A high-performance Rust library for stochastic process simulation, quantitative finance, statistics, copulas, distributions, and neural-network volatility surrogates. Generic over f32 / f64, with SIMD ...

Empowered by technological progress, sports teams and bookmakers strive to understand relationships between player and team activity and match outcomes. For this purpose, the probability of an event ...

Purpose: Bayesian calibration is generally superior to standard direct-search algorithms in that it estimates the full joint posterior distribution of the calibrated parameters. However, there are ...

Most work on community detection does not address the issue of statistical significance, and many algorithms are prone to overfitting. We address this using tools from statistical physics. Rather than ...

These examples are likely not working anymore (or not current/recommended) due to changes in the code, but we keep them for examples of potentially-useful scripts (in hope they can be found useful for ...