fast parameter estimation for simpler Hawkes processes
☆73Jun 3, 2022Updated 3 years ago
Alternatives and similar repositories for hawkeslib
Users that are interested in hawkeslib are comparing it to the libraries listed below
Sorting:
- a python package for simulation and inference of Hawkes processes.☆70Apr 1, 2021Updated 4 years ago
- Python class for generation and parameter estimation of multivariate Hawkes processes☆176Aug 27, 2025Updated 6 months ago
- Python framework for inference in Hawkes processes.☆248Aug 18, 2023Updated 2 years ago
- [Python Package] Code from 'The Elements of Hawkes Processes' Book☆30Sep 28, 2023Updated 2 years ago
- A machine learning tool that implements the class of state-dependent Hawkes processes.☆33Jul 31, 2023Updated 2 years ago
- MCMC Inference for a Hawkes process in Julia☆26May 2, 2023Updated 2 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- A novel general non-stationary point process model based on neural networks.☆11Sep 23, 2022Updated 3 years ago
- Time-Dependent Hawkes Process for Predicting Retweet Dynamics (Kobayashi & Lambiotte, ICWSM 2016)☆16Dec 30, 2020Updated 5 years ago
- Learning Hawkes Processes from a Handful of Events☆13Jul 6, 2023Updated 2 years ago
- evently: simulation, fitting of Hawkes processes☆16Jan 22, 2023Updated 3 years ago
- A Point Process Toolbox Based on PyTorch☆138Aug 31, 2020Updated 5 years ago
- ☆10Oct 26, 2022Updated 3 years ago
- Code for Transformer Hawkes Process, ICML 2020.☆204Apr 4, 2024Updated last year
- code for "Fully Neural Network based Model for General Temporal Point Processes"☆65Jan 29, 2021Updated 5 years ago
- ☆12Dec 21, 2022Updated 3 years ago
- exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical m…☆15Dec 2, 2023Updated 2 years ago
- Entity Linking within a Social Media Platform☆11May 2, 2019Updated 6 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Apr 9, 2020Updated 5 years ago
- A Spatio-temporal point process simulator.☆48May 27, 2023Updated 2 years ago
- ☆26Jun 19, 2020Updated 5 years ago
- A PyTorch exercise in implementing a continuous time LSTM to simulate Neural Hawkes Process based on the paper by Hongyuan Mei and Jason …☆11Apr 11, 2023Updated 2 years ago
- ☆16Aug 3, 2022Updated 3 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
- Knowledge Graph Simple Question Answering for Unseen Domains☆13Jul 2, 2025Updated 8 months ago
- The lite version of the package pydlm. A lite yet powerful Bayesian dynamic modeling library☆12Jul 5, 2018Updated 7 years ago
- Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…☆14Jan 21, 2022Updated 4 years ago
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆18Sep 22, 2024Updated last year
- Deep Kernel Survival Analysis and Subject-Specific Survival Time Prediction Intervals☆13Oct 1, 2021Updated 4 years ago
- A stand-alone pure C++ library for linear algebra and machine learning☆10Mar 16, 2016Updated 9 years ago
- tvopt is a prototyping and benchmarking Python framework for time-varying (or online) optimization.☆14Apr 6, 2023Updated 2 years ago
- Codebase for Attentive Neural Hawkes Process (A-NHP) and Attentive Neural Datalog Through Time (A-NDTT)☆61Dec 28, 2024Updated last year
- LDA workshop presented by Fast Forward Labs☆15Jun 26, 2019Updated 6 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 6 years ago
- ☆13Jul 17, 2022Updated 3 years ago
- A Simple Statistical Distribution Library in JAX☆16Mar 30, 2024Updated last year
- Python module for computing Symbolic Mutual Information and symbolic Transfer of Entropy☆14Jun 28, 2018Updated 7 years ago
- Implementation of "Intensity-Free Learning of Temporal Point Processes" (Spotlight @ ICLR 2020)☆88Feb 1, 2021Updated 5 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Oct 13, 2022Updated 3 years ago