A machine learning tool that implements the class of state-dependent Hawkes processes.
☆33Jul 31, 2023Updated 2 years ago
Alternatives and similar repositories for mpoints
Users that are interested in mpoints 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 Package] Code from 'The Elements of Hawkes Processes' Book☆31Sep 28, 2023Updated 2 years ago
- a python package for simulation and inference of Hawkes processes.☆70Apr 1, 2021Updated 4 years ago
- A novel general non-stationary point process model based on neural networks.☆10Sep 23, 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
- Learning Hawkes Processes from a Handful of Events☆13Jul 6, 2023Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- 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
- Source code of The Neural Hawkes Process (NIPS 2017)☆229Sep 27, 2021Updated 4 years ago
- Python Implementation of multiple unsupervised segmentation models and evaluating them through multiple evaluation metrics☆10Jun 12, 2021Updated 4 years ago
- MCMC Inference for a Hawkes process in Julia☆26May 2, 2023Updated 2 years ago
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆18Sep 22, 2024Updated last year
- Codes to replicate analysis in Baker & Gelbach (2020)☆11Apr 25, 2020Updated 5 years ago
- Course projects of mathematical market microstructure.☆14Sep 8, 2019Updated 6 years ago
- An Agent-Based Financial Platform. See how evolve agents in a realistic double auction order book☆12Jun 21, 2022Updated 3 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- Solutions for the exercise problems of Steven E. Shreve's Stochastic Calculus for Finance☆37Sep 2, 2019Updated 6 years ago
- A toolbox of Hawkes processes☆117Feb 14, 2018Updated 8 years ago
- 原稿用紙；原稿紙；稿紙；日式便箋；UPTEX/UPLATEX 縱書☆10Nov 27, 2019Updated 6 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Aug 12, 2021Updated 4 years ago
- A Docker image which serves ReDoc documentation☆11Nov 7, 2018Updated 7 years ago
- ☆22Jun 20, 2018Updated 7 years ago
- Quantitative finance and derivative pricing☆25Mar 1, 2026Updated 3 weeks ago
- Simple RESTlike and Subscription API server in C#☆13Apr 21, 2020Updated 5 years ago
- Parser for IEX pcap DEEP and TOPS files☆30Jan 22, 2022Updated 4 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- https://otexts.com/fpp3/☆18Apr 13, 2021Updated 4 years ago
- A general framework for learning spatio-temporal point processes via reinforcement learning☆30Jan 6, 2021Updated 5 years ago
- Python library with C++ extensions for simulation, compensator, log-likelihood and intensity function computation for a multivariate Hawk…☆10Sep 25, 2017Updated 8 years ago
- A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…☆40Dec 17, 2025Updated 3 months ago
- ☆17Aug 22, 2024Updated last year
- Accompanying code for our NeurIPS 2019 paper☆11Nov 7, 2019Updated 6 years ago
- R-package: Bayesian variable selection, model choice, and regularized estimation for (spatial) generalized additive mixed regression …☆14Oct 22, 2024Updated last year
- My answers to exercises in Stochastic Calculus for Finance by Steven E. Shreve.☆37May 20, 2023Updated 2 years ago
- ☆16Oct 25, 2023Updated 2 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Scalable implementation of Lee / Mykland (2012) and Ait-Sahalia / Jacod (2012) Jump tests for noisy high frequency data☆12Jan 26, 2025Updated last year
- Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot☆11May 13, 2018Updated 7 years ago
- This repo has code to do primary data cleaning for Compustat / Crsp from WRDS☆21Jul 12, 2020Updated 5 years ago
- Julia package for scenario generation for stochastic programs with tail risk measure☆11Nov 16, 2022Updated 3 years ago
- ☆15Oct 7, 2019Updated 6 years ago
- A Java implementation of the ideas in Martin Fowler's "Recurring Events for Calendars".☆10Jan 5, 2024Updated 2 years ago
- Camunda C# REST Client (unofficial)☆12Mar 13, 2016Updated 10 years ago