The Coastal version of the Stochastic Multcloud model
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Updated
May 25, 2018 - Python
The Coastal version of the Stochastic Multcloud model
Quantification of risk metrics (VaR, ES, Loss Distribution, Hedging Error) via Monte Carlo simulation of stochastic models (GBM, Heston) with parameter estimation (MLE) on historical data.
Stochastic OZone anlyses
IM61011 - Stochastic Modelling course offered by the Industrial and Systems Engineering Department, IIT Kgp
Conducting Monte Carlo simulation of stochastic models (GBM, Merton Jump Diffusion Model) for the forecasting of stock positions. Serves as a "prelude" to the heston repository.
A new implementation of a well-known stochastic model for carcinogenesis, augmented with competition dynamics and spatial structuring.
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