Hi! My name is Vladimir, or Vlad in short. I am working as a Data Scientist mainly in NLP. I am the author of iSquared where I am bringing the science closer to the readers.
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Open source code from the blog posts at
def geometric_brownian_motion(G0, mu, sigma, N, T):
"""Simulates a Geometric Brownian Motion.
:param float G0: initial value
:param float mu: drift coefficient
import numpy as np
import matplotlib.pyplot as plt
import matplotlib.animation as animation
x_start, y_start = -2, -2 # an interesting region starts here
def derivative(f, a, h=0.01):
'''Approximates the derivative of the function f in a
:param function f: function to differentiate
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