Alternatives and similar repositories for hawkes

Users that are interested in hawkes are comparing it to the libraries listed below

• bugra / l1
  L1 Trend Filtering
  ☆19Updated last year
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆22Updated 7 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆45Updated 8 years ago
• ljump12 / Pairs-Trading
  Code for researching and backtesting pairs trading
  ☆24Updated 15 years ago
• nakulnayyar / ML-KNearest-VXX
  Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.
  ☆15Updated 9 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆47Updated 9 years ago
• CamDavidsonPilon / Graphical-Lasso-in-Finance
  Implementations of the graphical lasso method to estimation of covariance matrices in finance.
  ☆36Updated 12 years ago
• lamres / hmm_market_behavior
  Unsupervised Learning to Market Behavior Forecasting Example
  ☆42Updated 5 years ago
• druce / Machine-learning-for-financial-market-prediction
  Machine Learning for Financial Market Prediction
  ☆59Updated 6 years ago
• wolfws / keras-tensorflow-financial-time-series-signal-forecast
  Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM
  ☆47Updated 8 years ago
• cajohnst / Optimized_FX_Portfolio
  Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market
  ☆12Updated 8 years ago
• croquelois / BlackScholesMC-TF
  BlackScholes Model, with Montecarlo implmented in python with TensorFlow
  ☆17Updated 9 years ago
• ivan-vasilev / atpy
  Event-driven Algorithmic Trading For Python
  ☆25Updated 6 years ago
• devisechain / Devise
  Devise: An Alternative Exchange Containing Assets Engineered To Help Fund Managers Hunt Alpha
  ☆27Updated 7 years ago
• mrbcuda / pbo
  Probability of Backtest Overfitting
  ☆48Updated 3 years ago
• charlessutton / OLMAR
  Predictive analysis of the OLMAR algorithm
  ☆13Updated 8 years ago
• ssanderson / convex-optimization-for-finance
  Talk Materials for "Convex Optimization for Finance"
  ☆29Updated 2 years ago
• steve98654 / PyTalk
  Files for Python Talk
  ☆24Updated 9 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆58Updated 2 years ago
• BlackArbsCEO / Mixture_Models
  Jupyter (IPython) notebooks for exploring mixture models
  ☆37Updated 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
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆28Updated 5 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆42Updated 7 years ago
• Globe-Research / bitfear
  Fear and volatility in crypto markets
  ☆14Updated 2 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 8 years ago
• Bobbakov / orderGenerator
  This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…
  ☆30Updated 3 years ago
• chirag1992m / Algorithmic-Trading-Challenge---Kaggle
  Algorithmic Trading Challenge implemented as part of the term project for Foundations of Machine Learning at NYU Courant in Fall 2016 (ht…
  ☆27Updated 4 years ago
• ptuls / multiarm_kelly_portfolio
  Simulating the combination of multiarm bandits with the Kelly criterion for portfolio allocation
  ☆28Updated 2 years ago
• thertrader / Using-random-forest-to-model-limit-order-book-dynamic
  I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead
  ☆30Updated 5 years ago