A program for financial portfolio management, analysis and optimisation.

GemPy is an open-source, Python-based 3-D structural geological modeling software, which allows the implicit (i.e. automatic) creation of complex geological models from interface and orientation data. It also offers support for stochastic modeling to address parameter and model uncertainties.

OpenMC Monte Carlo Code

Quantitative Finance tools

UQpy (Uncertainty Quantification with python) is a general purpose Python toolbox for modeling uncertainty in physical and mathematical systems.

Code for "DeepDRR: A Catalyst for Machine Learning in Fluoroscopy-guided Procedures". https://arxiv.org/abs/1803.08606

Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.

Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)

Pythonic particle-based (super-droplet) warm-rain/aqueous-chemistry cloud microphysics package with box, parcel & 1D/2D prescribed-flow examples in Python, Julia and Matlab

Native plotting GUI for model design and verification

🃏Blackjack Simulator: basic strategy generation, best move analysis, expected value (EV) calculation. With card counting, deviations & multiple rulesets. Multithreaded.

Generate random alloys and compute various properties

This repository contains the source code for "Stochastic data-driven model predictive control using Gaussian processes" (SDD-GP-MPC).

Meshing library for nuclear workflows

Implementations of Leading Algorithms in Quantitative Finance

The Heterogeneous Radio Mobile Simulator

This python code creates hybrid MD/MC (NAMD/GOMC) simulations for the NVT, NPT, GCMC, and GEMC-NVT ensembles

Tool for converting MCNP input files to OpenMC classes/XML