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Stochastic Process Analyzer

{

  "name": "stochastic-process-analyzer",

  "version": "2.0.0",

  "description": "Advanced stochastic process analysis and financial modeling MCP server",

  "author": "Stochastic Process Analysis Team",

  "license": "MIT",

  "server": {

  "host": "localhost",

  "port": 3001,

  "protocol": "http",

  "baseUrl": "http://localhost:3001",

  "timeout": 30000,

  "keepAlive": true,

  "maxConnections": 100

  },

  "capabilities": {

  "tools": [

  {

  "name": "simulate_stochastic_process",

  "description": "Generate comprehensive stochastic process simulations",

  "version": "2.0.0",

  "category": "simulation",

  "tags": ["stochastic", "finance", "modeling"],

  "complexity": "high",

  "estimatedTime": "5-30s"

  },

  {

  "name": "calculate_financial_metrics",

  "description": "Calculate comprehensive financial risk and performance metrics",

  "version": "2.0.0",

  "category": "analysis",

  "tags": ["finance", "risk", "metrics"],

  "complexity": "medium",

  "estimatedTime": "1-5s"

  },

  {

  "name": "export_analysis",

  "description": "Export analysis results in various formats",

  "version": "2.0.0",

  "category": "export",

  "tags": ["export", "data", "formats"],

  "complexity": "low",

  "estimatedTime": "1-3s"

  },

  {

  "name": "render_gbm_component",

  "description": "Render interactive GBM analyzer component",

  "version": "2.0.0",

  "category": "visualization",

  "tags": ["gbm", "component", "interactive"],

  "complexity": "medium",

  "estimatedTime": "2-5s"

  }

  ],

  "resources": [

  {

  "name": "simulation_data",

  "description": "Access to generated simulation data",

  "type": "data",

  "format": "json",

  "access": "read"

  },

  {

  "name": "financial_metrics",

  "description": "Calculated financial and risk metrics",

  "type": "metrics",

  "format": "json",

  "access": "read"

  },

  {

  "name": "model_configurations",

  "description": "Available stochastic model configurations",

  "type": "config",

  "format": "json",

  "access": "read"

  },

  {

  "name": "component_templates",

  "description": "HTML component templates",

  "type": "template",

  "format": "html",

  "access": "read"

  }

  ],

  "models": [

  {

  "name": "gbm",

  "fullName": "Geometric Brownian Motion",

  "description": "Classic model for asset price movements",

  "equation": "dS(t) = μS(t)dt + σS(t)dW(t)",

  "parameters": {

  "drift": {

  "type": "number",

  "range": [-0.5, 0.5],

  "default": 0.05,

  "description": "Annual drift rate (μ)"

  },

  "volatility": {

  "type": "number",

  "range": [0.01, 2.0],

  "default": 0.2,

  "description": "Annual volatility (σ)"

  },

  "initialValue": {

  "type": "number",

  "range": [0.1, 10000],

  "default": 100,

  "description": "Initial asset value (S₀)"

  },

  "timeHorizon": {

  "type": "number",

  "range": [0.1, 10],

  "default": 1,

  "description": "Time horizon in years"

  },

  "steps": {

  "type": "integer",

  "range": [50, 10000],

  "default": 252,

  "description": "Number of time steps"

  },

  "numPaths": {

  "type": "integer",

  "range": [100, 10000],

  "default": 1000,

  "description": "Number of simulation paths"

  }

  },

  "applications": ["finance", "options", "risk"],

  "complexity": "medium",

  "available": true

  },

  {

  "name": "ou",

  "fullName": "Ornstein-Uhlenbeck Process",

  "description": "Mean-reverting stochastic process",

  "equation": "dX(t) = θ(μ - X(t))dt + σdW(t)",

  "parameters": {

  "meanReversion": {

  "type": "number",

  "range": [0.01, 10],

  "default": 1,

  "description": "Mean reversion speed (θ)"

  },

  "longTermMean": {

  "type": "number",

  "range": [-100, 100],

  "default": 0,

  "description": "Long-term mean (μ)"

  },

  "volatility": {

  "type": "number",

  "range": [0.01, 2.0],

  "default": 0.2,

  "description": "Volatility (σ)"

  },

  "initialValue": {

  "type": "number",

  "range": [-100, 100],

  "default": 0,

  "description": "Initial value (X₀)"

  }

  },

  "applications": ["interest-rates", "commodities", "volatility"],

  "complexity": "medium",

  "available": false

  },

  {

  "name": "jump",

  "fullName": "Jump Diffusion Process",

  "description": "GBM with random jumps",

  "equation": "dS(t) = μS(t)dt + σS(t)dW(t) + S(t-)dJ(t)",

  "applications": ["crisis-modeling", "event-risk", "derivatives"],

  "complexity": "high",

  "available": false

  },

  {

  "name": "heston",

  "fullName": "Heston Stochastic Volatility",

  "description": "Model with stochastic volatility",

  "applications": ["options", "volatility-surface", "exotic-derivatives"],

  "complexity": "high",

  "available": false

  }

  ]

