Index

_

_current_portfolio (ergodicity.agents.portfolio.Portfolio attribute), [1], [2]

A

a (ergodicity.process.basic.GeneralizedHyperbolicProcess property), [1], [2] accumulated_wealth (ergodicity.agents.evolutionary_nn.NeuralNetworkAgent attribute), [1], [2] add_type() (ergodicity.process.definitions.Process method), [1], [2] add_utility_function() (ergodicity.agents.evaluation.UtilityFunctionInference method), [1], [2] agent (ergodicity.agents.evaluation.UtilityFunctionInference attribute), [1], [2] Agent_utility (class in ergodicity.agents.agents), [1], [2] AgentEvaluation (class in ergodicity.agents.evaluation), [1], [2] AgentPool (class in ergodicity.agents.agent_pool), [1], [2] alpha (ergodicity.process.basic.GeneralizedHyperbolicProcess property), [1], [2] (ergodicity.process.basic.LevyStableProcess property), [1], [2] always_present_keys (ergodicity.process.definitions.Process attribute), [1], [2] analyze_feature_importance() (ergodicity.agents.evaluation.UtilityFunctionInference method), [1], [2]

analyze_feature_interactions() (ergodicity.agents.evaluation.UtilityFunctionInference method), [1], [2] analyze_results() (ergodicity.agents.evaluation.UtilityFunctionTester method), [1], [2] analyze_utility_function_trends() (in module ergodicity.agents.agents), [1], [2] apply_boundary_condition() (ergodicity.tools.partial_sde.PSDESimulator method), [1], [2] apply_girsanov() (in module ergodicity.tools.solve), [1], [2] apply_time_scaling() (ergodicity.process.basic.GeneralizedHyperbolicProcess method), [1], [2] asymptotic_approximation() (in module ergodicity.tools.solve), [1], [2] automated_live_visualization() (in module ergodicity.tools.automate), [1], [2] average() (in module ergodicity.tools.compute), [1], [2] average_growth_rate() (in module ergodicity.tools.compute), [1], [2] average_growth_rate_vs_gbm() (in module ergodicity.tools.compute), [1], [2] AverageRateVsRateAveragePipeline_case() (in module ergodicity.tools.research), [1], [2]

B

b (ergodicity.process.basic.GeneralizedHyperbolicProcess property), [1], [2] base_s (ergodicity.agents.agent_pool.AgentPool attribute), [1], [2] BasicUtilityAgent_case() (in module ergodicity.cases), [1], [2] batch_norm (ergodicity.agents.evolutionary_nn.NeuralNetwork attribute), [1], [2] bayesian_fit_utility_functions() (ergodicity.agents.evaluation.UtilityFunctionInference method), [1], [2] beta (ergodicity.process.basic.GeneralizedHyperbolicProcess property), [1], [2] (ergodicity.process.basic.LevyStableProcess property), [1], [2]

bn (ergodicity.agents.evolutionary_nn.DynamicBatchNorm1d attribute), [1], [2] bootstrap_confidence_interval() (ergodicity.tools.preasymptotics.StatisticalTestingValidation method), [1], [2] boundary_func (ergodicity.tools.partial_sde.PSDESimulator attribute), [1], [2] boundary_type (ergodicity.tools.partial_sde.PSDESimulator attribute), [1], [2] BrownianMotion (class in ergodicity.process.basic), [1], [2] BrownianMotionWithMeanMemory (class in ergodicity.process.with_memory), [1], [2]

C

calculate_expected_log_growth_rate() (ergodicity.process.multiplicative.MultivariateGeometricBrownianMotion method), [1], [2] calculate_fitness() (ergodicity.agents.evolutionary_nn.NeuralNetworkAgent method), [1], [2] calculate_moment() (in module ergodicity.tools.solve), [1], [2] calculate_reward() (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer method), [1], [2] calculate_time_average_dynamics() (in module ergodicity.tools.solve), [1], [2] calculate_utility() (ergodicity.agents.evaluation.UtilityFunctionTester method), [1], [2] CauchyOrnsteinUlehnbeckSimulation() (in module ergodicity.process.lib), [1], [2] CauchyProcess (class in ergodicity.process.basic), [1], [2] characteristic_function() (ergodicity.process.basic.LevyStableProcess method), [1], [2] characteristic_function_to_pdf() (in module ergodicity.developer_tools.custom_samplers), [1], [2] check_novikov_condition() (in module ergodicity.tools.solve), [1], [2] check_simulate_with_differential() (in module ergodicity.process.definitions), [1], [2] clone() (ergodicity.agents.evolutionary_nn.NeuralNetwork method), [1], [2] (ergodicity.agents.evolutionary_nn.NeuralNetworkAgent method), [1], [2] closed_formula() (ergodicity.process.definitions.ItoProcess method), [1], [2] (ergodicity.process.definitions.Process method), [1], [2] coefficient_of_variation() (ergodicity.agents.agent_pool.AgentPool method), [1], [2] comments (ergodicity.process.definitions.Process attribute), [1], [2] (ergodicity.process.definitions.Process property), [1], [2] comments_false() (in module ergodicity.process.multiplicative), [1], [2] comments_true() (in module ergodicity.process.multiplicative), [1], [2] compare_averages() (in module ergodicity.tools.compute), [1], [2] (in module ergodicity.tools.solve), [1], [2] compare_distributions() (in module ergodicity.tools.compute), [1], [2] (in module ergodicity.tools.fit), [1], [2] compare_growth() (in module ergodicity.tools.solve), [1], [2] compare_numerical_and_symbolic_expected_utility() (ergodicity.agents.agents.Agent_utility static method), [1], [2] compute_expected_svf() (ergodicity.agents.evaluation.MaxEntIRL method), [1], [2] compute_gradient() (ergodicity.agents.evaluation.MaxEntIRL method), [1], [2] compute_policy() (ergodicity.agents.evaluation.MaxEntIRL method), [1], [2] compute_state_visitation_freq() (ergodicity.agents.evaluation.MaxEntIRL method), [1], [2] conf module, [1] ConstantElasticityOfVarianceProcess (class in ergodicity.process.custom_classes), [1], [2] ConstantElasticityOfVarianceSimulation() (in module ergodicity.process.lib), [1], [2] convergence_rate_estimation() (ergodicity.tools.preasymptotics.PreasymptoticBehaviorQuantification method), [1], [2] correct_params() (ergodicity.process.definitions.Process method), [1], [2] correlation_to_covariance() (in module ergodicity.process.definitions), [1], [2] covariance_to_correlation() (in module ergodicity.tools.helper), [1], [2] CoxIngersollRossSimulation() (in module ergodicity.process.lib), [1], [2] create_A_from_correlation_and_variances() (in module ergodicity.tools.compute), [1], [2] create_animation() (ergodicity.tools.partial_sde.PSDESimulator method), [1], [2] create_correlation_matrix() (in module ergodicity.process.definitions), [1], [2] create_custom_process() (in module ergodicity.process.constructor), [1], [2]

