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
  ☆175Updated 5 months ago
• slinderman / pyhawkes
  Python framework for inference in Hawkes processes.
  ☆247Updated 2 years ago
• canerturkmen / hawkeslib
  fast parameter estimation for simpler Hawkes processes
  ☆73Updated 3 years ago
• omitakahiro / Hawkes
  a python package for simulation and inference of Hawkes processes.
  ☆70Updated 4 years ago
• dunan / MultiVariatePointProcess
  ☆77Updated 8 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
• X-DataInitiative / tick
  Module for statistical learning, with a particular emphasis on time-dependent modelling
  ☆536Updated last year
• jheusser / hawkes
  Hawkes Process Estimation
  ☆52Updated 11 years ago
• HongtengXu / Hawkes-Process-Toolkit
  A toolbox of Hawkes processes
  ☆116Updated 7 years ago
• trouleau / var-hawkes
  Learning Hawkes Processes from a Handful of Events
  ☆13Updated 2 years ago
• hongyuanmei / neural-hawkes-particle-smoothing
  Source code of the neural Hawkes particle smoothing (ICML 2019)
  ☆44Updated 6 years ago
• xiaojunxu / nsvm
  Supporting repository for ICLR 2017 paper submission.
  ☆16Updated 8 years ago
• shazzzm / topcorr
  ☆18Updated 3 years ago
• hongyuanmei / neurawkes
  Source code of The Neural Hawkes Process (NIPS 2017)
  ☆229Updated 4 years ago
• stochasticresearch / copula-py
  Python Copula Module
  ☆43Updated 3 years ago
• HongtengXu / PoPPy
  A Point Process Toolbox Based on PyTorch
  ☆138Updated 5 years ago
• chenhaotian / Changepoints
  Bayesian online change point detection and offline learning
  ☆58Updated 6 years ago
• charliermarsh / online_boosting
  A suite of boosting algorithms for the online learning setting.
  ☆67Updated 8 years ago
• maximemorariu / mpoints
  A machine learning tool that implements the class of state-dependent Hawkes processes.
  ☆32Updated 2 years ago
• dtolpin / bocd
  Bayesian Online Changepoint Detection
  ☆64Updated 7 years ago
• Pat-Laub / hawkesbook
  [Python Package] Code from 'The Elements of Hawkes Processes' Book
  ☆30Updated 2 years ago
• ZacKeskin / PyCausality
  Calculate predictive causality between time series using information-theoretic techniques
  ☆109Updated 4 years ago
• CamDavidsonPilon / Graphical-Lasso-in-Finance
  Implementations of the graphical lasso method to estimation of covariance matrices in finance.
  ☆36Updated 13 years ago
• omitakahiro / NeuralNetworkPointProcess
  code for "Fully Neural Network based Model for General Temporal Point Processes"
  ☆64Updated 5 years ago
• mbinkowski / nntimeseries
  ☆209Updated 7 years ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆76Updated 8 years ago
• bugra / l1
  L1 Trend Filtering
  ☆19Updated last year
• BayerSe / l1qr
  Lasso Quantile Regression
  ☆31Updated 6 years ago
• DanielBok / muarch
  Multiple Univariate AR-GARCH Modelling with Copula marginals for simulation
  ☆20Updated last year
• Ralami1859 / BayesianOnlineChange-pointDetection-python-codes-
  Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.
  ☆15Updated 4 years ago