Python library with C++ extensions for simulation, compensator, log-likelihood and intensity function computation for a multivariate Hawkes processes.
☆10Sep 25, 2017Updated 8 years ago
Alternatives and similar repositories for py-hawkes
Users that are interested in py-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:
- Parametric estimation of multivariate Hawkes processes with general kernels.☆14May 27, 2024Updated last year
- a python package for simulation and inference of Hawkes processes.☆70Apr 1, 2021Updated 4 years ago
- Programming Test☆13Aug 17, 2015Updated 10 years ago
- Research repo for reinforcement learning–based deep hedging of SPX & SPY options☆19Dec 8, 2025Updated 3 months ago
- ☆17Mar 23, 2022Updated 4 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.
- Limit order book model with Poissonian order flow.☆10Jan 2, 2018Updated 8 years ago
- 一个数据挖掘里的简单聚类算法，使用了JFreeChart用于对分类结果的展示。☆11Feb 12, 2016Updated 10 years ago
- dateroll makes working with 📅 dates less painful.☆12Apr 17, 2025Updated 11 months ago
- Learning Hawkes Processes from a Handful of Events☆13Jul 6, 2023Updated 2 years ago
- Basic event driven platform for backtesting financial strategies in C++☆14Jul 27, 2015Updated 10 years ago
- A toolbox of Hawkes processes☆117Feb 14, 2018Updated 8 years ago
- Python class for generation and parameter estimation of multivariate Hawkes processes☆177Aug 27, 2025Updated 7 months ago
- ☆16Jan 19, 2020Updated 6 years ago
- ☆28Apr 16, 2015Updated 10 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Monte Carlo Submission Examples☆17Sep 25, 2024Updated last year
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆18Jun 10, 2022Updated 3 years ago
- National Stock Exchange of India Limit Order Book Simulation☆41Oct 1, 2020Updated 5 years ago
- time-dependent Hamilton-Jacobi PDEs (http://www.cs.columbia.edu/~cxz/TimeDepHJB/)☆14Feb 5, 2017Updated 9 years ago
- ☆77Dec 2, 2017Updated 8 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆27Aug 29, 2020Updated 5 years ago
- Using the Taken's embedding theorem to estimate the causality between variables. Based on Sugihara et al (2012) - Detecting Causality in …☆13Jan 30, 2018Updated 8 years ago
- Making high-accuracy and visually-interpretable decision tree-based models for semantic segmentation http://segnbdt.aaalv.in☆11Oct 12, 2021Updated 4 years ago
- A study of the Glosten and Milgrom model for market making☆14Nov 4, 2015Updated 10 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.
- ☆40Feb 25, 2020Updated 6 years ago
- Deep Continuous Quantile Regression and other experiments.☆13Feb 24, 2020Updated 6 years ago
- The Trade Desk Api☆10Jul 8, 2020Updated 5 years ago
- Emacs shapes me to be a better programmer☆42Sep 29, 2025Updated 6 months ago
- MATLAB code for performing the coalescent embedding☆13May 23, 2023Updated 2 years ago
- Latent Dirichlet allocation (LDA) with bumping variational inference.☆12Jun 8, 2015Updated 10 years ago
- My C++ port of the .NET DateTime struct☆14Jul 28, 2015Updated 10 years ago
- kaggle竞赛Jane Street Market Prediction实操代码☆13Feb 4, 2021Updated 5 years ago
- Hidden Markov Models applied to basketball player tracking data☆18Oct 5, 2019Updated 6 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- C++ implementation of LMAX disruptor☆12Mar 18, 2015Updated 11 years ago
- My Open Source Projects☆40Jan 15, 2017Updated 9 years ago
- Stock Backtester and Analysis application for EOD (End-of-day) data.☆15Mar 11, 2018Updated 8 years ago
- HitBTC Websocket API 2.0 Client written in C#☆10Dec 8, 2022Updated 3 years ago
- ☆16May 23, 2018Updated 7 years ago
- R Package for Fast and Stable Estimation of the Probability of Informed Trading (PIN)☆14May 3, 2022Updated 3 years ago
- Dr Paul Bilokon's MSc at the University of Oxford: Bayesian methods for solving estimation and forecasting problems in the high-frequency…☆24May 29, 2024Updated last year