create_model() (in module ergodicity.agents.sml), [1], [2] create_multivariate_gaussian_process() (in module ergodicity.tools.compute), [1], [2] create_sampler_from_cdf() (in module ergodicity.developer_tools.custom_samplers), [1], [2] create_sampler_from_cf() (in module ergodicity.developer_tools.custom_samplers), [1], [2] create_task_key() (in module ergodicity.tools.multiprocessing), [1], [2] cross_validation() (ergodicity.tools.preasymptotics.StatisticalTestingValidation method), [1], [2] crossover() (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer method), [1], [2] current_wealth (ergodicity.agents.portfolio.Portfolio attribute), [1], [2] current_weights (ergodicity.agents.portfolio.Portfolio attribute), [1], [2] custom (ergodicity.process.definitions.Process attribute), [1], [2] (ergodicity.process.definitions.Process property), [1], [2] custom_increment() (ergodicity.process.basic.BrownianMotion method), [1], [2] (ergodicity.process.basic.EmptyProcess method), [1], [2] (ergodicity.process.basic.FractionalBrownianMotion method), [1], [2] (ergodicity.process.basic.GeneralizedHyperbolicProcess method), [1], [2] (ergodicity.process.basic.LevyStableProcess method), [1], [2] (ergodicity.process.basic.MultivariateBrownianMotion method), [1], [2] (ergodicity.process.basic.MultivariateLevy method), [1], [2] (ergodicity.process.basic.ParetoProcess method), [1], [2] (ergodicity.process.custom_classes.ConstantElasticityOfVarianceProcess method), [1], [2] (ergodicity.process.definitions.Process method), [1], [2] (ergodicity.process.multiplicative.GeometricBesselProcess method), [1], [2] (ergodicity.process.multiplicative.GeometricBrownianMotion method), [1], [2] (ergodicity.process.multiplicative.GeometricFractionalBrownianMotion method), [1], [2] (ergodicity.process.multiplicative.GeometricGeneralizedHyperbolicProcess method), [1], [2] (ergodicity.process.multiplicative.GeometricLevyProcess method), [1], [2] (ergodicity.process.multiplicative.GeometricSquaredBesselProcess method), [1], [2] (ergodicity.process.multiplicative.MultivariateGeometricBrownianMotion method), [1], [2] (ergodicity.process.multiplicative.MultivariateGeometricLevy method), [1], [2] (ergodicity.process.with_memory.BrownianMotionWithMeanMemory method), [1], [2] (ergodicity.process.with_memory.GeometricBrownianMotionWithVolatilityMemory method), [1], [2] (ergodicity.process.with_memory.LevyStableProcessWithAdaptiveSkewness method), [1], [2] (ergodicity.process.with_memory.LevyStableProcessWithMemory method), [1], [2] (ergodicity.process.with_memory.MultivariateGBMWithAdaptiveCorrelation method), [1], [2] (ergodicity.process.with_memory.MultivariateGBMWithAdaptiveDrift method), [1], [2] (ergodicity.process.with_memory.MultivariateGeometricLevyWithAdaptiveAlpha method), [1], [2] (ergodicity.process.with_memory.MultivariateGeometricLevyWithAdaptiveBeta method), [1], [2] (ergodicity.process.with_memory.MultivariateGeometricLevyWithAdaptiveCorrelation method), [1], [2] (ergodicity.process.with_memory.MultivariateGeometricLevyWithAdaptiveScale method), [1], [2] (ergodicity.process.with_memory.OrnsteinUhlenbeckWithAdaptiveRate method), [1], [2] custom_simulate() (in module ergodicity.process.lib), [1], [2] custom_simulate_raw() (ergodicity.process.definitions.Process method), [1], [2] custom_simulate_system() (in module ergodicity.process.lib), [1], [2] CustomProcess (class in ergodicity.process.definitions), [1], [2]

D

data_for_simulation() (ergodicity.process.definitions.Process method), [1], [2] decode() (ergodicity.tools.helper.ProcessEncoder method), [1], [2] delta (ergodicity.process.basic.GeneralizedHyperbolicProcess property), [1], [2] demonstrate_alpha_stable_self_similarity() (in module ergodicity.tools.compute), [1], [2] dependent_increments() (in module ergodicity.process.increments), [1], [2] detrended_fluctuation_analysis() (in module ergodicity.tools.evaluate), [1], [2] differential() (ergodicity.process.basic.GeneralizedHyperbolicProcess method), [1], [2] (ergodicity.process.basic.LevyStableProcess method), [1], [2] (ergodicity.process.basic.ParetoProcess method), [1], [2] (ergodicity.process.definitions.ItoProcess method), [1], [2] (ergodicity.process.definitions.Process method), [1], [2] (ergodicity.process.with_memory.LevyStableProcessWithAdaptiveSkewness method), [1], [2]

diffusion (ergodicity.tools.partial_sde.PSDESimulator attribute), [1], [2] DoubleExponentialJumpDiffusionSimulation() (in module ergodicity.process.lib), [1], [2] drift (ergodicity.tools.partial_sde.PSDESimulator attribute), [1], [2] drift_term (ergodicity.process.definitions.ItoProcess attribute), [1], [2] (ergodicity.process.definitions.ItoProcess property), [1], [2] dropout_rate (ergodicity.agents.evolutionary_nn.NeuralNetwork attribute), [1], [2] dt (ergodicity.tools.partial_sde.PSDESimulator attribute), [1], [2] dx (ergodicity.tools.partial_sde.PSDESimulator attribute), [1], [2] dynamic_from_utility() (in module ergodicity.tools.solve), [1], [2] DynamicBatchNorm1d (class in ergodicity.agents.evolutionary_nn), [1], [2]

E

elite_percentage (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer attribute), [1], [2] empirical_properties() (ergodicity.process.definitions.Process method), [1], [2] EmptyProcess (class in ergodicity.process.basic), [1], [2] encode() (ergodicity.tools.helper.ProcessEncoder method), [1], [2] encode_process() (ergodicity.tools.helper.ProcessEncoder method), [1], [2] encode_process_with_time() (ergodicity.tools.helper.ProcessEncoder method), [1], [2] ensemble_average() (ergodicity.process.definitions.Process method), [1], [2] (in module ergodicity.tools.solve), [1], [2] ensemble_vs_time_average_pipeline() (in module ergodicity.tools.multiprocessing), [1], [2] ergodicity module, [1], [2], [3] ergodicity.agents module, [1], [2] ergodicity.agents.agent_pool module, [1], [2] ergodicity.agents.agents module, [1], [2] ergodicity.agents.evaluation module, [1], [2] ergodicity.agents.evolutionary_nn module, [1], [2] ergodicity.agents.portfolio module, [1], [2] ergodicity.agents.probability_weighting module, [1], [2] ergodicity.agents.sml module, [1], [2] ergodicity.cases module, [1], [2] ergodicity.conf module, [1] ergodicity.configurations module, [1], [2] ergodicity.custom_warnings module, [1], [2] ergodicity.developer_tools module, [1], [2] ergodicity.developer_tools.custom_samplers module, [1], [2] ergodicity.process module, [1], [2] ergodicity.process.basic module, [1], [2] ergodicity.process.constructor module, [1], [2] ergodicity.process.custom_classes module, [1], [2] ergodicity.process.default_values module, [1], [2] ergodicity.process.definitions module, [1], [2] ergodicity.process.discrete module, [1], [2]

