ornstein-uhlenbeck

A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.

Detection of evolutionary shifts in Ornstein-Uhlenbeck models

Ornstein-Uhlenbeck models for phylogenetic comparative hypotheses

Ornstein-Uhlenbeck brownian motion Script CHOP for TouchDesigner — smooth, mean-reverting procedural noise

Tennis Game play using Multi Agent DDPG - Deep Reinforcement Learning

A real-time dynamic clamp sketch for the pyClamp interface

A collection of numerical implementations for the simulation of well-known stochastic processes on MATLAB.

R package for the exact simulation of non-negative shot noise processes and Lévy-driven non-Gaussian Ornstein-Uhlenbeck (OU) processes, in particular OU-Poisson, OU-Gamma and OU-inverse Gaussian processes from the paper by Tamborrino and Lansky, 'Shot noise, weak convergence and diffusion approximations', Physica D, 2021. https://www.sciencedire…

Lean 4 formal verification of the exact heterogeneity threshold for stationary covariance-volume enhancement in coupled Ornstein–Uhlenbeck systems.

Mean reversion parameter estimator for Flutter. Fit Ornstein-Uhlenbeck θ, μ, σ, half-life via OLS or exact MLE — essential tool for pairs trading analysis.

Detect and Merge Ornstein-Uhlenbeck Evolution Optima Shifts in Julia with High Efficiency

A backtest returned several hundred percent. This is the study of whether any of its stated reasons hold up - martingale tests, OU estimation, multiple-comparisons calibration, and a randomised-entry control.

Statistical arbitrage engine that screens S&P 500 pairs using Engle-Granger and Johansen cointegration tests, fits Ornstein-Uhlenbeck dynamics via MLE, and trades spreads with a Kalman filter hedge ratio. Includes a walk-forward backtest with monthly pair re-screening, continuous position carry-over, and a full performance dashboard.

External user-mode input layer for Win32 games. Defeats synthetic-input filtering via a signed virtual HID controller, and behavioral curve analysis via an Ornstein-Uhlenbeck stick humanizer.

Independently maintained fork of l1ou for detecting evolutionary shifts and convergent regimes in comparative data.

Statistical tooling for quantitative finance — Ornstein-Uhlenbeck MLE fitting, simulation, stationarity tests, bias correction, and volatility estimation.

A pairs-trading research algorithm that treats the spread between two cointegrated stocks as a mean-reverting spring (the Ornstein-Uhlenbeck process), with a Kalman-filtered hedge ratio.

Quantitative alpha research: trend models, cointegration, Ornstein-Uhlenbeck dynamics, event-driven backtesting, portfolio diversification, and paper execution

Reproducible exact-transition Ornstein-Uhlenbeck analysis of monthly all-India temperature anomalies

A Pyro-PPL implementation of a 2D Ornstein-Uhlenbeck process using stochastic variational inference.