stochastic-modeling

Coursework, projects, and datasets from the MSc in Financial Engineering (MScFE) program at WorldQuant University.

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

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.

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

Source files used to generate Physics of Risk website.

heavytails is a Python library implementing heavy-tailed probability distributions, built from first principles with NumPy-backed vectorized evaluation. The library provides comprehensive support for continuous and discrete heavy-tailed distributions, tail index estimation methods, and diagnostic utilities

Software for generating one-day synthetic solar irradiance sequences at a minimum 60-minute time resolution.

美国大学生数学建模竞赛：B题 Journey to the Rescue: Submersibles in the Deep Sea

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

Using a probabilistic approach to simulate a real-life tontine

Queueing Theory and Markov Chain cases, where Stochastic Modeling is applied

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

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.

Aethel is a high-performance, actuarial-grade Economic Scenario Generator (ESG) in Python, simulating correlated stochastic paths for equities, interest rates, and inflation to support ALM and portfolio decumulation analysis.

Stochastic model to characterize site-specific amplification