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
  ☆166Updated last year
• canerturkmen / hawkeslib
  fast parameter estimation for simpler Hawkes processes
  ☆70Updated 2 years ago
• dunan / MultiVariatePointProcess
  ☆77Updated 7 years ago
• slinderman / pyhawkes
  Python framework for inference in Hawkes processes.
  ☆236Updated last year
• jheusser / hawkes
  Hawkes Process Estimation
  ☆50Updated 10 years ago
• ragoragino / py-hawkes
  Python library with C++ extensions for simulation, compensator, log-likelihood and intensity function computation for a multivariate Hawk…
  ☆10Updated 7 years ago
• HongtengXu / Hawkes-Process-Toolkit
  A toolbox of Hawkes processes
  ☆112Updated 7 years ago
• omitakahiro / Hawkes
  a python package for simulation and inference of Hawkes processes.
  ☆65Updated 3 years ago
• Pat-Laub / hawkesbook
  [Python Package] Code from 'The Elements of Hawkes Processes' Book
  ☆28Updated last year
• achab / nphc
  NPHC
  ☆17Updated 3 years ago
• hongyuanmei / neural-hawkes-particle-smoothing
  Source code of the neural Hawkes particle smoothing (ICML 2019)
  ☆43Updated 5 years ago
• maximemorariu / mpoints
  A machine learning tool that implements the class of state-dependent Hawkes processes.
  ☆31Updated last year
• omitakahiro / NeuralNetworkPointProcess
  code for "Fully Neural Network based Model for General Temporal Point Processes"
  ☆60Updated 4 years ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆75Updated 7 years ago
• trouleau / var-hawkes
  Learning Hawkes Processes from a Handful of Events
  ☆13Updated last year
• stochasticresearch / copula-py
  Python Copula Module
  ☆42Updated 2 years ago
• bugra / l1
  L1 Trend Filtering
  ☆19Updated 11 months ago
• s-mishra / featuredriven-hawkes
  Code and Data for CIKM Paper Feature Driven and Point Process Approaches for Popularity Prediction
  ☆70Updated 7 years ago
• davidhallac / TVGL
  ☆55Updated 7 years ago
• hongyuanmei / neurawkes
  Source code of The Neural Hawkes Process (NIPS 2017)
  ☆220Updated 3 years ago
• musically-ut / tf_rmtpp
  Recurrent Marked Temporal Point Processes
  ☆56Updated 3 years ago
• X-DataInitiative / tick
  Module for statistical learning, with a particular emphasis on time-dependent modelling
  ☆498Updated 4 months ago
• HongtengXu / PoPPy
  A Point Process Toolbox Based on PyTorch
  ☆130Updated 4 years ago
• midas-research / hyper-stockgat-www
  Code for Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph Learning for Algorithmic Trading at WWW 2021
  ☆20Updated 3 years ago
• CamDavidsonPilon / Graphical-Lasso-in-Finance
  Implementations of the graphical lasso method to estimation of covariance matrices in finance.
  ☆36Updated 12 years ago
• sandeepsoni / MHP
  Generation and MLE Estimation for Multivariate Hawkes Process
  ☆11Updated 5 years ago
• franck-durand / tsboost
  Time Series Forecasting Framework
  ☆41Updated 2 years ago
• xiao03 / nh
  A PyTorch Implementation of Neural Hawkes Process. Redefined.
  ☆33Updated 4 years ago
• selective-inference / Python-software
  Python software for selective inference
  ☆52Updated last year
• chenhaotian / Changepoints
  Bayesian online change point detection and offline learning
  ☆57Updated 5 years ago