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StochLab

An interactive full-stack stochastic processes and financial modelling dashboard allowing anyone to perform parameter exploration and risk analysis within the dynamic dashboard for many stochastic and financial models.


πŸ“ Repository Structure

StochLab/
β”œβ”€ Gillespie-Algorithm/
β”‚  └─ SIR-Model.m
β”‚
β”œβ”€ Model-Simulations/
β”‚  β”œβ”€ templates/
β”‚  β”œβ”€ app.py
β”‚  β”œβ”€ black_scholes.py
β”‚  β”œβ”€ brownian_motion.py
β”‚  β”œβ”€ cir_process.py
β”‚  β”œβ”€ create_montage.py
β”‚  β”œβ”€ gillespie.py
β”‚  β”œβ”€ jump_diffusion_models.py
β”‚  β”œβ”€ jump_diffusion.py
β”‚  β”œβ”€ kalman_filters.py
β”‚  β”œβ”€ markov_chain.py
β”‚  β”œβ”€ mean_reversion_strategy.py
β”‚  β”œβ”€ monte_carlo_engine.py
β”‚  β”œβ”€ ornstein_uhlenbeck.py
β”‚  β”œβ”€ pde_option_pricing.py
β”‚  β”œβ”€ pptx_to_img.py
β”‚  β”œβ”€ risk_models.py
β”‚  β”œβ”€ sde_solvers.py
β”‚  β”œβ”€ package.json
β”‚  β”œβ”€ package-lock.json
β”‚  └─ test/
β”‚
└─ test/

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