Stochastics Packages
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DSGE.jl552Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
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POMDPs.jl275MDPs and POMDPs in Julia - An interface for defining, solving, and simulating fully and partially observable Markov decision processes on discrete and continuous spaces.
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JuMPStoch.jl40A block-structured optimization framework for JuMP
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SGDOptim.jl27A julia package for Gradient Descent and Stochastic Gradient Descent
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StochasticSearch.jl25NODAL is an Open Distributed Autotuning Library in Julia
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HJBFiniteDifference.jl21Solve Aiyagari Model in Continuous Time
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POMDPToolbox.jl10Support tools for solving POMDPs
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DESPOT.jl5[UNMAINTAINED - USE ARDESPOT.jl] Package implementing DESPOT POMDP solver for POMDPs.jl
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DSPsolver.jl3-
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SGD.jl2Fit models using SGD in Julia
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SGD2.jl1Draft of new methods for SGD calculations
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SGDDemo.jl0Fit predictive using SGD in Julia
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CTMCEnsemble.jl0Integrating Specialized Classifiers Based on Continuous Time Markov Chain
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