networked, stochastic SIRD epidemiological model with Bayesian parameter estimation and policy scenario comparison tools

A real-time traffic simulation system for Bangalore that models vehicle movement using AI agents, dynamic routing, and environmental factors like congestion and weather

Repository for Pachter Lab Biophysics

Hydrological Model (Berkeley). This project implements the underground (stochastic) hydrological model (in Python) that was developed during my postdoctoral tenure at the Dept. of Earth & Planetary Science, U. C. Berkeley, (2013 - 2016).

Models that are, or will be, featured on Physics of Risk blog.

Quantitative capital allocation engine integrating stochastic volatility (GARCH), hidden Markov regimes (HMM), and primary-source SEC EDGAR semantics (FinBERT) for bifurcated risk management.

Source files used to generate Physics of Risk website.

美国大学生数学建模竞赛：B题 Journey to the Rescue: Submersibles in the Deep Sea

A decision model build using probability and stochastic process knowledge to mitigate the revenue loss of a company due to unfavorable fluctuations in international Dollar value

Software for generating one-day synthetic solar irradiance sequences at a minimum 60-minute time resolution.

Pure-Python library of heavy-tailed probability distributions (Pareto, Burr, LogNormal, etc.) built from first principles.

Python version of ANTI-FASc

Code repository for the paper "Stochastic 3D Modelling of Discrete Sediment Bodies for Geotechnical Applications" by G.H. Erharter, F. Tschuchnigg and G. Poscher

Proyek ini menganalisis kinerja sistem antrian di Kantin GKU‑2 ITERA menggunakan pendekatan teori antrian (M/M/1 & M/M/2) untuk memahami pola kedatangan pelanggan, waktu pelayanan, dan dampaknya terhadap durasi tunggu

Queueing Theory and Markov Chain cases, where Stochastic Modeling is applied

Pricing energy options (focus on German power) with MC and jump-diffusion mean-reversion model, including stochastic volatility, seasonality and regime filtering. Model parameters are calibrated on historical ENTSO-e data.

Forecast short-horizon catalog attention on item graphs using CTMC + Wasserstein drift–diffusion (Retailrocket).

Financial market simulations combining stochastic models (GBM, Heston) with agent-based modeling. Explores price dynamics through different trader behaviors - fundamentalists, chartists, noise traders, contrarians, and institutional players. Built with Python for anyone interested in quantitative finance and computational economics.

MIDAS (Minimax-based Interactive Dynamic Assessment Simulation): A professional intelligence suite for strategic conflict and resilience modeling.