awt_quant.forecast.stochastic

Stochastic Models

Contains implementations of Geometric Brownian Motion (GBM), Ornstein-Uhlenbeck (OU), Cox-Ingersoll-Ross (CIR), and Heston models for financial forecasting.

Submodules

• awt_quant.forecast.stochastic.pde_forecast
• awt_quant.forecast.stochastic.portfolio
• awt_quant.forecast.stochastic.run_simulations
• awt_quant.forecast.stochastic.stochastic_likelihoods
• awt_quant.forecast.stochastic.stochastic_models