ergodicity.process.increments module, [1], [2] ergodicity.process.lib module, [1], [2] ergodicity.process.multiplicative module, [1], [2] ergodicity.process.with_memory module, [1], [2] ergodicity.tools module, [1], [2] ergodicity.tools.automate module, [1], [2] ergodicity.tools.compute module, [1], [2] ergodicity.tools.evaluate module, [1], [2] ergodicity.tools.fit module, [1], [2] ergodicity.tools.helper module, [1], [2] ergodicity.tools.multiprocessing module, [1], [2] ergodicity.tools.partial_sde module, [1], [2] ergodicity.tools.preasymptotics module, [1], [2] ergodicity.tools.research module, [1], [2] ergodicity.tools.solve module, [1], [2] ergodicity_transform() (ergodicity.process.definitions.ItoProcess method), [1], [2] (in module ergodicity.tools.solve), [1], [2] ergodicity_transform_differential() (in module ergodicity.tools.solve), [1], [2] estimate_sigma() (in module ergodicity.process.multiplicative), [1], [2] eternal_simulator() (ergodicity.process.definitions.Process method), [1], [2] evaluate_utility_functions() (in module ergodicity.agents.evaluation), [1], [2] evolutionary_algorithm() (ergodicity.agents.agents.Agent_utility static method), [1], [2] evolutionary_algorithm_with_exchange() (ergodicity.agents.agents.Agent_utility static method), [1], [2] evolutionary_algorithm_with_multiple_processes() (ergodicity.agents.agents.Agent_utility static method), [1], [2] EvolutionaryNeuralNetworkTrainer (class in ergodicity.agents.evolutionary_nn), [1], [2] EvolutionaryNN_case() (in module ergodicity.cases), [1], [2] exchange_interval (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer attribute), [1], [2] execute() (ergodicity.tools.multiprocessing.ParallelExecutionManager method), [1], [2] expected_utility() (ergodicity.agents.agents.Agent_utility static method), [1], [2] expected_value_expression() (ergodicity.process.definitions.ItoProcess method), [1], [2] export_results_csv() (ergodicity.tools.preasymptotics.ReportingAndExport method), [1], [2] export_results_json() (ergodicity.tools.preasymptotics.ReportingAndExport method), [1], [2] export_visualizations() (ergodicity.tools.preasymptotics.ReportingAndExport method), [1], [2] express_as_elementary() (ergodicity.process.basic.GeneralizedHyperbolicProcess method), [1], [2] (ergodicity.process.basic.LevyStableProcess method), [1], [2] (ergodicity.process.basic.ParetoProcess method), [1], [2] extract_ito_terms() (in module ergodicity.tools.solve), [1], [2]

F

feature_expectations() (ergodicity.agents.evaluation.MaxEntIRL method), [1], [2] find_dx() (in module ergodicity.tools.solve), [1], [2] find_inverse() (in module ergodicity.tools.solve), [1], [2] find_substitution() (in module ergodicity.tools.solve), [1], [2] fit() (ergodicity.agents.evaluation.MaxEntIRL method), [1], [2] fit_distributions() (in module ergodicity.tools.fit), [1], [2] fit_stochastic_process() (in module ergodicity.tools.fit), [1], [2] fit_utility_functions() (ergodicity.agents.evaluation.UtilityFunctionInference method), [1], [2] fitness (ergodicity.agents.evolutionary_nn.NeuralNetworkAgent attribute), [1], [2]

fitted_params (ergodicity.agents.evaluation.UtilityFunction attribute), [1], [2] forward() (ergodicity.agents.evolutionary_nn.DynamicBatchNorm1d method), [1], [2] (ergodicity.agents.evolutionary_nn.NeuralNetwork method), [1], [2] FractionalBrownianMotion (class in ergodicity.process.basic), [1], [2] FractionalBrownianMotionSimulation() (in module ergodicity.process.lib), [1], [2] FractionalGBMPipeline_case() (in module ergodicity.tools.research), [1], [2] func (ergodicity.agents.evaluation.UtilityFunction attribute), [1], [2] function_default() (in module ergodicity.process.default_values), [1], [2] functions_convergence_rate() (in module ergodicity.tools.solve), [1], [2]

G

GammaProcess (class in ergodicity.process.basic), [1], [2] GBM_Properties_case() (in module ergodicity.cases), [1], [2] gbm_weighting() (in module ergodicity.agents.probability_weighting), [1], [2] GBMPipeline_case() (in module ergodicity.tools.research), [1], [2] general_pipeline() (in module ergodicity.tools.multiprocessing), [1], [2] general_utility_function() (ergodicity.agents.agents.Agent_utility static method), [1], [2] (in module ergodicity.agents.agents), [1], [2] general_utility_function_np() (ergodicity.agents.agents.Agent_utility static method), [1], [2] GeneralizedDiffusionSimulation() (in module ergodicity.process.lib), [1], [2] GeneralizedHyperbolicProcess (class in ergodicity.process.basic), [1], [2] generate_choices() (ergodicity.agents.evaluation.UtilityFunctionInference method), [1], [2] generate_dataset() (ergodicity.agents.evaluation.UtilityFunctionInference method), [1], [2] (in module ergodicity.agents.sml), [1], [2] generate_html_report() (ergodicity.tools.preasymptotics.ReportingAndExport method), [1], [2] generate_levy_process() (in module ergodicity.tools.compute), [1], [2] generate_pdf_report() (ergodicity.tools.preasymptotics.ReportingAndExport method), [1], [2] generate_process_parameters() (ergodicity.agents.evaluation.UtilityFunctionTester method), [1], [2] generate_processes() (in module ergodicity.agents.agents), [1], [2] GeometricBesselProcess (class in ergodicity.process.multiplicative), [1], [2] GeometricBrownianMotion (class in ergodicity.process.multiplicative), [1], [2] GeometricBrownianMotion_case() (in module ergodicity.cases), [1], [2] GeometricBrownianMotionSimulation() (in module ergodicity.process.lib), [1], [2] GeometricBrownianMotionWithVolatilityMemory (class in ergodicity.process.with_memory), [1], [2] GeometricCauchyProcess (class in ergodicity.process.multiplicative), [1], [2]

GeometricFractionalBrownianMotion (class in ergodicity.process.multiplicative), [1], [2] GeometricFractionalBrownianMotionSimulation() (in module ergodicity.process.lib), [1], [2] GeometricGeneralizedHyperbolicProcess (class in ergodicity.process.multiplicative), [1], [2] GeometricLevyPipeline_case() (in module ergodicity.tools.research), [1], [2] GeometricLevyProcess (class in ergodicity.process.multiplicative), [1], [2] GeometricLevyProcess_case() (in module ergodicity.cases), [1], [2] GeometricOrnsteinUhlenbeckSimulation() (in module ergodicity.process.lib), [1], [2] GeometricSquaredBesselProcess (class in ergodicity.process.multiplicative), [1], [2] get_agent_choices() (ergodicity.agents.evaluation.UtilityFunctionInference method), [1], [2] get_comments() (ergodicity.process.definitions.Process class method), [1], [2] get_data_for_moments() (ergodicity.process.definitions.Process method), [1], [2] get_decoding() (ergodicity.tools.helper.ProcessEncoder method), [1], [2] get_encoding() (ergodicity.tools.helper.ProcessEncoder method), [1], [2] get_num_parameters() (ergodicity.agents.evolutionary_nn.NeuralNetwork method), [1], [2] get_object_name() (in module ergodicity.tools.multiprocessing), [1], [2] get_params() (ergodicity.process.definitions.Process method), [1], [2] get_process_type() (ergodicity.agents.evaluation.UtilityFunctionInference method), [1], [2] gini_coefficient() (ergodicity.agents.agent_pool.AgentPool method), [1], [2] growth_rate_ensemble_average() (ergodicity.process.definitions.Process method), [1], [2] growth_rate_of_average() (in module ergodicity.tools.compute), [1], [2] growth_rate_of_average_per_time() (in module ergodicity.tools.compute), [1], [2] growth_rate_of_average_pipeline() (in module ergodicity.tools.multiprocessing), [1], [2] growth_rate_time_average() (ergodicity.process.definitions.Process method), [1], [2] growth_rate_wrapper() (in module ergodicity.tools.multiprocessing), [1], [2] growth_rates() (in module ergodicity.tools.compute), [1], [2]

H

has_wrong_params (ergodicity.process.definitions.Process attribute), [1], [2] (ergodicity.process.definitions.Process property), [1], [2] HestonSimulation() (in module ergodicity.process.lib), [1], [2] hidden_sizes (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer attribute), [1], [2] (ergodicity.agents.evolutionary_nn.NeuralNetwork attribute), [1], [2] (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer attribute), [1], [2]

history (ergodicity.agents.agent_pool.AgentPool attribute), [1], [2] HullWhiteSimulation() (in module ergodicity.process.lib), [1], [2]

