[Python Package] Code from 'The Elements of Hawkes Processes' Book
☆31Sep 28, 2023Updated 2 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 2 years ago
- fast parameter estimation for simpler Hawkes processes☆72Jun 3, 2022Updated 3 years ago
- Python class for generation and parameter estimation of multivariate Hawkes processes☆177Aug 27, 2025Updated 9 months ago
- Python framework for inference in Hawkes processes.☆249Aug 18, 2023Updated 2 years ago
- BirdSpotter is a python package which provides an influence and bot detection toolkit for twitter.☆19Mar 10, 2021Updated 5 years ago
- 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.
- evently: simulation, fitting of Hawkes processes☆16Jan 22, 2023Updated 3 years ago
- Learning Hawkes Processes from a Handful of Events☆13Jul 6, 2023Updated 2 years ago
- Code for Transformer Hawkes Process, ICML 2020.☆203Apr 4, 2024Updated 2 years ago
- Module for statistical learning, with a particular emphasis on time-dependent modelling☆547May 4, 2026Updated 3 weeks ago
- A toolbox of Hawkes processes☆117Feb 14, 2018Updated 8 years ago
- Recurrent Marked Temporal Point Processes☆55Aug 15, 2021Updated 4 years ago
- Source code of The Neural Hawkes Process (NIPS 2017)☆228Sep 27, 2021Updated 4 years ago
- ☆11May 19, 2021Updated 5 years ago
- ☆34Aug 5, 2023Updated 2 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- 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)☆26Aug 25, 2025Updated 9 months ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆24Jan 16, 2018Updated 8 years ago
- Implementation of "Neural Jump-Diffusion Temporal Point Processes" (ICML 2024 Spotlight)☆18Jul 18, 2025Updated 10 months ago
- A Spatio-temporal point process simulator.☆48May 27, 2023Updated 3 years ago
- Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Myklan…☆17May 6, 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
- Open-domain Event Extraction and Embedding for Natural Gas Market Prediction☆14May 18, 2024Updated 2 years ago
- ☆62Aug 25, 2020Updated 5 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Scalable implementation of Lee / Mykland (2012) and Ait-Sahalia / Jacod (2012) Jump tests for noisy high frequency data☆12Jan 26, 2025Updated last year
- Asset allocation and Portfolio Management Course @ Baruch MFE☆17Feb 1, 2020Updated 6 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
- Zakamouline optimal delta hedging strategy python implementation.☆21Dec 11, 2022Updated 3 years ago
- ☆14Aug 7, 2023Updated 2 years ago
- 桌桌桌面端☆15Jan 12, 2022Updated 4 years ago
- 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 3 years ago
- This repo is the official implementation for the series of works on (Path-dependent) Neural Jump ODEs.☆26Feb 8, 2026Updated 3 months ago
- Processing software that works with the Arduino Pulse Sensor Amped module. Displays heart rate variation data in graphical format.☆10Mar 15, 2016Updated 10 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.
- Streamlit app that shows the seasonal returns of a stock http://aroussi.com/seasonality☆21Jan 8, 2023Updated 3 years ago
- ☆14Oct 1, 2022Updated 3 years ago
- This repo contains lecture notes and projects for Spring 2017 MTH9894 Systematic Trading course☆17May 26, 2017Updated 9 years ago
- Official code for Conformal Isometry of Lie Group Representation in Recurrent Network of Grid Cells (NeurIPS workshop on Symmetry and Geo…☆12Nov 1, 2022Updated 3 years ago
- This is the code repository for 7FNCE025W High Frequency Trading.☆10Apr 12, 2023Updated 3 years ago
- Analytical methods for efficient inference of integrate-and-fire circuit models from single-trial spike trains☆11Oct 30, 2019Updated 6 years ago
- Build and simulate jump equations like Gillespie simulations and jump diffusions with constant and state-dependent rates and mix with dif…☆148May 11, 2026Updated 2 weeks ago