WWW'2019: Modeling Item-Specific Temporal Dynamics of Repeat Consumption for Recommender Systems

MCMC Inference for a Hawkes process in Julia

Python and MATLAB code for Stein Variational sampling methods

WSDM'2021: Temporal Cross-Effects in Knowledge Tracing

This repository contains recent background materials, current works, and codes for researching in TPP.

Parametric estimation of multivariate Hawkes processes with general kernels.

PPG (Point Process Generator) is a Reinforcement Learning framework that is able to produce actions by imitating expert sequences.

package useful for likelihood-based inference

Python Package for simulation and estimation of Hawkes processes

A statistical learning toolkit for high-dimensional Hawkes processes in Python

Codes for "The European intraday electricity market: a modeling based on the Hawkes process"

A collection of algorithmic trading strategies implemented in Python. Ideal for backtesting and refining trading ideas, this repository serves as a resource for quantitative traders and developers interest

Hidden Markov Hawkes Process - Model for Analyzing Topical Transitions in text based cascades in Social Networks.

A novel framework for learning latent information diffusion mechanism in online discussion forum

Hawkes Processes

The official repository for Repurposing recidivism models for forecasting police officer use of force

"Hawkes Process Modeling of Adverse Drug Reactions with Longitudinal Observational Data" MLHC 2017

Multi and Univariate Hawkes Process Implementation along with MLE

School project about Hawkes Processes and how to use them in actuarial science

CUDA version of Hawkes process