chore: add seo metadata and release v2.5.4

Author: dancixx

.github/social-preview.png

@@ -58,3 +58,4 @@ website/.source/
 website/.env*.local
 
 docs
+*.tsbuildinfo

.gitignore

@@ -0,0 +1,45 @@
+{
+  "upload_type": "software",
+  "access_right": "open",
+  "license": "mit",
+  "title": "stochastic-rs: quantitative finance and stochastic process simulation in Rust",
+  "description": "<p>stochastic-rs is an open-source Rust library for quantitative finance and stochastic process simulation.</p><p>It provides 120+ stochastic processes (diffusion, jump, fractional and rough volatility, short-rate, HJM, LMM), option pricing and model calibration (Black-Scholes-Merton, Heston, SABR, rough Bergomi, L&eacute;vy, double Heston), volatility surface construction (SVI, SSVI, SABR smile), fixed income and credit modelling, statistical estimators (Hurst exponent, maximum likelihood for diffusions, realised variance), copulas, market microstructure models, and neural-network volatility surrogates.</p><p>Implementations are generic over f32/f64, SIMD-accelerated on CPU with optional CUDA, Metal and Accelerate backends, and exposed to Python through PyO3.</p><p>Documentation: <a href=\"https://stochastic.rust-dd.com\">stochastic.rust-dd.com</a></p>",
+  "creators": [
+    {
+      "name": "Boros, Dániel",
+      "orcid": "0009-0008-1207-2251"
+    }
+  ],
+  "keywords": [
+    "quantitative finance",
+    "stochastic processes",
+    "option pricing",
+    "model calibration",
+    "Monte Carlo",
+    "rough volatility",
+    "fractional Brownian motion",
+    "stochastic volatility",
+    "copulas",
+    "fixed income",
+    "Rust",
+    "SIMD",
+    "GPU computing"
+  ],
+  "related_identifiers": [
+    {
+      "identifier": "https://stochastic.rust-dd.com",
+      "relation": "isDocumentedBy",
+      "scheme": "url"
+    },
+    {
+      "identifier": "https://crates.io/crates/stochastic-rs",
+      "relation": "isIdenticalTo",
+      "scheme": "url"
+    },
+    {
+      "identifier": "https://pypi.org/project/stochastic-rs/",
+      "relation": "isIdenticalTo",
+      "scheme": "url"
+    }
+  ]
+}

.zenodo.json

@@ -0,0 +1,35 @@
+cff-version: 1.2.0
+message: "If you use stochastic-rs in your research, please cite it as below."
+title: "stochastic-rs: quantitative finance and stochastic process simulation in Rust"
+abstract: >-
+  stochastic-rs is an open-source Rust library for quantitative finance and
+  stochastic process simulation. It provides 120+ stochastic processes
+  (diffusion, jump, fractional and rough volatility, short-rate, HJM, LMM),
+  option pricing and model calibration (Black-Scholes-Merton, Heston, SABR,
+  rough Bergomi, Levy, double Heston), volatility surface construction
+  (SVI, SSVI, SABR smile), fixed income and credit, statistical estimators
+  (Hurst exponent, maximum likelihood for diffusions, realised variance),
+  copulas, and neural-network volatility surrogates. Implementations are
+  generic over f32/f64, SIMD-accelerated on CPU with optional CUDA, Metal
+  and Accelerate backends, and exposed to Python through PyO3.
+type: software
+authors:
+  - family-names: Boros
+    given-names: Dániel
+    email: dancixx@gmail.com
+    orcid: "https://orcid.org/0009-0008-1207-2251"
+repository-code: "https://github.com/rust-dd/stochastic-rs"
+url: "https://stochastic.rust-dd.com"
+license: MIT
+version: 2.5.4
+date-released: "2026-07-25"
+keywords:
+  - quantitative finance
+  - stochastic processes
+  - option pricing
+  - model calibration
+  - Monte Carlo
+  - rough volatility
+  - fractional Brownian motion
+  - copulas
+  - Rust

CITATION.cff

@@ -12,7 +12,7 @@ members = [
 ]
 
