Alternatives and similar repositories for Hawkes:

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

• Pat-Laub / hawkesbook
  [Python Package] Code from 'The Elements of Hawkes Processes' Book
  ☆28Updated last year
• stmorse / hawkes
  Python class for generation and parameter estimation of multivariate Hawkes processes
  ☆167Updated last year
• canerturkmen / hawkeslib
  fast parameter estimation for simpler Hawkes processes
  ☆70Updated 2 years ago
• HongtengXu / Hawkes-Process-Toolkit
  A toolbox of Hawkes processes
  ☆112Updated 7 years ago
• trouleau / var-hawkes
  Learning Hawkes Processes from a Handful of Events
  ☆13Updated last year
• slinderman / pyhawkes
  Python framework for inference in Hawkes processes.
  ☆238Updated last year
• maximemorariu / mpoints
  A machine learning tool that implements the class of state-dependent Hawkes processes.
  ☆31Updated last year
• 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
• SimiaoZuo / Transformer-Hawkes-Process
  Code for Transformer Hawkes Process, ICML 2020.
  ☆188Updated last year
• ZacKeskin / PyCausality
  Calculate predictive causality between time series using information-theoretic techniques
  ☆94Updated 3 years ago
• saadlabyad / aslsd
  Parametric estimation of multivariate Hawkes processes with general kernels.
  ☆13Updated 10 months ago
• omitakahiro / NeuralNetworkPointProcess
  code for "Fully Neural Network based Model for General Temporal Point Processes"
  ☆60Updated 4 years ago
• hongyuanmei / neurawkes
  Source code of The Neural Hawkes Process (NIPS 2017)
  ☆221Updated 3 years ago
• xiao03 / nh
  A PyTorch Implementation of Neural Hawkes Process. Redefined.
  ☆33Updated 4 years ago
• HongtengXu / PoPPy
  A Point Process Toolbox Based on PyTorch
  ☆129Updated 4 years ago
• X-DataInitiative / tick-datasets
  Hosting of ready-to-use machine learning datasets
  ☆17Updated 7 years ago
• srivastavaprashant / mgarch
  DCC-GARCH(1,1) for multivariate normal distribution.
  ☆59Updated last year
• shchur / ifl-tpp
  Implementation of "Intensity-Free Learning of Temporal Point Processes" (Spotlight @ ICLR 2020)
  ☆84Updated 4 years ago
• imanolperez / market_simulator
  Market simulator
  ☆60Updated 4 years ago
• musically-ut / tf_rmtpp
  Recurrent Marked Temporal Point Processes
  ☆56Updated 3 years ago
• justinhou95 / NeuralHedge
  Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
  ☆14Updated 6 months ago
• asnelt / mixedvines
  Python package for canonical vine copula trees with mixed continuous and discrete marginals
  ☆47Updated last year
• dkyol / Asset-Pricing-Model
  PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics
  ☆40Updated 4 years ago
• i6092467 / GVAR
  An interpretable framework for inferring nonlinear multivariate Granger causality based on self-explaining neural networks.
  ☆73Updated 2 years ago
• RefaelLasry / EstimationOfCovarianceMatrix
  Estimation of the Covariance Matrix - linear and nonlinear shrinkage
  ☆22Updated 2 years ago
• woshiyyya / ERPP-RMTPP
  A pytorch implementation of ERPP and RMTPP on ATM maintenance dataset.
  ☆55Updated 5 years ago
• QiangAIResearcher / sahp_repo
  ☆59Updated 4 years ago
• sandeepsoni / MHP
  Generation and MLE Estimation for Multivariate Hawkes Process
  ☆11Updated 5 years ago
• Jieli12 / AutoCPD
  ☆13Updated last year
• SigCGANs / Sig-Wasserstein-GANs
  ☆26Updated last year