Skip to content

Commit

Permalink
Browse files Browse the repository at this point in the history
  • Loading branch information
quantgirluk committed Jan 29, 2025
2 parents 4f2d4fe + dbb78c3 commit fd92c70
Showing 1 changed file with 27 additions and 26 deletions.
53 changes: 27 additions & 26 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -6,6 +6,7 @@
- [Git Homepage](https://github.com/quantgirluk/aleatory)
- [Pip Repository](https://pypi.org/project/aleatory/)
- [Documentation](https://aleatory.readthedocs.io/en/latest/)
- 🆕 [Gallery of Stochastic Processes](https://aleatory.readthedocs.io/en/latest/auto_examples/index.html) 🖼️

## Overview

Expand All @@ -21,32 +22,32 @@ stochastic processes and provides methods to:
<img src="https://raw.githubusercontent.com/quantgirluk/aleatory/main/docs/source/_static/vasicek_process_drawn.png" style="display:block;float:none;margin-left:auto;margin-right:auto;width:80%">
</p>

Currently, `aleatory` supports the following 13 processes:

- Arithmetic Brownian Motion
- Bessel process
- Brownian Bridge
- Brownian Excursion
- Brownian Meander
- Brownian Motion
- Constant Elasticity Variance (CEV) process
- Cox–Ingersoll–Ross (CIR) process
- Chan-Karolyi-Longstaff-Sanders (CKLS) process
- Fractional Brownian Motion
- Galton-Watson with Poisson branching
- Gamma process
- General Random Walk
- Geometric Brownian Motion
- Hawkes process
- Inverse Gaussian process
- Inhomogeneous Poisson process
- Mixed Poisson process
- Ornstein–Uhlenbeck (OU) process
- Poisson process
- Random Walk
- Squared Bessel processes
- Vasicek process
- Variance-Gamma process
Currently, aleatory supports the following stochastic processes:

- Arithmetic Brownian Motion (see [Brownian Motion](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.BrownianMotion.html#aleatory.processes.BrownianMotion))
- [Bessel process](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.BESProcess.html#aleatory.processes.BESProcess)
- [Brownian Bridge](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.BrownianBridge.html#aleatory.processes.BrownianBridge)
- [Brownian Excursion](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.BrownianExcursion.html#aleatory.processes.BrownianExcursion)
- [Brownian Meander](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.BrownianMeander.html#aleatory.processes.BrownianMeander)
- [Brownian Motion](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.BrownianMotion.html#aleatory.processes.BrownianMotion)
- [Constant Elasticity Variance (CEV) process](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.CEVProcess.html#aleatory.processes.CEVProcess)
- [Cox–Ingersoll–Ross (CIR) process](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.CIRProcess.html#aleatory.processes.CIRProcess)
- [Chan-Karolyi-Longstaff-Sanders (CKLS) process](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.CKLSProcess.html#aleatory.processes.CKLSProcess)
- [Fractional Brownian Motion process](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.fBM.html#aleatory.processes.fBM)
- [Galton-Watson process with Poisson branching](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.GaltonWatson.html#aleatory.processes.GaltonWatson)
- [Gamma process](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.GammaProcess.html#aleatory.processes.GammaProcess)
- [General Random Walk](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.GeneralRandomWalk.html#aleatory.processes.GeneralRandomWalk)
- [Geometric Brownian Motion](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.GBM.html#aleatory.processes.GBM)
- [Hawkes process](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.HawkesProcess.html#aleatory.processes.HawkesProcess)
- [Inverse Gaussian process](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.InverseGaussian.html#aleatory.processes.InverseGaussian)
- [Inhomogeneous Poisson process](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.InhomogeneousPoissonProcess.html#aleatory.processes.InhomogeneousPoissonProcess)
- [Mixed Poisson process](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.MixedPoissonProcess.html#aleatory.processes.MixedPoissonProcess)
- [Ornstein–Uhlenbeck (OU) process](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.OUProcess.html#aleatory.processes.OUProcess)
- [Poisson process](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.PoissonProcess.html#aleatory.processes.PoissonProcess)
- [Random Walk](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.RandomWalk.html#aleatory.processes.RandomWalk)
- [Squared Bessel processes](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.BESQProcess.html#aleatory.processes.BESQProcess)
- [Vasicek process](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.Vasicek.html#aleatory.processes.Vasicek)
- [Variance-Gamma process](https://aleatory.readthedocs.io/en/latest/processes/aleatory.processes.VarianceGammaProcess.html#aleatory.processes.VarianceGammaProcess)

## Installation

Expand Down

0 comments on commit fd92c70

Please sign in to comment.