I

implied_correction() (ergodicity.process.multiplicative.GeometricLevyProcess method), [1], [2] implied_levy_correction() (in module ergodicity.process.multiplicative), [1], [2] increment() (ergodicity.process.definitions.Process method), [1], [2] increment_intermediate() (ergodicity.process.definitions.Process method), [1], [2] increment_process (ergodicity.process.definitions.Process attribute), [1], [2] independent (ergodicity.process.definitions.Process attribute), [1], [2] (ergodicity.process.definitions.Process property), [1], [2] InDevelopmentWarning, [1], [2] initial_condition (ergodicity.tools.partial_sde.PSDESimulator attribute), [1], [2] initial_params (ergodicity.agents.evaluation.UtilityFunction attribute), [1], [2] initial_tasks_wrapper() (in module ergodicity.tools.multiprocessing), [1], [2] initial_wealth (ergodicity.agents.agent_pool.AgentPool attribute), [1], [2] (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer attribute), [1], [2] (ergodicity.agents.portfolio.Portfolio attribute), [1], [2] initial_weights (ergodicity.agents.portfolio.Portfolio attribute), [1], [2]

initialize_agents() (ergodicity.agents.agents.Agent_utility static method), [1], [2] initialize_population() (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer method), [1], [2] (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer method), [1], [2] input_size (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer attribute), [1], [2] (ergodicity.agents.evolutionary_nn.NeuralNetwork attribute), [1], [2] (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer attribute), [1], [2] integrate_with_substitution() (in module ergodicity.tools.solve), [1], [2] integration_check() (in module ergodicity.tools.solve), [1], [2] IntroCase() (in module ergodicity.cases), [1], [2] InverseGaussianProcess (class in ergodicity.process.basic), [1], [2] ito (ergodicity.process.definitions.Process attribute), [1], [2] (ergodicity.process.definitions.Process property), [1], [2] ito_differential() (in module ergodicity.tools.solve), [1], [2] ito_integrate() (in module ergodicity.tools.solve), [1], [2] ItoLemmaApplication() (in module ergodicity.cases), [1], [2] ItoProcess (class in ergodicity.process.definitions), [1], [2]

J

jarque_bera_test() (in module ergodicity.tools.evaluate), [1], [2]

JumpDiffusionSimulation() (in module ergodicity.process.lib), [1], [2]

K

k_moments() (ergodicity.process.definitions.Process method), [1], [2] keep_top_n (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer attribute), [1], [2]

KnowWhatYouDoWarning, [1], [2] KouJumpDiffusionSimulation() (in module ergodicity.process.lib), [1], [2] kurtosis_test() (in module ergodicity.tools.evaluate), [1], [2]

L

learning_rate (ergodicity.agents.evaluation.MaxEntIRL attribute), [1], [2] (ergodicity.agents.evolutionary_nn.NeuralNetwork attribute), [1], [2] (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer attribute), [1], [2] Levy05OrnsteinUlehnbeckSimulation() (in module ergodicity.process.lib), [1], [2] Levy15OrnsteinUlehnbeckSimulation() (in module ergodicity.process.lib), [1], [2] levy_stable_fit() (in module ergodicity.tools.fit), [1], [2] LevyMicro_case() (in module ergodicity.tools.research), [1], [2] LevyPipeline_case() (in module ergodicity.tools.research), [1], [2] LevyStableOrnsteinUlehnbeckSimulation() (in module ergodicity.process.lib), [1], [2] LevyStableProcess (class in ergodicity.process.basic), [1], [2] LevyStableProcessWithAdaptiveSkewness (class in ergodicity.process.with_memory), [1], [2] LevyStableProcessWithMemory (class in ergodicity.process.with_memory), [1], [2] LevyStableStandardProcess (class in ergodicity.process.basic), [1], [2] live_3d_Brownian_pipeline_case() (in module ergodicity.tools.research), [1], [2]

live_3d_geometricLevy_pipeline_case() (in module ergodicity.tools.research), [1], [2] live_3d_Levy_pipeline_case() (in module ergodicity.tools.research), [1], [2] live_3d_meta_pipeline_case() (in module ergodicity.tools.research), [1], [2] load() (ergodicity.agents.evolutionary_nn.NeuralNetwork class method), [1], [2] (ergodicity.agents.evolutionary_nn.NeuralNetworkAgent class method), [1], [2] load_best_weights() (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer method), [1], [2] load_model() (ergodicity.agents.evaluation.UtilityFunctionInference method), [1], [2] loc (ergodicity.process.basic.GeneralizedHyperbolicProcess property), [1], [2] (ergodicity.process.basic.LevyStableProcess property), [1], [2] (ergodicity.process.basic.MultivariateLevy property), [1], [2] (ergodicity.process.basic.ParetoProcess property), [1], [2] log() (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer method), [1], [2] (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer method), [1], [2] LotkaVolterraSimulation() (in module ergodicity.process.lib), [1], [2]

M

mad_convergence_rate_alpha_stable() (in module ergodicity.tools.solve), [1], [2] martingale_weighting() (in module ergodicity.agents.probability_weighting), [1], [2] MaxEntIRL (class in ergodicity.agents.evaluation), [1], [2] mcmc_samples (ergodicity.agents.evaluation.UtilityFunctionInference attribute), [1], [2] mean_convergence_rate_alpha_stable() (in module ergodicity.tools.solve), [1], [2] mean_logarithmic_deviation() (ergodicity.agents.agent_pool.AgentPool method), [1], [2] MeanRevertingSquareRootDiffusionSimulation() (in module ergodicity.process.lib), [1], [2] memory (ergodicity.process.definitions.Process attribute), [1], [2] memory_update() (ergodicity.process.definitions.Process method), [1], [2] (ergodicity.process.with_memory.BrownianMotionWithMeanMemory method), [1], [2] (ergodicity.process.with_memory.GeometricBrownianMotionWithVolatilityMemory method), [1], [2] (ergodicity.process.with_memory.LevyStableProcessWithAdaptiveSkewness method), [1], [2] (ergodicity.process.with_memory.LevyStableProcessWithMemory method), [1], [2] (ergodicity.process.with_memory.MultivariateGBMWithAdaptiveCorrelation method), [1], [2] (ergodicity.process.with_memory.MultivariateGBMWithAdaptiveDrift method), [1], [2] (ergodicity.process.with_memory.MultivariateGeometricLevyWithAdaptiveAlpha method), [1], [2] (ergodicity.process.with_memory.MultivariateGeometricLevyWithAdaptiveBeta method), [1], [2] (ergodicity.process.with_memory.MultivariateGeometricLevyWithAdaptiveCorrelation method), [1], [2] (ergodicity.process.with_memory.MultivariateGeometricLevyWithAdaptiveScale method), [1], [2] (ergodicity.process.with_memory.OrnsteinUhlenbeckWithAdaptiveRate method), [1], [2] MertonJumpDiffusionSimulation() (in module ergodicity.process.lib), [1], [2] metropolis_hastings() (ergodicity.agents.evaluation.UtilityFunctionInference method), [1], [2] model (ergodicity.agents.evaluation.UtilityFunctionInference attribute), [1], [2] (ergodicity.agents.evolutionary_nn.NeuralNetwork attribute), [1], [2] (ergodicity.agents.sml.NeuralNetworkAgent attribute), [1], [2] module conf, [1] ergodicity, [1], [2], [3] ergodicity.agents, [1], [2] ergodicity.agents.agent_pool, [1], [2] ergodicity.agents.agents, [1], [2] ergodicity.agents.evaluation, [1], [2] ergodicity.agents.evolutionary_nn, [1], [2] ergodicity.agents.portfolio, [1], [2] ergodicity.agents.probability_weighting, [1], [2] ergodicity.agents.sml, [1], [2] ergodicity.cases, [1], [2] ergodicity.conf, [1] ergodicity.configurations, [1], [2] ergodicity.custom_warnings, [1], [2] ergodicity.developer_tools, [1], [2] ergodicity.developer_tools.custom_samplers, [1], [2] ergodicity.process, [1], [2] ergodicity.process.basic, [1], [2] ergodicity.process.constructor, [1], [2] ergodicity.process.custom_classes, [1], [2] ergodicity.process.default_values, [1], [2] ergodicity.process.definitions, [1], [2] ergodicity.process.discrete, [1], [2] ergodicity.process.increments, [1], [2] ergodicity.process.lib, [1], [2] ergodicity.process.multiplicative, [1], [2] ergodicity.process.with_memory, [1], [2] ergodicity.tools, [1], [2] ergodicity.tools.automate, [1], [2] ergodicity.tools.compute, [1], [2] ergodicity.tools.evaluate, [1], [2] ergodicity.tools.fit, [1], [2] ergodicity.tools.helper, [1], [2] ergodicity.tools.multiprocessing, [1], [2] ergodicity.tools.partial_sde, [1], [2] ergodicity.tools.preasymptotics, [1], [2] ergodicity.tools.research, [1], [2] ergodicity.tools.solve, [1], [2] setup, [1]

