, dan dampaknya terhadap durasi tunggu
Using a probabilistic approach to simulate a real-life tontine
Queueing Theory and Markov Chain cases, where Stochastic Modeling is applied
Pricing energy options (focus on German power) with MC and jump-diffusion mean-reversion model, including stochastic volatility, seasonality and regime filtering. Model parameters are calibrated on historical ENTSO-e data.
Forecast short-horizon catalog attention on item graphs using CTMC + Wasserstein drift–diffusion (Retailrocket).
PSumSim: A Simulator for Partial-Sum Quantization in Analog Matrix-Vector Multipliers
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