Alternatives and similar repositories for hawkes

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

• 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
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆22Updated 7 years ago
• canerturkmen / hawkeslib
  fast parameter estimation for simpler Hawkes processes
  ☆70Updated 3 years ago
• bugra / l1
  L1 Trend Filtering
  ☆19Updated last year
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 8 years ago
• nakulnayyar / ML-KNearest-VXX
  Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.
  ☆15Updated 9 years ago
• MarcosCarreira / Hawkes-With-Latency
  Hawkes with Latency
  ☆20Updated 4 years ago
• BlackArbsCEO / Mixture_Models
  Jupyter (IPython) notebooks for exploring mixture models
  ☆36Updated 8 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
  ☆27Updated 5 years ago
• CamDavidsonPilon / Graphical-Lasso-in-Finance
  Implementations of the graphical lasso method to estimation of covariance matrices in finance.
  ☆36Updated 12 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆46Updated 8 years ago
• Dekalog / Data-Snooping-Tests
  Code for various data snooping tests on financial time series.
  ☆18Updated 10 years ago
• charlessutton / OLMAR
  Predictive analysis of the OLMAR algorithm
  ☆13Updated 8 years ago
• ptuls / multiarm_kelly_portfolio
  Simulating the combination of multiarm bandits with the Kelly criterion for portfolio allocation
  ☆27Updated last year
• harpone / PyArb
  Statistical arbitrage simulation, modeling and backtesting with Python.
  ☆57Updated 8 years ago
• Pat-Laub / hawkesbook
  [Python Package] Code from 'The Elements of Hawkes Processes' Book
  ☆28Updated last year
• nakulnayyar / SupResGenerator
  Automatically generate Support & Resistance Lines on charts
  ☆20Updated 9 years ago
• slinderman / pyhawkes
  Python framework for inference in Hawkes processes.
  ☆241Updated last year
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆40Updated 6 years ago
• jasonzy121 / Limit-Order-Book-Reinforcement
  ☆11Updated 7 years ago
• YuxuanXiu / Financial-Time-Series-Trend-Labeling
  This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…
  ☆40Updated 4 months ago
• ljump12 / Pairs-Trading
  Code for researching and backtesting pairs trading
  ☆24Updated 15 years ago
• ivan-vasilev / atpy
  Event-driven Algorithmic Trading For Python
  ☆25Updated 6 years ago
• RefaelLasry / EstimationOfCovarianceMatrix
  Estimation of the Covariance Matrix - linear and nonlinear shrinkage
  ☆22Updated 2 years ago
• lamres / hmm_market_behavior
  Unsupervised Learning to Market Behavior Forecasting Example
  ☆42Updated 5 years ago
• omitakahiro / Hawkes
  a python package for simulation and inference of Hawkes processes.
  ☆66Updated 4 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• devisechain / Devise
  Devise: An Alternative Exchange Containing Assets Engineered To Help Fund Managers Hunt Alpha
  ☆27Updated 6 years ago
• leeong05 / orca
  a new simulator for statistical arbitrage
  ☆15Updated 9 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