moments() (ergodicity.process.definitions.Process method), [1], [2] moments_dict() (ergodicity.process.definitions.Process method), [1], [2] mu_sigma() (in module ergodicity.tools.compute), [1], [2] multi_growth_rate_ensemble_average() (in module ergodicity.tools.multiprocessing), [1], [2] multi_growth_rate_processor() (in module ergodicity.tools.multiprocessing), [1], [2] multi_growth_rate_time_average() (in module ergodicity.tools.multiprocessing), [1], [2] multi_simulations() (in module ergodicity.tools.multiprocessing), [1], [2] multi_visualize_moment() (in module ergodicity.tools.multiprocessing), [1], [2] multi_visualize_moments() (in module ergodicity.tools.multiprocessing), [1], [2] multiplicative (ergodicity.process.definitions.Process attribute), [1], [2] (ergodicity.process.definitions.Process property), [1], [2] MultivariateBrownianMotion (class in ergodicity.process.basic), [1], [2] MultivariateGBMWithAdaptiveCorrelation (class in ergodicity.process.with_memory), [1], [2] MultivariateGBMWithAdaptiveDrift (class in ergodicity.process.with_memory), [1], [2] MultivariateGeometricBrownianMotion (class in ergodicity.process.multiplicative), [1], [2] MultivariateGeometricBrownianMotion_case() (in module ergodicity.cases), [1], [2] MultivariateGeometricLevy (class in ergodicity.process.multiplicative), [1], [2] MultivariateGeometricLevyWithAdaptiveAlpha (class in ergodicity.process.with_memory), [1], [2] MultivariateGeometricLevyWithAdaptiveBeta (class in ergodicity.process.with_memory), [1], [2] MultivariateGeometricLevyWithAdaptiveCorrelation (class in ergodicity.process.with_memory), [1], [2] MultivariateGeometricLevyWithAdaptiveScale (class in ergodicity.process.with_memory), [1], [2] MultivariateLevy (class in ergodicity.process.basic), [1], [2] mutate() (ergodicity.agents.evolutionary_nn.NeuralNetwork method), [1], [2] (ergodicity.agents.evolutionary_nn.NeuralNetworkAgent method), [1], [2] (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer method), [1], [2] mutate_params() (ergodicity.agents.agents.Agent_utility static method), [1], [2] mutation_rate (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer attribute), [1], [2] (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer attribute), [1], [2] mutation_scale (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer attribute), [1], [2] (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer attribute), [1], [2]

N

n (ergodicity.agents.agent_pool.AgentPool attribute), [1], [2] n_actions (ergodicity.agents.evaluation.MaxEntIRL attribute), [1], [2] n_features (ergodicity.agents.evaluation.MaxEntIRL attribute), [1], [2] n_iterations (ergodicity.agents.evaluation.MaxEntIRL attribute), [1], [2] name (ergodicity.agents.evaluation.UtilityFunction attribute), [1], [2] (ergodicity.process.definitions.Process attribute), [1], [2] (ergodicity.process.definitions.Process property), [1], [2] negative_log_likelihood() (ergodicity.agents.evaluation.UtilityFunctionInference method), [1], [2] network (ergodicity.agents.evolutionary_nn.NeuralNetworkAgent attribute), [1], [2] NeuralNetwork (class in ergodicity.agents.evolutionary_nn), [1], [2]

NeuralNetworkAgent (class in ergodicity.agents.evolutionary_nn), [1], [2] (class in ergodicity.agents.sml), [1], [2] next_id (ergodicity.tools.helper.ProcessEncoder attribute), [1], [2] nll (ergodicity.agents.evaluation.UtilityFunction attribute), [1], [2] NonItoProcess (class in ergodicity.process.definitions), [1], [2] NotRecommendedWarning, [1], [2] NotTestedWarning, [1], [2] nt (ergodicity.tools.partial_sde.PSDESimulator attribute), [1], [2] numerical_expected_utility() (ergodicity.agents.agents.Agent_utility static method), [1], [2] nx (ergodicity.tools.partial_sde.PSDESimulator attribute), [1], [2]

O

optimize_reward() (ergodicity.agents.evaluation.MaxEntIRL method), [1], [2] optimize_utility_function() (ergodicity.agents.evaluation.UtilityFunctionTester method), [1], [2] optimizer (ergodicity.agents.evolutionary_nn.NeuralNetwork attribute), [1], [2] optimizer_name (ergodicity.agents.evolutionary_nn.NeuralNetwork attribute), [1], [2] OrnsteinUhlenbeckSimulation() (in module ergodicity.process.lib), [1], [2] OrnsteinUhlenbeckWithAdaptiveRate (class in ergodicity.process.with_memory), [1], [2]

output_dir (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer attribute), [1], [2] (ergodicity.process.definitions.Process attribute), [1], [2] (ergodicity.process.definitions.Process property), [1], [2] output_size (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer attribute), [1], [2] (ergodicity.agents.evolutionary_nn.NeuralNetwork attribute), [1], [2] (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer attribute), [1], [2]

