a python package for simulation and inference of Hawkes processes.
☆72Apr 1, 2021Updated 5 years ago
Alternatives and similar repositories for Hawkes
Users that are interested in Hawkes 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 library with C++ extensions for simulation, compensator, log-likelihood and intensity function computation for a multivariate Hawk…☆10Sep 25, 2017Updated 9 years ago
- Python framework for inference in Hawkes processes.☆250Aug 18, 2023Updated 3 years ago
- fast parameter estimation for simpler Hawkes processes☆72Jun 3, 2022Updated 4 years ago
- Python class for generation and parameter estimation of multivariate Hawkes processes☆178Aug 27, 2025Updated last year
- Learning Hawkes Processes from a Handful of Events☆13Jul 6, 2023Updated 3 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- A machine learning tool that implements the class of state-dependent Hawkes processes.☆34Jul 31, 2023Updated 3 years ago
- Module for statistical learning, with a particular emphasis on time-dependent modelling☆557Jun 15, 2026Updated 4 months ago
- code for "Fully Neural Network based Model for General Temporal Point Processes"☆65Jan 29, 2021Updated 5 years ago
- A toolbox of Hawkes processes☆117Feb 14, 2018Updated 8 years ago
- A novel general non-stationary point process model based on neural networks.☆10Sep 23, 2022Updated 4 years ago
- Code for Transformer Hawkes Process, ICML 2020.☆206Apr 4, 2024Updated 2 years ago
- Generation and MLE Estimation for Multivariate Hawkes Process☆11Oct 3, 2019Updated 7 years ago
- SIR-Hawkes: Linking Epidemic Models and Hawkes Processes to Model Diffusions in Finite Populations☆14Apr 15, 2018Updated 8 years ago
- A Point Process Toolbox Based on PyTorch☆140Aug 31, 2020Updated 6 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.
- MCMC Inference for a Hawkes process in Julia☆27May 2, 2023Updated 3 years ago
- Source code of The Neural Hawkes Process (NIPS 2017)☆230Sep 27, 2021Updated 5 years ago
- Implementation of "Detecting Anomalous Event Sequences with Temporal Point Processes" (NeurIPS 2021)☆23Dec 30, 2021Updated 4 years ago
- A PyTorch Implementation of Neural Hawkes Process. Redefined.☆36Jul 14, 2020Updated 6 years ago
- NPHC☆18May 30, 2021Updated 5 years ago
- ☆35Aug 5, 2023Updated 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
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆24Jan 16, 2018Updated 8 years ago
- Code for "Hierarchical Dirichlet-Hawkes process: generative model and inference algorithm", WWW 2017☆36Dec 4, 2018Updated 7 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Implementation of "Intensity-Free Learning of Temporal Point Processes" (Spotlight @ ICLR 2020)☆88Feb 1, 2021Updated 5 years ago
- ☆63Aug 25, 2020Updated 6 years ago
- 機械学習プロフェッショナルシリーズ「ベイズ深層学習」のサポートページです.☆12Aug 31, 2023Updated 3 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- Hosting of ready-to-use machine learning datasets☆18Jan 22, 2018Updated 8 years ago
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆18Sep 22, 2024Updated 2 years ago
- Official code for Conformal Isometry of Lie Group Representation in Recurrent Network of Grid Cells (NeurIPS workshop on Symmetry and Geo…☆13Nov 1, 2022Updated 3 years ago
- Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.014…☆24May 3, 2019Updated 7 years ago
- ☆10Jul 11, 2025Updated last year
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- My personal work on the numerical projects of a book called "A First Course in Stochastic Calculus".☆17Apr 29, 2022Updated 4 years ago
- Self-optimizing nth order Savitzky-Golay filter☆12Jun 17, 2026Updated 4 months ago
- Depolarisation of opinions☆13Jun 24, 2023Updated 3 years ago
- Code and data for "Deep Reinforcement Learning of Marked Temporal Point Processes", NeurIPS 2018☆79May 4, 2019Updated 7 years ago
- A pytorch implementation of ERPP and RMTPP on ATM maintenance dataset.☆55Jun 28, 2019Updated 7 years ago
- Fast approximate inference for Poisson GLMs☆11Oct 20, 2019Updated 6 years ago
- Recurrent Marked Temporal Point Processes☆54Aug 15, 2021Updated 5 years ago