 [workspace.package]
-version = "2.5.3"
+version = "2.5.4"
 
 [workspace.dependencies]
 # Internal crates
@@ -110,12 +110,13 @@ name = "stochastic-rs"
 version.workspace = true
 edition = "2024"
 license = "MIT"
-description = "A Rust library for quant finance and simulating stochastic processes."
-homepage = "https://github.com/dancixx/stochastic-rs"
+description = "Quantitative finance in Rust: 120+ stochastic processes, option pricing, model calibration, volatility surfaces, fixed income, risk and copulas — SIMD/GPU accelerated, with Python bindings."
+homepage = "https://stochastic.rust-dd.com"
 documentation = "https://docs.rs/stochastic-rs/latest/stochastic_rs/"
-repository = "https://github.com/dancixx/stochastic-rs"
+repository = "https://github.com/rust-dd/stochastic-rs"
 readme = "README.md"
-keywords = ["stochastic", "quant", "finance", "simulation", "statistics"]
+keywords = ["quantitative-finance", "option-pricing", "quantlib", "stochastic-processes", "monte-carlo"]
+categories = ["finance", "mathematics", "science", "simulation", "algorithms"]
 exclude = [ "**/*.tar.gz", "data/**", "trainsets/**", "src/ai/volatility/*TrainSet.txt.gz", ]
 
 [dependencies]

Cargo.toml

@@ -1,12 +1,16 @@
 ![Build Workflow](https://github.com/rust-dd/stochastic-rs/actions/workflows/rust.yml/badge.svg)
 [![Crates.io](https://img.shields.io/crates/v/stochastic-rs?style=flat-square)](https://crates.io/crates/stochastic-rs)
+[![docs.rs](https://img.shields.io/docsrs/stochastic-rs?style=flat-square)](https://docs.rs/stochastic-rs)
+[![Downloads](https://img.shields.io/crates/d/stochastic-rs?style=flat-square)](https://crates.io/crates/stochastic-rs)
+[![PyPI](https://img.shields.io/pypi/v/stochastic-rs?style=flat-square&logo=pypi&logoColor=white)](https://pypi.org/project/stochastic-rs/)
 ![License](https://img.shields.io/crates/l/stochastic-rs?style=flat-square)
 [![codecov](https://codecov.io/gh/rust-dd/stochastic-rs/graph/badge.svg)](https://codecov.io/gh/rust-dd/stochastic-rs)
 