P

p_measure() (ergodicity.process.definitions.Process method), [1], [2] pad_array() (in module ergodicity.agents.sml), [1], [2] pad_encoded_process() (ergodicity.tools.helper.ProcessEncoder method), [1], [2] palma_ratio() (ergodicity.agents.agent_pool.AgentPool method), [1], [2] Parallel (class in ergodicity.tools.multiprocessing), [1], [2] parallel() (in module ergodicity.tools.multiprocessing), [1], [2] parallel_example() (in module ergodicity.tools.multiprocessing), [1], [2] parallel_processor() (in module ergodicity.tools.multiprocessing), [1], [2] ParallelExecutionManager (class in ergodicity.tools.multiprocessing), [1], [2] param_ranges (ergodicity.agents.evaluation.UtilityFunctionInference attribute), [1], [2] (ergodicity.agents.evaluation.UtilityFunctionTester attribute), [1], [2] params (ergodicity.agents.agents.Agent_utility attribute), [1], [2], [3], [4], [5] ParetoProcess (class in ergodicity.process.basic), [1], [2] pdf_evolution() (ergodicity.process.definitions.Process method), [1], [2] perform_irl() (ergodicity.agents.evaluation.UtilityFunctionInference method), [1], [2] performance_history (ergodicity.agents.sml.NeuralNetworkAgent attribute), [1], [2] plambda (ergodicity.process.basic.GeneralizedHyperbolicProcess property), [1], [2] plot() (ergodicity.agents.agent_pool.AgentPool method), [1], [2] (ergodicity.process.basic.MultivariateLevy method), [1], [2] (ergodicity.process.definitions.Process method), [1], [2] (in module ergodicity.tools.helper), [1], [2] plot_2d() (ergodicity.process.basic.MultivariateLevy method), [1], [2] (ergodicity.process.definitions.Process method), [1], [2] plot_2dt() (ergodicity.process.basic.MultivariateLevy method), [1], [2] (ergodicity.process.definitions.Process method), [1], [2] plot_3d() (ergodicity.process.basic.MultivariateLevy method), [1], [2] (ergodicity.process.definitions.Process method), [1], [2] (ergodicity.tools.partial_sde.PSDESimulator method), [1], [2] plot_3d_multiscale_analysis() (ergodicity.tools.preasymptotics.PreasymptoticVisualizationTools method), [1], [2] plot_bayesian_results() (ergodicity.agents.evaluation.UtilityFunctionInference method), [1], [2] plot_distribution_evolution() (ergodicity.tools.preasymptotics.PreasymptoticVisualizationTools method), [1], [2] plot_ergodicity_results() (in module ergodicity.tools.evaluate), [1], [2] plot_fitted_distributions() (in module ergodicity.tools.fit), [1], [2] plot_growth_rate() (ergodicity.process.multiplicative.GeometricBrownianMotion method), [1], [2] plot_growth_rate_of_average_3d() (ergodicity.process.definitions.Process method), [1], [2] plot_inequality_measures() (ergodicity.agents.agent_pool.AgentPool method), [1], [2] plot_moment() (ergodicity.process.definitions.Process method), [1], [2] plot_optimal_utility_vs_process_params() (ergodicity.agents.evaluation.UtilityFunctionTester method), [1], [2] plot_parameter_distributions() (ergodicity.agents.evaluation.UtilityFunctionInference method), [1], [2] plot_partial_dependence() (ergodicity.agents.evaluation.UtilityFunctionInference method), [1], [2] plot_preference_heatmap() (ergodicity.agents.evaluation.UtilityFunctionInference method), [1], [2] plot_regression_results() (ergodicity.agents.evaluation.UtilityFunctionInference method), [1], [2] plot_results() (ergodicity.tools.partial_sde.PSDESimulator method), [1], [2] (ergodicity.tools.preasymptotics.PreasymptoticBehaviorQuantification method), [1], [2] (ergodicity.tools.preasymptotics.StatisticalTestingValidation method), [1], [2]

plot_scaling_analysis() (ergodicity.tools.preasymptotics.PreasymptoticVisualizationTools method), [1], [2] plot_simulate_ensemble() (in module ergodicity.tools.helper), [1], [2] plot_system() (in module ergodicity.tools.helper), [1], [2] plot_time_dependent_heatmap() (ergodicity.tools.preasymptotics.PreasymptoticVisualizationTools method), [1], [2] plot_time_series_windows() (ergodicity.tools.preasymptotics.PreasymptoticVisualizationTools method), [1], [2] plot_utility_functions() (ergodicity.agents.evaluation.UtilityFunctionInference method), [1], [2] plot_wavelet_analysis() (in module ergodicity.tools.evaluate), [1], [2] plot_wealth_3d() (in module ergodicity.agents.agent_pool), [1], [2] plot_weights() (ergodicity.process.definitions.Process method), [1], [2] plot_weights_and_growth_rate() (ergodicity.process.multiplicative.MultivariateGeometricBrownianMotion method), [1], [2] PoissonProcess (class in ergodicity.process.basic), [1], [2] population_size (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer attribute), [1], [2] (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer attribute), [1], [2] Portfolio (class in ergodicity.agents.portfolio), [1], [2] PreasymptoticBehaviorQuantification (class in ergodicity.tools.preasymptotics), [1], [2] PreasymptoticVisualizationTools (class in ergodicity.tools.preasymptotics), [1], [2] predict_preference() (ergodicity.agents.evaluation.UtilityFunctionInference method), [1], [2] predict_reward() (ergodicity.agents.evaluation.MaxEntIRL method), [1], [2] print_bayesian_results() (ergodicity.agents.evaluation.UtilityFunctionInference method), [1], [2] print_results() (ergodicity.agents.evaluation.UtilityFunctionInference method), [1], [2] (in module ergodicity.tools.fit), [1], [2] Process (class in ergodicity.process.definitions), [1], [2] process (ergodicity.agents.agent_pool.AgentPool attribute), [1], [2] process_class (ergodicity.agents.evaluation.UtilityFunctionTester attribute), [1], [2] (ergodicity.process.definitions.Process attribute), [1], [2] (ergodicity.process.definitions.Process property), [1], [2] process_encoder (ergodicity.agents.evaluation.UtilityFunctionInference attribute), [1], [2] (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer attribute), [1], [2] (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer attribute), [1], [2] process_selection_share (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer attribute), [1], [2] process_times (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer attribute), [1], [2] (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer attribute), [1], [2] process_to_dict() (in module ergodicity.agents.agents), [1], [2] process_types (ergodicity.tools.helper.ProcessEncoder attribute), [1], [2] ProcessEncoder (class in ergodicity.tools.helper), [1], [2] processes (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer attribute), [1], [2] (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer attribute), [1], [2] (ergodicity.agents.portfolio.Portfolio attribute), [1], [2] PSDESimulator (class in ergodicity.tools.partial_sde), [1], [2] pseudocorrelation_matrix (ergodicity.process.basic.MultivariateLevy property), [1], [2] pseudovariances (ergodicity.process.basic.MultivariateLevy property), [1], [2]

Q

qqplot_analysis() (in module ergodicity.tools.evaluate), [1], [2]

R

random_variable_from_pdf() (in module ergodicity.tools.compute), [1], [2] ranked_array() (in module ergodicity.agents.sml), [1], [2] recursive_flatten() (in module ergodicity.agents.agents), [1], [2] regression_fit() (ergodicity.agents.evaluation.UtilityFunctionInference method), [1], [2] regression_history (ergodicity.agents.evaluation.UtilityFunctionInference attribute), [1], [2] regression_model (ergodicity.agents.evaluation.UtilityFunctionInference attribute), [1], [2] reinforce() (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer method), [1], [2] ReinforcementEvolutionaryTrainer (class in ergodicity.agents.evolutionary_nn), [1], [2] relative_increments() (in module ergodicity.tools.compute), [1], [2] relative_variance_pea() (ergodicity.process.definitions.Process method), [1], [2] relative_variance_pea_theory() (ergodicity.process.multiplicative.GeometricBrownianMotion method), [1], [2] removal_interval (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer attribute), [1], [2] replace_integration_constants() (in module ergodicity.tools.solve), [1], [2]

ReportingAndExport (class in ergodicity.tools.preasymptotics), [1], [2] reproduce_with_exchange() (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer method), [1], [2] reproduce_without_exchange() (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer method), [1], [2] reset_wealth() (ergodicity.agents.evolutionary_nn.NeuralNetworkAgent method), [1], [2] (ergodicity.agents.sml.NeuralNetworkAgent method), [1], [2] results (ergodicity.agents.evaluation.UtilityFunctionTester attribute), [1], [2] reverse_mapping (ergodicity.tools.helper.ProcessEncoder attribute), [1], [2] reward_weights (ergodicity.agents.evaluation.MaxEntIRL attribute), [1], [2] rl_interval (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer attribute), [1], [2] run_function() (ergodicity.tools.multiprocessing.Parallel static method), [1], [2] run_task_parallel() (ergodicity.tools.multiprocessing.ParallelExecutionManager method), [1], [2] run_tests() (ergodicity.agents.evaluation.UtilityFunctionTester method), [1], [2] running_mean (ergodicity.agents.evolutionary_nn.DynamicBatchNorm1d attribute), [1], [2] running_var (ergodicity.agents.evolutionary_nn.DynamicBatchNorm1d attribute), [1], [2]

