Stochastic Python Packages

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.

g2s

A flexible MPS framework

sde-sim-rs

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

emod-malaria

Source files for building the IDM EMOD disease transmission model.

uqpy

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

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

Derivatives Pricing Engine

algosto

Algosto implements stochastic algorithms.

duralang

Write normal LangChain code. Get Temporal durability. One decorator.

pastax

Parameterizable Auto-differentiable Simulators of ocean Trajectories in jAX.

stochasticprocesses

A package to simulate stochastic processes

significantdigits

Solid statistical analysis of Stochastic Arithmetic.

pyssa

Python package for stochastic simulations

epistoch

Epidemics Models with Random Infectious Period

kramersmoyal

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

pyfpt

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

scenarioreducer

This library implements several approximate scenario reduction algorithms. Given a probability distribution with finite support, they aim to determine a probability measure with support of reduced and fixed cardinality by selecting the closest to the original one in terms of a selected statistical distance.

procell

Stochastic simulation of cell populations proliferation

pykasso

pyKasso is a python package to simulate stochastic karst conduit networks. It can be used as a preprocessing to simulate groundwater flow and solute transport in karstic systems.

yamm

yet another markov module

upgrade-policy-optimizer

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

cayenne

Python package for stochastic simulations