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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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