 # stochastic-rs
 
-A high-performance Rust library for stochastic process simulation,
-quantitative finance, statistics, copulas, distributions, and
+**Quantitative finance in Rust** — a high-performance library for
+stochastic process simulation, option pricing, model calibration,
+volatility surfaces, fixed income, risk, statistics, copulas, and
 neural-network volatility surrogates. Generic over `f32` / `f64`, with
 SIMD acceleration on CPU and CUDA / Metal / Accelerate / cubecl backends
 where they pay off, and first-class Python bindings via PyO3.
@@ -50,7 +54,7 @@ Highlights:
 
 ```toml
 [dependencies]
-stochastic-rs = "2.0.0"
+stochastic-rs = "2.5"
 ```
 
 ```rust

README.md

@@ -4,26 +4,60 @@ build-backend = "maturin"
 
 [project]
 name = "stochastic-rs"
-description = "A high-performance Rust library for simulating stochastic processes with first-class bindings."
+description = "Quantitative finance for Python, powered by Rust: 120+ stochastic processes, option pricing, model calibration, volatility surfaces, fixed income, risk and copulas — numpy-in / numpy-out."
 requires-python = ">=3.9"
 dynamic = ["version"]
 dependencies = ["numpy"]
 readme = "README.md"
 license = {text = "MIT"}
-keywords = ["stochastic", "quant", "finance", "simulation", "statistics"]
+keywords = [
+  "quantitative-finance",
+  "option-pricing",
+  "quantlib",
+  "stochastic-processes",
+  "monte-carlo",
+  "derivatives",
+  "volatility",
+  "heston",
+  "calibration",
+  "fixed-income",
+  "risk-management",
+  "copula",
+  "sde",
+  "rough-volatility",
+]
 classifiers = [
+  "Development Status :: 5 - Production/Stable",
+  "Intended Audience :: Developers",
+  "Intended Audience :: Financial and Insurance Industry",
+  "Intended Audience :: Science/Research",
+  "Operating System :: MacOS",
+  "Operating System :: Microsoft :: Windows",
+  "Operating System :: POSIX :: Linux",
+  "Programming Language :: Python :: 3",
+  "Programming Language :: Python :: 3.9",
+  "Programming Language :: Python :: 3.10",
+  "Programming Language :: Python :: 3.11",
+  "Programming Language :: Python :: 3.12",
+  "Programming Language :: Python :: 3.13",
+  "Programming Language :: Python :: Implementation :: CPython",
   "Programming Language :: Rust",
-  "Topic :: Scientific/Engineering :: Mathematics",
   "Topic :: Office/Business :: Financial",
+  "Topic :: Office/Business :: Financial :: Investment",
+  "Topic :: Scientific/Engineering :: Artificial Intelligence",
+  "Topic :: Scientific/Engineering :: Information Analysis",
+  "Topic :: Scientific/Engineering :: Mathematics",
 ]
 
 [project.optional-dependencies]
 dev = ["pytest>=7.0", "numpy", "scipy"]
 
 [project.urls]
-Homepage = "https://github.com/dancixx/stochastic-rs"
-Repository = "https://github.com/dancixx/stochastic-rs"
-Documentation = "https://docs.rs/stochastic-rs"
+Homepage = "https://stochastic.rust-dd.com"
+Documentation = "https://stochastic.rust-dd.com/docs/python"
+Repository = "https://github.com/rust-dd/stochastic-rs"
+Issues = "https://github.com/rust-dd/stochastic-rs/issues"
+Changelog = "https://github.com/rust-dd/stochastic-rs/releases"
 
 [tool.pytest.ini_options]
 testpaths = ["stochastic-rs-py/tests"]

pyproject.toml

@@ -4,9 +4,9 @@ version.workspace = true
 edition = "2024"
 license = "MIT"
 description = "AI / neural surrogates for volatility models."
-homepage = "https://github.com/dancixx/stochastic-rs"
+homepage = "https://stochastic.rust-dd.com"
 documentation = "https://docs.rs/stochastic-rs-ai"
-repository = "https://github.com/dancixx/stochastic-rs"
+repository = "https://github.com/rust-dd/stochastic-rs"
 keywords = ["volatility", "neural-network", "finance", "quant", "surrogate"]
 categories = ["finance", "mathematics", "science"]
 exclude = ["src/volatility/*TrainSet.txt.gz", "**/*.gz"]

stochastic-rs-ai/Cargo.toml

@@ -4,9 +4,9 @@ version.workspace = true
 edition = "2024"
 license = "MIT"
 description = "Bivariate, multivariate, and empirical copulas."
-homepage = "https://github.com/dancixx/stochastic-rs"
+homepage = "https://stochastic.rust-dd.com"
 documentation = "https://docs.rs/stochastic-rs-copulas"
-repository = "https://github.com/dancixx/stochastic-rs"
+repository = "https://github.com/rust-dd/stochastic-rs"
 keywords = ["copula", "dependence", "statistics", "gaussian", "vine"]
 categories = ["mathematics", "simulation", "science"]
 

stochastic-rs-copulas/Cargo.toml

@@ -4,9 +4,9 @@ version.workspace = true
 edition = "2024"
 license = "MIT"
 description = "Core traits, SIMD RNG, and macros for stochastic-rs."
-homepage = "https://github.com/dancixx/stochastic-rs"
+homepage = "https://stochastic.rust-dd.com"
 documentation = "https://docs.rs/stochastic-rs-core"
-repository = "https://github.com/dancixx/stochastic-rs"
+repository = "https://github.com/rust-dd/stochastic-rs"
 keywords = ["stochastic", "simd", "rng", "monte-carlo", "simulation"]
 categories = ["algorithms", "mathematics", "simulation"]