Python class for generation and parameter estimation of multivariate Hawkes processes
☆177Aug 27, 2025Updated 9 months 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:
- Ornstein-Uhlenbeck process simulators and estimators☆32Oct 19, 2021Updated 4 years ago
- a python package for simulation and inference of Hawkes processes.☆72Apr 1, 2021Updated 5 years ago
- Generation and MLE Estimation for Multivariate Hawkes Process☆11Oct 3, 2019Updated 6 years ago
- fast parameter estimation for simpler Hawkes processes☆72Jun 3, 2022Updated 4 years ago
- Module for statistical learning, with a particular emphasis on time-dependent modelling☆547Updated this week
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- Source code of The Neural Hawkes Process (NIPS 2017)☆229Sep 27, 2021Updated 4 years ago
- [Python Package] Code from 'The Elements of Hawkes Processes' Book☆32Sep 28, 2023Updated 2 years ago
- Code and Data for CIKM Paper Feature Driven and Point Process Approaches for Popularity Prediction☆74May 10, 2017Updated 9 years ago
- The book <Advanced Algorithmic Trading> and its source code☆63Jan 5, 2018Updated 8 years ago
- Learning Hawkes Processes from a Handful of Events☆13Jul 6, 2023Updated 2 years ago
- A toolbox of Hawkes processes☆117Feb 14, 2018Updated 8 years ago
- Code to reproduce experiments from the ACL 2016 paper about Rumour Stance Classification with Hawkes Processes.☆25Mar 25, 2017Updated 9 years ago
- A Point Process Toolbox Based on PyTorch☆139Aug 31, 2020Updated 5 years ago
- Simulator of a basic order book flow and order execution☆18Mar 22, 2023Updated 3 years ago
- 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.
- High Frequency Trading Strategies☆49Aug 14, 2017Updated 8 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
- Parametric estimation of multivariate Hawkes processes with general kernels.☆14May 27, 2024Updated 2 years ago
- An algorithmic trading robot written in Python.☆28Jun 4, 2017Updated 9 years ago
- Generate realizations of stochastic processes in python.☆508Dec 9, 2022Updated 3 years ago
- A method for event correlation detection based on Spatial-Temporal-Textual point process☆13Dec 16, 2019Updated 6 years ago
- Source code of the neural Hawkes particle smoothing (ICML 2019)☆44May 15, 2019Updated 7 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆42Nov 21, 2019Updated 6 years ago
- Contains methods to uniformly sample graphs with a given degree sequence.☆19Mar 18, 2019Updated 7 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.
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆110Oct 16, 2015Updated 10 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆173Aug 21, 2017Updated 8 years ago
- NPHC☆18May 30, 2021Updated 5 years ago
- A PyTorch Implementation of Neural Hawkes Process. Redefined.☆36Jul 14, 2020Updated 5 years ago
- evently: simulation, fitting of Hawkes processes☆16Jan 22, 2023Updated 3 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- Implementation of "Intensity-Free Learning of Temporal Point Processes" (Spotlight @ ICLR 2020)☆88Feb 1, 2021Updated 5 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆70Mar 19, 2023Updated 3 years ago
- ☆13Mar 22, 2018Updated 8 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.
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 9 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆269Apr 12, 2022Updated 4 years ago
- Codebase for Attentive Neural Hawkes Process (A-NHP) and Attentive Neural Datalog Through Time (A-NDTT)☆61Dec 28, 2024Updated last year
- A general framework for learning spatio-temporal point processes via reinforcement learning☆30Jan 6, 2021Updated 5 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆119May 20, 2024Updated 2 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
- ☆12Dec 21, 2022Updated 3 years ago