Alternatives and similar repositories for tick-datasets

Users that are interested in tick-datasets are comparing it to the libraries listed below

• stmorse / hawkes
  Python class for generation and parameter estimation of multivariate Hawkes processes
  ☆170Updated 3 weeks ago
• slinderman / pyhawkes
  Python framework for inference in Hawkes processes.
  ☆243Updated 2 years ago
• canerturkmen / hawkeslib
  fast parameter estimation for simpler Hawkes processes
  ☆70Updated 3 years ago
• omitakahiro / Hawkes
  a python package for simulation and inference of Hawkes processes.
  ☆69Updated 4 years ago
• X-DataInitiative / tick
  Module for statistical learning, with a particular emphasis on time-dependent modelling
  ☆522Updated 10 months ago
• HongtengXu / Hawkes-Process-Toolkit
  A toolbox of Hawkes processes
  ☆115Updated 7 years ago
• jheusser / hawkes
  Hawkes Process Estimation
  ☆52Updated 11 years ago
• dunan / MultiVariatePointProcess
  ☆77Updated 7 years ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆75Updated 7 years ago
• maximemorariu / mpoints
  A machine learning tool that implements the class of state-dependent Hawkes processes.
  ☆31Updated 2 years ago
• Pat-Laub / hawkesbook
  [Python Package] Code from 'The Elements of Hawkes Processes' Book
  ☆30Updated last year
• ZacKeskin / PyCausality
  Calculate predictive causality between time series using information-theoretic techniques
  ☆103Updated 4 years ago
• ragoragino / py-hawkes
  Python library with C++ extensions for simulation, compensator, log-likelihood and intensity function computation for a multivariate Hawk…
  ☆10Updated 8 years ago
• HongtengXu / PoPPy
  A Point Process Toolbox Based on PyTorch
  ☆133Updated 5 years ago
• s-mishra / featuredriven-hawkes
  Code and Data for CIKM Paper Feature Driven and Point Process Approaches for Popularity Prediction
  ☆72Updated 8 years ago
• trouleau / var-hawkes
  Learning Hawkes Processes from a Handful of Events
  ☆13Updated 2 years ago
• hongyuanmei / neurawkes
  Source code of The Neural Hawkes Process (NIPS 2017)
  ☆225Updated 4 years ago
• hongyuanmei / neural-hawkes-particle-smoothing
  Source code of the neural Hawkes particle smoothing (ICML 2019)
  ☆43Updated 6 years ago
• charliermarsh / online_boosting
  A suite of boosting algorithms for the online learning setting.
  ☆65Updated 8 years ago
• fpetitjean / ProximityForest
  Scalable and accurate classifier for time series
  ☆31Updated 6 years ago
• chenhaotian / Changepoints
  Bayesian online change point detection and offline learning
  ☆57Updated 5 years ago
• franck-durand / tsboost
  Time Series Forecasting Framework
  ☆41Updated 2 years ago
• xiaojunxu / nsvm
  Supporting repository for ICLR 2017 paper submission.
  ☆16Updated 8 years ago
• shazzzm / topcorr
  ☆18Updated 3 years ago
• bugra / l1
  L1 Trend Filtering
  ☆19Updated last year
• stochasticresearch / copula-py
  Python Copula Module
  ☆43Updated 2 years ago
• asnelt / mixedvines
  Python package for canonical vine copula trees with mixed continuous and discrete marginals
  ☆47Updated last year
• Zymrael / wattnet-fx-trading
  WATTNet: Learning to Trade FX with Hierarchical Spatio-Temporal Representations of Highly Multivariate Time Series
  ☆73Updated 5 years ago
• matzhaugen / analytic_shrinkage
  Non-Linear Covariance Shrinkage
  ☆15Updated 3 years ago
• xiao03 / nh
  A PyTorch Implementation of Neural Hawkes Process. Redefined.
  ☆34Updated 5 years ago