This package is created to bring closer the stochastic calculus in Typescript.
Check the new documentation page. Documentation
**NOTE: the documentation is under construction. Please be patient while all features will be implemented.
yarn add stochastic-js
npm i stochastic-js
This is a totally new project. The modules will be come in the future as I have time for it or if there is any request.
This library can be very useful for anybody who wants to play with stochastic analysis or find data generators for machine learning projects. I plan to extend to a much more complex Math library with a lot of useful tools, but the main concept is still around financial mathematics. If you like this project you can give me a