fast parameter estimation for simpler Hawkes processes
☆72Jun 3, 2022Updated 4 years ago
Alternatives and similar repositories for hawkeslib
Users that are interested in hawkeslib are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Python framework for inference in Hawkes processes.☆250Aug 18, 2023Updated 3 years ago
- Python class for generation and parameter estimation of multivariate Hawkes processes☆178Aug 27, 2025Updated last year
- a python package for simulation and inference of Hawkes processes.☆72Apr 1, 2021Updated 5 years ago
- [Python Package] Code from 'The Elements of Hawkes Processes' Book☆33Sep 28, 2023Updated 3 years ago
- A machine learning tool that implements the class of state-dependent Hawkes processes.☆34Jul 31, 2023Updated 3 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.
- A novel general non-stationary point process model based on neural networks.☆10Sep 23, 2022Updated 4 years ago
- R package to fit spatiotemporal point process models using TMB☆10Oct 28, 2026Updated last week
- A Point Process Toolbox Based on PyTorch☆140Aug 31, 2020Updated 6 years ago
- code for "Fully Neural Network based Model for General Temporal Point Processes"☆65Jan 29, 2021Updated 5 years ago
- evently: simulation, fitting of Hawkes processes☆16Jan 22, 2023Updated 3 years ago
- Clustering and Predictions with Multi-Task Gaussian Processes☆22Aug 3, 2026Updated 3 months ago
- Implementation of "Intensity-Free Learning of Temporal Point Processes" (Spotlight @ ICLR 2020)☆88Feb 1, 2021Updated 5 years ago
- Source code of The Neural Hawkes Process (NIPS 2017)☆230Sep 27, 2021Updated 5 years ago
- A toolbox of Hawkes processes☆117Feb 14, 2018Updated 8 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Code for Transformer Hawkes Process, ICML 2020.☆206Apr 4, 2024Updated 2 years ago
- Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…☆13Jan 21, 2022Updated 4 years ago
- Time-Dependent Hawkes Process for Predicting Retweet Dynamics (Kobayashi & Lambiotte, ICWSM 2016)☆17Dec 30, 2020Updated 5 years ago
- Hosting of ready-to-use machine learning datasets☆18Jan 22, 2018Updated 8 years ago
- Code for☆16Oct 16, 2020Updated 6 years ago
- This is the repository for the Models of Sequence Data 2020 Edition for the project DeepFolio☆16Dec 17, 2020Updated 5 years ago
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆18Sep 22, 2024Updated 2 years ago
- Modeling the asynchronous event sequence via Recurrent Point Process☆61Jan 10, 2018Updated 8 years ago
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european sw…☆15Mar 11, 2019Updated 7 years ago
- Python library for working with graphons☆23Sep 19, 2017Updated 9 years ago
- PyTorch Implementation of Hybridly Normalized Probabilistic Model for Long-Horizon Prediction of Event Sequence, NeurIPS 2022☆20Nov 20, 2022Updated 3 years ago
- Awesome machine learning for temporal point processes papers.☆25May 30, 2022Updated 4 years ago
- Mathematical modelling of different strategies to reopen schools in the UK post COVID-19☆14Apr 21, 2022Updated 4 years ago
- EasyTPP: Towards Open Benchmarking Temporal Point Processes☆363Sep 29, 2026Updated last month
- Basics of point processes using python for simulation☆66Oct 4, 2017Updated 9 years ago
- Codebase for Attentive Neural Hawkes Process (A-NHP) and Attentive Neural Datalog Through Time (A-NDTT)☆61Dec 28, 2024Updated last year
- ☆11Oct 26, 2022Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- ☆13Dec 8, 2022Updated 3 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆24Jan 16, 2018Updated 8 years ago
- ☆35Aug 5, 2023Updated 3 years ago
- Multivariate Time Series Imputation with Generative Adversarial Networks☆11Jan 8, 2021Updated 5 years ago
- This repository contains code for the paper: S Bergsma, T Zeyl, JR Anaraki, L Guo, C2FAR: Coarse-to-Fine Autoregressive Networks for Prec…☆13Dec 7, 2023Updated 2 years ago
- Code and data to reproduce the transfer of a learned posterior on one time series as a new prior on a related time series to model yearly…☆15Jun 16, 2019Updated 7 years ago
- Double Deep Q-Learning for Optimal Execution implementation☆10Apr 30, 2023Updated 3 years ago