S

save() (ergodicity.agents.evolutionary_nn.NeuralNetwork method), [1], [2] (ergodicity.agents.evolutionary_nn.NeuralNetworkAgent method), [1], [2] save_and_plot_wealth_distribution() (ergodicity.agents.agent_pool.AgentPool method), [1], [2] save_best_weights() (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer method), [1], [2] (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer method), [1], [2] save_data() (ergodicity.agents.agent_pool.AgentPool method), [1], [2] save_model() (in module ergodicity.agents.sml), [1], [2] save_model_weights() (in module ergodicity.agents.sml), [1], [2] save_performance_metrics() (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer method), [1], [2] (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer method), [1], [2] save_to_file() (ergodicity.process.definitions.Process method), [1], [2] (in module ergodicity.tools.helper), [1], [2] scale (ergodicity.process.basic.GeneralizedHyperbolicProcess property), [1], [2] (ergodicity.process.basic.LevyStableProcess property), [1], [2] (ergodicity.process.basic.ParetoProcess property), [1], [2] scaled_scale (ergodicity.process.basic.LevyStableProcess property), [1], [2] secondary_tasks_wrapper() (in module ergodicity.tools.multiprocessing), [1], [2] select_elite() (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer method), [1], [2] select_process() (ergodicity.agents.evaluation.AgentEvaluation method), [1], [2] (ergodicity.agents.evolutionary_nn.NeuralNetworkAgent method), [1], [2] (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer method), [1], [2] (ergodicity.agents.sml.NeuralNetworkAgent method), [1], [2] select_top_agents() (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer method), [1], [2] self_averaging_time() (ergodicity.process.definitions.Process method), [1], [2] self_averaging_time_theory() (ergodicity.process.multiplicative.GeometricBrownianMotion method), [1], [2] separate() (ergodicity.process.definitions.Process method), [1], [2] (in module ergodicity.tools.helper), [1], [2] setup module, [1] shape (ergodicity.process.basic.ParetoProcess property), [1], [2] sigma_divergence() (ergodicity.process.multiplicative.GeometricLevyProcess method), [1], [2] simulate() (ergodicity.agents.agent_pool.AgentPool method), [1], [2] (ergodicity.agents.portfolio.Portfolio method), [1], [2] (ergodicity.process.basic.EmptyProcess method), [1], [2] (ergodicity.process.basic.MultivariateBrownianMotion method), [1], [2] (ergodicity.process.basic.MultivariateLevy method), [1], [2] (ergodicity.process.basic.PoissonProcess method), [1], [2] (ergodicity.process.definitions.Process method), [1], [2] (ergodicity.tools.partial_sde.PSDESimulator method), [1], [2] simulate_2d() (ergodicity.process.basic.MultivariateBrownianMotion method), [1], [2] (ergodicity.process.basic.MultivariateLevy method), [1], [2] (ergodicity.process.definitions.Process method), [1], [2] simulate_3d() (ergodicity.process.basic.MultivariateBrownianMotion method), [1], [2] (ergodicity.process.basic.MultivariateLevy method), [1], [2] (ergodicity.process.definitions.Process method), [1], [2] simulate_and_calculate_growth_rate() (in module ergodicity.tools.multiprocessing), [1], [2]

simulate_distribution() (ergodicity.process.definitions.Process method), [1], [2] simulate_ensemble() (ergodicity.process.multiplicative.MultivariateGeometricBrownianMotion method), [1], [2] (ergodicity.process.multiplicative.MultivariateGeometricLevy method), [1], [2] simulate_ensembles() (ergodicity.process.definitions.Process method), [1], [2] simulate_growth_rate() (ergodicity.process.multiplicative.GeometricBrownianMotion method), [1], [2] (ergodicity.process.multiplicative.MultivariateGeometricBrownianMotion method), [1], [2] simulate_independent_gaussian_processes() (in module ergodicity.tools.compute), [1], [2] simulate_live() (ergodicity.process.basic.MultivariateBrownianMotion method), [1], [2] (ergodicity.process.basic.MultivariateLevy method), [1], [2] (ergodicity.process.definitions.Process method), [1], [2] simulate_live_2d() (ergodicity.process.basic.MultivariateBrownianMotion method), [1], [2] (ergodicity.process.basic.MultivariateLevy method), [1], [2] (ergodicity.process.definitions.Process method), [1], [2] simulate_live_2dt() (ergodicity.process.basic.MultivariateBrownianMotion method), [1], [2] (ergodicity.process.basic.MultivariateLevy method), [1], [2] (ergodicity.process.definitions.Process method), [1], [2] simulate_live_3d() (ergodicity.process.basic.MultivariateBrownianMotion method), [1], [2] (ergodicity.process.basic.MultivariateLevy method), [1], [2] (ergodicity.process.definitions.Process method), [1], [2] simulate_process() (ergodicity.agents.evaluation.UtilityFunctionTester method), [1], [2] (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer method), [1], [2] (in module ergodicity.agents.sml), [1], [2] simulate_until() (ergodicity.process.definitions.Process method), [1], [2] simulate_weights() (ergodicity.process.basic.MultivariateBrownianMotion method), [1], [2] (ergodicity.process.definitions.Process method), [1], [2] (ergodicity.process.multiplicative.MultivariateGeometricBrownianMotion method), [1], [2] simulate_with_differential (ergodicity.process.definitions.Process attribute), [1], [2] (ergodicity.process.definitions.Process property), [1], [2] simulation_decorator() (in module ergodicity.process.definitions), [1], [2] simulation_timestep (ergodicity.agents.agent_pool.AgentPool attribute), [1], [2] solve() (in module ergodicity.tools.solve), [1], [2] solve_fokker_planck_numerically() (in module ergodicity.tools.compute), [1], [2] SquaredBesselProcess (class in ergodicity.process.basic), [1], [2] StandardBesselProcess (class in ergodicity.process.basic), [1], [2] StandardBrownianBridge (class in ergodicity.process.basic), [1], [2] StandardBrownianExcursion (class in ergodicity.process.basic), [1], [2] StandardBrownianMeander (class in ergodicity.process.basic), [1], [2] StandardFractionalBrownianMotion (class in ergodicity.process.basic), [1], [2] StandardMultifractionalBrownianMotion (class in ergodicity.process.basic), [1], [2] StatisticalTestingValidation (class in ergodicity.tools.preasymptotics), [1], [2] stochastic_term (ergodicity.process.definitions.ItoProcess attribute), [1], [2] (ergodicity.process.definitions.ItoProcess property), [1], [2] StochasticAlphaBetaRhoSimulation() (in module ergodicity.process.lib), [1], [2] StochasticHeatEquation_case() (in module ergodicity.cases), [1], [2] StochasticVolatilityModelSimulation() (in module ergodicity.process.lib), [1], [2] SubordinatorSimulation() (in module ergodicity.process.lib), [1], [2] surrogate_data_test() (ergodicity.tools.preasymptotics.StatisticalTestingValidation method), [1], [2]

