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:
- 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☆32Sep 28, 2023Updated 3 years ago
- 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 machine learning tool that implements the class of state-dependent Hawkes processes.☆34Jul 31, 2023Updated 3 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.
- A novel general non-stationary point process model based on neural networks.☆10Sep 23, 2022Updated 4 years ago
- MCMC Inference for a Hawkes process in Julia☆27May 2, 2023Updated 3 years ago
- Module for statistical learning, with a particular emphasis on time-dependent modelling☆557Jun 15, 2026Updated 4 months ago
- ☆12Dec 21, 2022Updated 3 years ago
- evently: simulation, fitting of Hawkes processes☆16Jan 22, 2023Updated 3 years ago
- A Point Process Toolbox Based on PyTorch☆140Aug 31, 2020Updated 6 years ago
- A Spatio-temporal point process simulator.☆48May 27, 2023Updated 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
- Source code of The Neural Hawkes Process (NIPS 2017)☆230Sep 27, 2021Updated 5 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- A toolbox of Hawkes processes☆117Feb 14, 2018Updated 8 years ago
- code for "Fully Neural Network based Model for General Temporal Point Processes"☆65Jan 29, 2021Updated 5 years ago
- 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
- 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
- Python module for computing Symbolic Mutual Information and symbolic Transfer of Entropy☆14Jun 28, 2018Updated 8 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Codebase for Attentive Neural Hawkes Process (A-NHP) and Attentive Neural Datalog Through Time (A-NDTT)☆61Dec 28, 2024Updated last year
- 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
- Basics of point processes using python for simulation☆66Oct 4, 2017Updated 9 years ago
- Code and Data for CIKM Paper Feature Driven and Point Process Approaches for Popularity Prediction☆74May 10, 2017Updated 9 years ago
- Python library for working with graphons☆23Sep 19, 2017Updated 9 years ago
- Mathematical modelling of different strategies to reopen schools in the UK post COVID-19☆14Apr 21, 2022Updated 4 years ago
- ☆21May 29, 2022Updated 4 years ago
- ☆11Oct 26, 2022Updated 3 years ago
- A PyTorch Implementation of Neural Hawkes Process. Redefined.☆36Jul 14, 2020Updated 6 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- ☆13Jul 24, 2025Updated last year
- ☆13Jul 17, 2022Updated 4 years ago
- ☆40Jul 30, 2024Updated 2 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 3 years ago
- The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic…☆65Feb 21, 2026Updated 7 months ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆24Jan 16, 2018Updated 8 years ago
- [NeurIPS'22] Trap and Replace: Defending Backdoor Attacks by Trapping Them into an Easy-to-Replace Subnetwork. Haotao Wang, Junyuan Hong,…☆15Nov 27, 2023Updated 2 years ago