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 Package] Code from 'The Elements of Hawkes Processes' Book☆32Sep 28, 2023Updated 2 years ago
- Python framework for inference in Hawkes processes.☆249Aug 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 11 months ago
- Learning Hawkes Processes from a Handful of Events☆13Jul 6, 2023Updated 3 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.
- Module for statistical learning, with a particular emphasis on time-dependent modelling☆551Jun 15, 2026Updated 2 months ago
- code for "Fully Neural Network based Model for General Temporal Point Processes"☆65Jan 29, 2021Updated 5 years ago
- Hawkes Process Estimation☆52Apr 10, 2014Updated 12 years ago
- A toolbox of Hawkes processes☆117Feb 14, 2018Updated 8 years ago
- Code for Transformer Hawkes Process, ICML 2020.☆203Apr 4, 2024Updated 2 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 5 years ago
- MCMC Inference for a Hawkes process in Julia☆26May 2, 2023Updated 3 years ago
- Code and Data for CIKM Paper Feature Driven and Point Process Approaches for Popularity Prediction☆74May 10, 2017Updated 9 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.
- Investigate the speed of adaptation of structural causal models☆16Feb 11, 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
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆26Jan 16, 2018Updated 8 years ago
- Code for "Hierarchical Dirichlet-Hawkes process: generative model and inference algorithm", WWW 2017☆36Dec 4, 2018Updated 7 years ago
- ☆62Aug 25, 2020Updated 5 years ago
- CJOBS☆16Dec 22, 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.
- 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．☆10Aug 31, 2023Updated 2 years ago
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆19Sep 22, 2024Updated last year
- ☆78Dec 2, 2017Updated 8 years ago
- ☆10Jul 11, 2025Updated last year
- ☆16Jul 25, 2025Updated last year
- My personal work on the numerical projects of a book called "A First Course in Stochastic Calculus".☆17Apr 29, 2022Updated 4 years ago
- Codes and data to reproduce the results we published in "Universality, criticality and complexity of information propagation on social me…☆12Mar 23, 2023Updated 3 years ago
- Depolarisation of opinions☆13Jun 24, 2023Updated 3 years ago
- Self-optimizing nth order Savitzky-Golay filter☆12Jun 17, 2026Updated 2 months ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- 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
- Jupyter notebooks for the pyextremes library☆15Jun 30, 2025Updated last year
- ☆10Nov 8, 2021Updated 4 years ago
- European and Forward-start option pricing and implied volatility in the Heston and rough Heston model☆22May 25, 2020Updated 6 years ago
- TreeParzen.jl, a pure Julia hyperparameter optimiser with MLJ integration☆40Jul 30, 2026Updated 2 weeks ago