hawkes-process
Multi-domain Open Research and Inferential Estimation
Python Package for simulation and estimation of Hawkes processes
package useful for likelihood-based inference
Time-causal financial generative models: refactored TC-VAE baselines with causal VQ/RVQ tokenizers, token priors, S&P500/VIX, Hawkes/SVMHJD, multi-dimensional benchmarks, and path-risk diagnostics.
A statistical learning toolkit for high-dimensional Hawkes processes in Python
