This is a C++ library (C++ 17) for stochastic processes. It currently includes simple Geometric Brownian Motion, Markov Chains, and Hidden Markov Models (in-progress).
Dependencies:
- Eigen
- Catch2 (v3)
- CMake
- Make
-
Notifications
You must be signed in to change notification settings - Fork 1
c++ library for stochastic processes such as markov, hidden markov, and simple geometric brownian motion
License
kinjalh/stochastic_process
About
c++ library for stochastic processes such as markov, hidden markov, and simple geometric brownian motion
Resources
License
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published