ragoragino / py-hawkesView external linksLinks
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
Sorting:
- Limit order book model with Poissonian order flow.☆10Jan 2, 2018Updated 8 years ago
- Programming Test☆13Aug 17, 2015Updated 10 years ago
- Basic event driven platform for backtesting financial strategies in C++☆14Jul 27, 2015Updated 10 years ago
- time-dependent Hamilton-Jacobi PDEs (http://www.cs.columbia.edu/~cxz/TimeDepHJB/)☆14Feb 5, 2017Updated 9 years ago
- A study of the Glosten and Milgrom model for market making☆14Nov 4, 2015Updated 10 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆27Aug 29, 2020Updated 5 years ago
- A toolbox of Hawkes processes☆116Feb 14, 2018Updated 8 years ago
- ☆28Apr 16, 2015Updated 10 years ago
- This entry contains two topics The first item is entirely based on the following paper: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB6…☆34Feb 14, 2014Updated 12 years ago
- National Stock Exchange of India Limit Order Book Simulation☆41Oct 1, 2020Updated 5 years ago
- Simple Summary of CNN Architecture☆34Aug 28, 2018Updated 7 years ago
- Assignments for the cryptography engineering course☆12Dec 17, 2013Updated 12 years ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 3 years ago
- Keras 1D Depthwise Convolutional layer☆10May 22, 2020Updated 5 years ago
- ☆12Mar 26, 2020Updated 5 years ago
- ☆40Feb 25, 2020Updated 5 years ago
- An open-sourced OpenQuant API implementation☆11Jun 15, 2014Updated 11 years ago
- Collect orderbook data from crypto exchanges and publish as GRPC☆13Jun 19, 2022Updated 3 years ago
- Caffe fork that supports SPP_net or faster R-CNN☆10Sep 29, 2016Updated 9 years ago
- This work corroborates a run-time Trojan detection method exploiting STRong Intentional Perturbation of inputs, is a multi-domain Trojan …☆10Mar 7, 2021Updated 4 years ago
- Minimal Ethereum RPC Client in Rust☆11Nov 18, 2023Updated 2 years ago
- HitBTC Websocket API 2.0 Client written in C#☆10Dec 8, 2022Updated 3 years ago
- Chinese word segmentation Telegram bot☆12Jul 12, 2020Updated 5 years ago
- Reusable slice of references☆11Dec 18, 2025Updated last month
- Elastic-TCP: Flexible Congestion Control Algorithm to Adapt for High-BDP Networks☆13Aug 19, 2021Updated 4 years ago
- An async rpc implementation based on tokio and compatible with OCaml Async_rpc☆11Feb 13, 2023Updated 3 years ago
- Proving ground for changes to attohttpc☆12Jun 16, 2025Updated 8 months ago
- Compat result type☆13Feb 22, 2020Updated 5 years ago
- a small cmd line tool to align words in a sequence of lines in a smart way☆13Jan 15, 2026Updated last month
- Mxnet Implementation of Google's MobileNets v2☆11Mar 7, 2018Updated 7 years ago
- ☆15Mar 18, 2019Updated 6 years ago
- The Trade Desk Api☆10Jul 8, 2020Updated 5 years ago
- ☆14Jun 3, 2021Updated 4 years ago
- MXNet-Gluon model to Caffe (support SSD in gluoncv)☆10Jun 20, 2019Updated 6 years ago
- Test-driven data pipelines in pure Go☆11Jul 16, 2020Updated 5 years ago
- Module for statistical learning, with a particular emphasis on time-dependent modelling☆537Nov 27, 2024Updated last year
- A protoc plugin for generating OCaml code from protobuf (.proto) files.☆17Nov 30, 2019Updated 6 years ago
- Wrapping linux's timerfd for mio☆10Aug 4, 2023Updated 2 years ago
- an implementation of reinforcement learning problem, stock prices☆10Dec 26, 2016Updated 9 years ago