[Python Package] Code from 'The Elements of Hawkes Processes' Book
☆32Sep 28, 2023Updated 3 years ago
Alternatives and similar repositories for hawkesbook
Users that are interested in hawkesbook are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A machine learning tool that implements the class of state-dependent Hawkes processes.☆34Jul 31, 2023Updated 3 years ago
- MCMC Inference for a Hawkes process in Julia☆27May 2, 2023Updated 3 years ago
- Parametric estimation of multivariate Hawkes processes with general kernels.☆14May 27, 2024Updated 2 years ago
- fast parameter estimation for simpler Hawkes processes☆72Jun 3, 2022Updated 4 years ago
- Python class for generation and parameter estimation of multivariate Hawkes processes☆178Aug 27, 2025Updated last year
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Python framework for inference in Hawkes processes.☆250Aug 18, 2023Updated 3 years ago
- evently: simulation, fitting of Hawkes processes☆16Jan 22, 2023Updated 3 years ago
- Learning Hawkes Processes from a Handful of Events☆13Jul 6, 2023Updated 3 years ago
- Module for statistical learning, with a particular emphasis on time-dependent modelling☆557Jun 15, 2026Updated 4 months ago
- code for "Neural Jump Ordinary Differential Equations"☆30Feb 16, 2023Updated 3 years ago
- Recurrent Marked Temporal Point Processes☆54Aug 15, 2021Updated 5 years ago
- Codebase for Attentive Neural Hawkes Process (A-NHP) and Attentive Neural Datalog Through Time (A-NDTT)☆61Dec 28, 2024Updated last year
- Source code of The Neural Hawkes Process (NIPS 2017)☆230Sep 27, 2021Updated 5 years ago
- ☆10May 19, 2021Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 9 years ago
- code for "Fully Neural Network based Model for General Temporal Point Processes"☆65Jan 29, 2021Updated 5 years ago
- Financial Markets Microstructure course (UCPH, Masters in Econ)☆28Aug 25, 2025Updated last year
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆24Jan 16, 2018Updated 8 years ago
- Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and…☆23Jul 11, 2026Updated 3 months ago
- Scalable implementation of Lee / Mykland (2012) and Ait-Sahalia / Jacod (2012) Jump tests for noisy high frequency data☆12Jan 26, 2025Updated last year
- Open-domain Event Extraction and Embedding for Natural Gas Market Prediction☆14May 18, 2024Updated 2 years ago
- R-package: Bayesian variable selection, model choice, and regularized estimation for (spatial) generalized additive mixed regression …☆14Oct 22, 2024Updated last year
- Simple Experimental Limit Order Book Simulation☆15Apr 12, 2020Updated 6 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Night theme for Zotero UI and PDF☆10May 21, 2023Updated 3 years ago
- lob simulations phd project☆19Feb 21, 2026Updated 7 months ago
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆16Oct 9, 2026Updated last week
- I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into …☆25Aug 10, 2022Updated 4 years ago
- ☆21Apr 1, 2023Updated 3 years ago
- This repo contains lecture notes and projects for Spring 2017 MTH9894 Systematic Trading course☆17May 26, 2017Updated 9 years ago
- 🎉 A list of awesome things related to Julia's Genie Framework☆27Apr 24, 2024Updated 2 years ago
- In order to analyze the sentiment orientation on Chinese social platform, our group scraped raw reposts during the period when domestic C…☆15Mar 31, 2023Updated 3 years ago
- This repo contains data, source code and other ressources related to the HIP model for online popularity of YouTube videos.☆42Jan 5, 2018Updated 8 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Implementation of "Neural Jump-Diffusion Temporal Point Processes" (ICML 2024 Spotlight)☆20Jul 18, 2025Updated last year
- This is the official codebase of `Exploring Generative Neural Temporal Point Process' (Accepted by TMLR).☆23May 22, 2023Updated 3 years ago
- I implement a deep learning network to classify COVID-19 Tweets into 5 categories and 3 categories using DistilBERT (a lighter version of…☆13Aug 20, 2021Updated 5 years ago
- Official code for Conformal Isometry of Lie Group Representation in Recurrent Network of Grid Cells (NeurIPS workshop on Symmetry and Geo…☆13Nov 1, 2022Updated 3 years ago
- Chocolate Box theme for Typora☆17Dec 17, 2021Updated 4 years ago
- Hosting of ready-to-use machine learning datasets☆18Jan 22, 2018Updated 8 years ago
- A PyTorch Implementation of Neural Hawkes Process. Redefined.☆36Jul 14, 2020Updated 6 years ago