hawkes

A Spatio-temporal point process simulator.

Code for "Hierarchical Dirichlet-Hawkes process: generative model and inference algorithm", WWW 2017

Hawkes Processes

Dynamic Social Network Analysis at the Lviv Data Science Summer School

CUDA version of Hawkes process

Module for statistical learning, with a particular emphasis on time-dependent modelling

Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.

This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model"

MultiHawkes is a project for simulating multivariate Hawkes processes using C++ 17 and Python 3.

Python class for generation and parameter estimation of multivariate Hawkes processes