Learning Hawkes Processes from a Handful of Events
☆13Jul 6, 2023Updated 3 years ago
Alternatives and similar repositories for var-hawkes
Users that are interested in var-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:
- a python package for simulation and inference of Hawkes processes.☆72Apr 1, 2021Updated 5 years ago
- Python framework for inference in Hawkes processes.☆249Aug 18, 2023Updated 2 years ago
- Recyclable Gaussian Processes☆11Dec 8, 2022Updated 3 years ago
- A toolbox of Hawkes processes☆117Feb 14, 2018Updated 8 years ago
- A machine learning tool that implements the class of state-dependent Hawkes processes.☆34Jul 31, 2023Updated 2 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Python class for generation and parameter estimation of multivariate Hawkes processes☆177Aug 27, 2025Updated 10 months ago
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆18Sep 22, 2024Updated last year
- This is a repository for the paper: "Sequence anticipation and spike-timing-dependent plasticity emerge from a predictive learning rule" …☆12Jun 2, 2024Updated 2 years ago
- [Python Package] Code from 'The Elements of Hawkes Processes' Book☆32Sep 28, 2023Updated 2 years ago
- Functional Regularisation for Continual Learning with Gaussian Processes☆15Oct 24, 2020Updated 5 years ago
- MCMC Inference for a Hawkes process in Julia☆26May 2, 2023Updated 3 years ago
- code for "Fully Neural Network based Model for General Temporal Point Processes"☆65Jan 29, 2021Updated 5 years ago
- Parametric estimation of multivariate Hawkes processes with general kernels.☆14May 27, 2024Updated 2 years ago
- R-package: Bayesian variable selection, model choice, and regularized estimation for (spatial) generalized additive mixed regression …☆14Oct 22, 2024Updated last year
- 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.
- Scalable implementation of Lee / Mykland (2012) and Ait-Sahalia / Jacod (2012) Jump tests for noisy high frequency data☆12Jan 26, 2025Updated last year
- Amoeba: an AGN Model of Optical Emissions Beyond steady-state Accretion disks☆13May 18, 2026Updated last month
- ☆24Aug 4, 2023Updated 2 years ago
- ☆16Oct 7, 2019Updated 6 years ago
- fast parameter estimation for simpler Hawkes processes☆72Jun 3, 2022Updated 4 years ago
- Implementation and datasets for the paper: 'An Influence-based Approach for Root Cause Alarm Discovery in Telecom Network'.☆19Jul 7, 2022Updated 4 years ago
- ☆12Dec 21, 2022Updated 3 years ago
- Night theme for Zotero UI and PDF☆10May 21, 2023Updated 3 years ago
- Scenarios generator considering space and time dependency. Includes conditional quantile regressions and copula approach.☆13Jun 16, 2016Updated 10 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.
- Just-in-time compilation for stochastic differential equations☆14Apr 24, 2026Updated 2 months ago
- Methods and experiments for assumed density SDE approximations☆12Jan 26, 2022Updated 4 years ago
- Ornstein-Uhlenbeck process simulators and estimators☆32Oct 19, 2021Updated 4 years ago
- Scenario generation methods for stochastic optimization (two-stage stochastic programming) in Java☆13Nov 6, 2022Updated 3 years ago
- Applying the finite-difference method to the Convection Diffusion equation in python3. Examples included: One dimensional Heat equation, …☆11Jul 18, 2024Updated last year
- In this repository, I place my solution for the exercises in multiple famous math textbooks, including Stochastic Differential Equation, …☆14Nov 13, 2023Updated 2 years ago
- Fit stochastic differential equation models with time-varying parameters☆15Jan 21, 2026Updated 5 months ago
- Bayesian Nonparametric Mixture Models in Julia☆14Oct 25, 2017Updated 8 years ago
- ☆11Mar 9, 2018Updated 8 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- PhD thesis template with title page according to the University of Amsterdam.☆16Sep 12, 2021Updated 4 years ago
- Open source edition of RAT-PAC☆22Jul 2, 2026Updated last week
- Code accompanying Inferring stochastic low-rank RNNs from neural data. @matthijspals☆27Jan 26, 2026Updated 5 months ago
- Machine learning based causal inference/uplift in Python☆63May 24, 2026Updated last month
- eQTLHap: a comprehensive eQTL analysis tool.☆11Apr 15, 2021Updated 5 years ago
- Hosting of ready-to-use machine learning datasets☆18Jan 22, 2018Updated 8 years ago
- This repository introduces Partial Differential Equation Solver using neural network that can learn resolution-invariant solution operato…☆17Nov 23, 2021Updated 4 years ago