Stochastic Processes Python Packages

torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

gpflow

Gaussian processes in TensorFlow

stochastic

Generate realizations of stochastic processes in python.

stochastic-rs

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

sde-sim-rs

Powerful and flexible SDE simulation library with Rust-accelerated Monte-Carlo

lspopt

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

fvgp

A software package for flexible HPC GPs

pysteps

Python framework for short-term ensemble prediction systems.

easy-tpp

EasyTPP: Towards Open Benchmarking Temporal Point Processes

mfdfa

Multifractal Detrended Fluctuation Analysis in Python

quantflow

Quantitative finance and derivative pricing

pycurve

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

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.

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.

tme

Taylor moment expansion in Python (JaX and SymPy) and Matlab

stochvolmodels

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

sdepy

SdePy: Numerical Integration of Ito Stochastic Differential Equations

aleatory

Stochastic Processes Simulation and Visualisation

pyesg

Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.

crng

Contingency Random Number Generator — numbers with controllable fat tails, volatility clustering, and scale convergence

gansforvirtualeye

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

pyrandwalk

:walking:Python Library for Random Walks

quantfinlib

Fundamental package for quantitative finance with Python.

phyddle

Phylogenetic model exploration with deep learning