  },

  "authentication": {

  "type": "api_key",

  "required": false,

  "headerName": "X-API-Key",

  "description": "Optional API key for rate limiting and analytics"

  },

  "rateLimit": {

  "enabled": true,

  "requests": 100,

  "window": 3600,

  "skipSuccessfulRequests": false,

  "skipFailedRequests": true

  },

  "limits": {

  "maxSimulationSteps": 10000,

  "maxSimulationPaths": 10000,

  "maxConcurrentRequests": 10,

  "requestTimeout": 30000,

  "maxPayloadSize": "10mb",

  "maxExportSize": "50mb"

  },

  "logging": {

  "level": "info",

  "format": "combined",

  "maxSize": "10mb",

  "maxFiles": 5,

  "destinations": ["console", "file", "rotating-file"]

  },

  "monitoring": {

  "enabled": true,

  "metrics": {

  "requests": true,

  "errors": true,

  "performance": true,

  "memory": true,

  "cpu": true

  },

  "healthCheck": {

  "path": "/health",

  "interval": 30000,

  "timeout": 5000

  }

  },

  "cache": {

  "enabled": true,

  "type": "memory",

  "ttl": 300000,

  "maxSize": 100,

  "redis": {

  "host": "localhost",

  "port": 6379,

  "password": null,

  "db": 0

  }

  },

  "database": {

  "type": "sqlite",

  "path": "data/stochastic.db",

  "options": {

  "synchronous": "NORMAL",

  "journal_mode": "WAL"

  },

  "migrations": {

  "enabled": true,

  "path": "migrations/"

  }

  },

  "security": {

  "helmet": {

  "contentSecurityPolicy": {

  "directives": {

  "defaultSrc": ["'self'"],

  "styleSrc": ["'self'", "'unsafe-inline'", "https://cdnjs.cloudflare.com"],

  "scriptSrc": ["'self'", "https://cdnjs.cloudflare.com"],

  "imgSrc": ["'self'", "data:", "https:"]

  }

  }

  },

  "cors": {

  "origin": ["http://localhost:3000", "https://claude.ai"],

  "credentials": true,

  "methods": ["GET", "POST", "PUT", "DELETE", "OPTIONS"],

  "allowedHeaders": ["Content-Type", "Authorization", "X-MCP-Version", "X-API-Key"]

  }

  },

  "features": {

  "simulationBatching": true,

  "componentCaching": true,

  "exportFormats": ["json", "csv", "xml", "pdf"],

  "realTimeUpdates": false,

  "multiDimensional": true,

  "customModels": false,

  "distributedComputing": false

  },

  "integrations": {

  "claude": {

  "enabled": true,

  "version": "4.0",

  "endpoints": {

  "completions": "https://api.anthropic.com/v1/completions"

  }

  },

  "jupyter": {

  "enabled": false,

  "kernelPath": "/usr/local/share/jupyter/kernels/python3"

  },

  "r": {

  "enabled": false,

  "rscriptPath": "/usr/bin/Rscript"

  }

  },

  "deployment": {

  "environment": "development",

  "containers": {

  "docker": {

  "image": "stochastic-mcp:latest",

  "ports": ["3001:3001"],

  "volumes": ["./data:/app/data", "./logs:/app/logs"],

  "environment": {

  "NODE_ENV": "production",

  "PORT": "3001",

  "LOG_LEVEL": "info"

  }

  }

  },

  "scaling": {

  "minReplicas": 1,

  "maxReplicas": 5,

  "targetCPU": 70,

  "targetMemory": 80

  }

  },

  "documentation": {

  "openapi": {

  "enabled": true,

  "path": "/docs/openapi.json",

  "ui": "/docs"

  },

  "examples": {

  "enabled": true,

  "path": "/examples"

  }

  },

  "testing": {

  "enabled": true,

  "coverage": {

  "threshold": 80,

  "reportFormats": ["text", "html", "json"]

  },

  "e2e": {

  "enabled": false,

  "browserless": false

  }

  },

  "version": "2.0.0",

  "lastUpdated": "2024-07-09T00:00:00Z",

  "maintainer": {

  "name": "Stochastic Process Analysis Team",

  "email": "support@stochastic-mcp.com",

  "url": "https://github.com/your-org/stochastic-process-mcp"

  }

}

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security - not tested
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license - not found
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quality - not tested

hybrid server

The server is able to function both locally and remotely, depending on the configuration or use case.

Advanced server for simulating financial models and stochastic processes, offering tools for generating simulations, calculating financial metrics, and visualizing results with interactive components.

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