T

t (ergodicity.tools.partial_sde.PSDESimulator attribute), [1], [2] t_range (ergodicity.tools.partial_sde.PSDESimulator attribute), [1], [2] t_scaling (ergodicity.process.basic.GeneralizedHyperbolicProcess property), [1], [2] tail_index_hill() (in module ergodicity.tools.evaluate), [1], [2] task_wrapper() (in module ergodicity.tools.multiprocessing), [1], [2] tempered (ergodicity.process.basic.LevyStableProcess property), [1], [2] tempered_stable_rvs() (ergodicity.process.basic.LevyStableProcess method), [1], [2] tempering (ergodicity.process.basic.LevyStableProcess property), [1], [2] test_ergodicity_increments() (in module ergodicity.tools.evaluate), [1], [2] test_fat_tailedness() (in module ergodicity.tools.evaluate), [1], [2] test_fitting_success() (in module ergodicity.tools.fit), [1], [2] test_self_similarity() (in module ergodicity.tools.evaluate), [1], [2] test_self_similarity_wavelet() (in module ergodicity.tools.evaluate), [1], [2] test_utility_functions() (ergodicity.agents.evaluation.UtilityFunctionTester method), [1], [2] TestingGeometricLevyPipeline_case() (in module ergodicity.tools.research), [1], [2] TestSystemSimulation() (in module ergodicity.process.lib), [1], [2] time (ergodicity.agents.agent_pool.AgentPool attribute), [1], [2] time_average() (ergodicity.process.definitions.Process method), [1], [2] (in module ergodicity.tools.solve), [1], [2] time_average_expression() (ergodicity.process.definitions.ItoProcess method), [1], [2] (ergodicity.process.definitions.Process method), [1], [2] time_average_limit() (in module ergodicity.tools.solve), [1], [2] time_series (ergodicity.tools.preasymptotics.PreasymptoticBehaviorQuantification attribute), [1], [2] (ergodicity.tools.preasymptotics.PreasymptoticVisualizationTools attribute), [1], [2] (ergodicity.tools.preasymptotics.ReportingAndExport attribute), [1], [2] (ergodicity.tools.preasymptotics.StatisticalTestingValidation attribute), [1], [2]

time_to_stationarity_estimation() (ergodicity.tools.preasymptotics.PreasymptoticBehaviorQuantification method), [1], [2] time_values (ergodicity.tools.preasymptotics.PreasymptoticBehaviorQuantification attribute), [1], [2] (ergodicity.tools.preasymptotics.PreasymptoticVisualizationTools attribute), [1], [2] (ergodicity.tools.preasymptotics.ReportingAndExport attribute), [1], [2] (ergodicity.tools.preasymptotics.StatisticalTestingValidation attribute), [1], [2] TimeAverageDynamicsGBM_case() (in module ergodicity.cases), [1], [2] timestep (ergodicity.agents.agent_pool.AgentPool attribute), [1], [2] TINstancesPipeline_case() (in module ergodicity.tools.research), [1], [2] TINstancesPipelineTest_case() (in module ergodicity.tools.research), [1], [2] top_k (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer attribute), [1], [2] total_accumulated_wealth (ergodicity.agents.agents.Agent_utility attribute), [1], [2], [3], [4], [5] train() (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer method), [1], [2] (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer method), [1], [2] train_agent_time() (in module ergodicity.agents.sml), [1], [2] train_agent_value() (in module ergodicity.agents.sml), [1], [2] transient_fluctuation_analysis() (ergodicity.tools.preasymptotics.PreasymptoticBehaviorQuantification method), [1], [2] truncate() (ergodicity.process.basic.LevyStableProcess method), [1], [2] truncated (ergodicity.process.basic.LevyStableProcess property), [1], [2] truncation_level (ergodicity.process.basic.LevyStableProcess property), [1], [2] truncation_type (ergodicity.process.basic.LevyStableProcess property), [1], [2] types (ergodicity.process.definitions.Process attribute), [1], [2] (ergodicity.process.definitions.Process property), [1], [2]

U

u (ergodicity.tools.partial_sde.PSDESimulator attribute), [1], [2] update_wealth() (ergodicity.agents.evolutionary_nn.NeuralNetworkAgent method), [1], [2] (ergodicity.agents.sml.NeuralNetworkAgent method), [1], [2] utility_arctan() (in module ergodicity.agents.evaluation), [1], [2] utility_cobb_douglas() (in module ergodicity.agents.evaluation), [1], [2] utility_exp() (in module ergodicity.agents.evaluation), [1], [2] utility_functions (ergodicity.agents.evaluation.UtilityFunctionInference attribute), [1], [2] (ergodicity.agents.evaluation.UtilityFunctionTester attribute), [1], [2] utility_linear_threshold() (in module ergodicity.agents.evaluation), [1], [2]

utility_log() (in module ergodicity.agents.evaluation), [1], [2] utility_power() (in module ergodicity.agents.evaluation), [1], [2] utility_prospect_theory() (in module ergodicity.agents.evaluation), [1], [2] utility_quadratic() (in module ergodicity.agents.evaluation), [1], [2] utility_sigmoid() (in module ergodicity.agents.evaluation), [1], [2] UtilityFitting_case() (in module ergodicity.cases), [1], [2] UtilityFunction (class in ergodicity.agents.evaluation), [1], [2] UtilityFunctionInference (class in ergodicity.agents.evaluation), [1], [2] UtilityFunctionTester (class in ergodicity.agents.evaluation), [1], [2]

V

validate_input_shape() (in module ergodicity.tools.compute), [1], [2] VarianceGammaProcess (class in ergodicity.process.basic), [1], [2] VarianceGammaSimulation() (in module ergodicity.process.lib), [1], [2] VariousSimulations_case() (in module ergodicity.cases), [1], [2] VasicekSimulation() (in module ergodicity.process.lib), [1], [2] visualize() (ergodicity.agents.portfolio.Portfolio method), [1], [2] visualize_agent_evolution() (in module ergodicity.agents.agents), [1], [2] visualize_function() (in module ergodicity.tools.compute), [1], [2] visualize_growth_rates() (in module ergodicity.tools.multiprocessing), [1], [2]

visualize_moment() (ergodicity.process.definitions.Process method), [1], [2] visualize_moments() (ergodicity.process.definitions.Process method), [1], [2] visualize_neural_network_evolution() (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer method), [1], [2] (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer method), [1], [2] visualize_performance() (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer method), [1], [2] (ergodicity.agents.evolutionary_nn.ReinforcementEvolutionaryTrainer method), [1], [2] visualize_results() (in module ergodicity.agents.sml), [1], [2] visualize_utility_function_evolution() (ergodicity.agents.agents.Agent_utility static method), [1], [2] visualize_weighting() (in module ergodicity.agents.probability_weighting), [1], [2]

W

wavelet_estimation() (in module ergodicity.tools.evaluate), [1], [2] wealth (ergodicity.agents.agent_pool.AgentPool attribute), [1], [2] (ergodicity.agents.agents.Agent_utility attribute), [1], [2], [3], [4], [5] (ergodicity.agents.evolutionary_nn.NeuralNetworkAgent attribute), [1], [2] (ergodicity.agents.sml.NeuralNetworkAgent attribute), [1], [2] wealth_history (ergodicity.agents.portfolio.Portfolio attribute), [1], [2]

weight_history (ergodicity.agents.portfolio.Portfolio attribute), [1], [2] weight_init (ergodicity.agents.evolutionary_nn.NeuralNetwork attribute), [1], [2] wiener_increment_function() (in module ergodicity.tools.partial_sde), [1], [2] WienerProcess (class in ergodicity.process.basic), [1], [2] with_exchange (ergodicity.agents.evolutionary_nn.EvolutionaryNeuralNetworkTrainer attribute), [1], [2] worker() (in module ergodicity.agents.sml), [1], [2] wrapp() (ergodicity.tools.multiprocessing.Parallel class method), [1], [2]

X

x (ergodicity.tools.partial_sde.PSDESimulator attribute), [1], [2]

x_range (ergodicity.tools.partial_sde.PSDESimulator attribute), [1], [2] x_reach_2() (in module ergodicity.agents.sml), [1], [2]