Umbrella package of the 'spatstat' family................

Pieces of code that have appeared on my blog.

HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)

Discrete Event simulation of a queue using Python.

A package for temporal point process modeling, simulation and inference

Modelling framework for creating (Integrated) SDMs

An M/M/1/K queue Python3 simulator that compares the simulation results against the analytics results. The queue have limited capacity K and processes may be blocked (if queue is full) or leave queue before get service (there is a deadline for each process) or get service from server.

Simulations of UU1, MM1, MM2, and a Network of queues - now with docker support 🐳

A time-delayed light curve simulation code for GRB location triangulation via random Fourier features.

BG/NBD and Gamma Gamma probabilistic models to evaluate and predict customer churn, retention, and lifetime value of an e-commerce business

Sub-package of spatstat containing functionality for parametric modelling and inference

Julia stochastic processes package.

Stima giornaliera del valore R(t) del COVID-19 nelle regioni italiane

Simulates Poisson Process

This repository is dedicated to engineering students at The national Higher School of Mathematics (NHSM) who are specialising in finance and economics for actuarial sciences. It contains R and Python code on various aspects of stochastic processes and their applications.

Mittehomogeenne Poissoni liitprotsess

MATLAB codes to replicate Duan et al. 's paper "Multiperiod corporate default prediction—A forward intensity approach"

Uniformly places a single random point in each bounded cell of a Voronoi/Dirichlet tesselation.

My Julia megarepo; an infectious disease model, a Poisson picture redrawing filter, a colorful animator of a 2D ising model, and more.

Research Internship at Aalborg University

A Study on SCPP: Shared Cascade Point Process

Code written as a part of MTH371 Stochastic Processes and its Applications taught my Dr. Monika Arora at IIIT Delhi in Monsoon 2018

Bachelor's thesis project on finding time delays in gravitationally lensed photon streams

Stopping criteria for search results using Poisson processes.

Various models for forecasting Poisson processes with cyclic underlying variability

Exercise solution to Stochastic Processes course

This repository contains the code needed to run experiments in our paper "Stopping Criteria for Technology-Assisted Reviews based on Counting Processes"

Simple Poisson process simulation in Java

Python script simulates neural spike train data using a Poisson process. It visualizes the spike train and calculates inter-spike intervals (ISI) and firing rate to analyze neuronal firing patterns.

Assignments and projects of stochastic processes course - Fall 2022