A Collection of Space-filling Sampling Designs

A Quasi-Monte-Carlo Integrator Library with CUDA Support

Transformer and Neural Operator for solving Stochastic PDE

Pricing European/American options using different methods, including Black–Scholes model, Low-Discrepancy Sequences, Binomial&Trinomial Trees, Least-Squares Monte Carlo (LSMC) and Finite Difference…

Enhancing accuracy of deep learning algorithms by training with low-discrepancy sequences

A quasirandom or low discrepancy sequence, such as the Faure, Halton, Hammersley, Niederreiter or Sobol sequences

🎧 van der Corput low-discrepancy sequences