81 skills found · Page 1 of 3
slinderman / PyhawkesPython framework for inference in Hawkes processes.
hongyuanmei / NeurawkesSource code of The Neural Hawkes Process (NIPS 2017)
SimiaoZuo / Transformer Hawkes ProcessCode for Transformer Hawkes Process, ICML 2020.
stmorse / HawkesPython class for generation and parameter estimation of multivariate Hawkes processes
HongtengXu / Hawkes Process ToolkitA toolbox of Hawkes processes
krish567366 / Submicro Execution EngineSub-microsecond bare-metal execution engine with deterministic replay, lock-free order path, and hardware-timestamped latency measurement.
canerturkmen / Hawkeslibfast parameter estimation for simpler Hawkes processes
omitakahiro / Hawkesa python package for simulation and inference of Hawkes processes.
BGasperov / DrlformmThis repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model"
Leotaby / MicroExchangeExchange-grade CLOB matching engine + microstructure analytics in C++20
yangalan123 / Anhp AndttCodebase for Attentive Neural Hawkes Process (A-NHP) and Attentive Neural Datalog Through Time (A-NDTT)
jheusser / HawkesHawkes Process Estimation
jeremymck / High Frequency Data Limit Order BooksSome Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
xiao03 / NhA PyTorch Implementation of Neural Hawkes Process. Redefined.
Human-Centric-Machine-Learning / Hdhp.pyCode for "Hierarchical Dirichlet-Hawkes process: generative model and inference algorithm", WWW 2017
THUwangcy / SLRCWWW'2019: Modeling Item-Specific Temporal Dynamics of Repeat Consumption for Recommender Systems
maximemorariu / MpointsA machine learning tool that implements the class of state-dependent Hawkes processes.
Pat-Laub / Hawkesbook[Python Package] Code from 'The Elements of Hawkes Processes' Book
THUwangcy / HawkesKTWSDM'2021: Temporal Cross-Effects in Knowledge Tracing
gianlucadetommaso / Stein Variational SamplersPython and MATLAB code for Stein Variational sampling methods
