a python package for simulation and inference of Hawkes processes.
☆71Apr 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☆31Sep 28, 2023Updated 2 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
- Python class for generation and parameter estimation of multivariate Hawkes processes☆177Aug 27, 2025Updated 7 months ago
- fast parameter estimation for simpler Hawkes processes☆72Jun 3, 2022Updated 3 years ago
- Learning Hawkes Processes from a Handful of Events☆13Jul 6, 2023Updated 2 years ago
- Serverless GPU API endpoints on Runpod - Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- A machine learning tool that implements the class of state-dependent Hawkes processes.☆34Jul 31, 2023Updated 2 years ago
- Module for statistical learning, with a particular emphasis on time-dependent modelling☆541Nov 27, 2024Updated last year
- 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
- Implementation and datasets for the paper: 'An Influence-based Approach for Root Cause Alarm Discovery in Telecom Network'.☆18Jul 7, 2022Updated 3 years ago
- Code for Transformer Hawkes Process, ICML 2020.☆204Apr 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
- Generation and MLE Estimation for Multivariate Hawkes Process☆11Oct 3, 2019Updated 6 years ago
- A Point Process Toolbox Based on PyTorch☆138Aug 31, 2020Updated 5 years ago
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- MCMC Inference for a Hawkes process in Julia☆26May 2, 2023Updated 2 years ago
- Investigate the speed of adaptation of structural causal models☆15Feb 11, 2021Updated 5 years ago
- Source code of The Neural Hawkes Process (NIPS 2017)☆228Sep 27, 2021Updated 4 years ago
- Code and Data for CIKM Paper Feature Driven and Point Process Approaches for Popularity Prediction☆74May 10, 2017Updated 8 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 5 years ago
- A statistical learning toolkit for high-dimensional Hawkes processes in Python☆19Dec 5, 2025Updated 4 months ago
- ☆34Aug 5, 2023Updated 2 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆24Jan 16, 2018Updated 8 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 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
- Implementation of "Intensity-Free Learning of Temporal Point Processes" (Spotlight @ ICLR 2020)☆87Feb 1, 2021Updated 5 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.☆11Aug 31, 2023Updated 2 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 last year
- ☆77Dec 2, 2017Updated 8 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Paper lists for Temporal Point Process☆121Jul 4, 2025Updated 9 months ago
- My personal work on the numerical projects of a book called "A First Course in Stochastic Calculus".☆16Apr 29, 2022Updated 3 years ago
- Official code for Conformal Isometry of Lie Group Representation in Recurrent Network of Grid Cells (NeurIPS workshop on Symmetry and Geo…☆12Nov 1, 2022Updated 3 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆23Jun 24, 2022Updated 3 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
- 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 3 years ago
- Code and data for "Deep Reinforcement Learning of Marked Temporal Point Processes", NeurIPS 2018☆79May 4, 2019Updated 6 years ago