Alternatives and similar repositories for var-hawkes

Users that are interested in var-hawkes are comparing it to the libraries listed below

• omitakahiro / Hawkes
  a python package for simulation and inference of Hawkes processes.
  ☆66Updated 4 years ago
• canerturkmen / hawkeslib
  fast parameter estimation for simpler Hawkes processes
  ☆70Updated 3 years ago
• Pat-Laub / hawkesbook
  [Python Package] Code from 'The Elements of Hawkes Processes' Book
  ☆28Updated last year
• HongtengXu / Hawkes-Process-Toolkit
  A toolbox of Hawkes processes
  ☆113Updated 7 years ago
• pafoster / path_signatures_introduction
  A Brief Introduction to Path Signatures for Machine Learning Practitioners
  ☆50Updated 3 years ago
• saadlabyad / aslsd
  Parametric estimation of multivariate Hawkes processes with general kernels.
  ☆13Updated last year
• stmorse / hawkes
  Python class for generation and parameter estimation of multivariate Hawkes processes
  ☆168Updated last year
• datasig-ac-uk / signature_applications
  Example applications of path signatures
  ☆39Updated 2 months ago
• msabvid / robust_nsde
  Robust pricing and hedging via Neural SDEs
  ☆36Updated 3 years ago
• asnelt / mixedvines
  Python package for canonical vine copula trees with mixed continuous and discrete marginals
  ☆47Updated last year
• meowoodie / Neural-Spectral-Marked-Point-Processes
  A novel general non-stationary point process model based on neural networks.
  ☆10Updated 2 years ago
• SigCGANs / Sig-Wasserstein-GANs
  ☆27Updated last year
• tgcsaba / GPSig
  Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances
  ☆48Updated 2 years ago
• slinderman / pyhawkes
  Python framework for inference in Hawkes processes.
  ☆240Updated last year
• omitakahiro / NeuralNetworkPointProcess
  code for "Fully Neural Network based Model for General Temporal Point Processes"
  ☆61Updated 4 years ago
• jayzern / bayesian-online-changepoint-detection-for-multivariate-point-processes
  Implementation of Log Gaussian Cox Process in Python for Changepoint Detection using GPFlow
  ☆31Updated 2 years ago
• gatsby-sahani / gp-sde
  ☆14Updated last year
• justinhou95 / NeuralHedge
  Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
  ☆14Updated 9 months ago
• meowoodie / Reinforcement-Learning-of-Spatio-Temporal-Point-Processes
  A general framework for learning spatio-temporal point processes via reinforcement learning
  ☆31Updated 4 years ago
• shchur / ifl-tpp
  Implementation of "Intensity-Free Learning of Temporal Point Processes" (Spotlight @ ICLR 2020)
  ☆85Updated 4 years ago
• maltamiranomontero / DSM-bocd
  ☆19Updated last year
• ragoragino / py-hawkes
  Python library with C++ extensions for simulation, compensator, log-likelihood and intensity function computation for a multivariate Hawk…
  ☆10Updated 7 years ago
• datasig-ac-uk / esig
  esig python package
  ☆48Updated 6 months ago
• meowoodie / Spatio-Temporal-Point-Process-Simulator
  A Spatio-temporal point process simulator.
  ☆46Updated 2 years ago
• babylonhealth / neuralTPPs
  ☆31Updated last year
• BorealisAI / continuous-time-flow-process
  PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)
  ☆48Updated 4 years ago
• ZacKeskin / PyCausality
  Calculate predictive causality between time series using information-theoretic techniques
  ☆97Updated 3 years ago
• crispitagorico / sigkernel
  Differentiable computations for the signature-PDE-kernel on CPU and GPU.
  ☆55Updated last year
• anfelopera / lineqGPR
  Gaussian processes regression models with linear inequality constraints
  ☆14Updated 11 months ago
• jmarecek / OnlineLDS
  Source code for the AAAI 2019 paper "On-Line Learning of Linear Dynamical Systems: Exponential Forgetting in Kalman Filters" (https://arx…
  ☆19Updated 4 years ago