There are 3 repositories under hawkes-process topic.
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
This repository contains recent background materials, current works, and codes for researching in TPP.
PPG (Point Process Generator) is a Reinforcement Learning framework that is able to produce actions by imitating expert sequences.
Parametric estimation of multivariate Hawkes processes with general kernels.
package useful for likelihood-based inference
Hidden Markov Hawkes Process - Model for Analyzing Topical Transitions in text based cascades in Social Networks.
Python Package for simulation and estimation of Hawkes processes
Codes for "The European intraday electricity market: a modeling based on the Hawkes process"
A novel framework for learning latent information diffusion mechanism in online discussion forum
The official repository for Repurposing recidivism models for forecasting police officer use of force
Assignments and projects of stochastic processes course - Fall 2022
"Hawkes Process Modeling of Adverse Drug Reactions with Longitudinal Observational Data" MLHC 2017
Network reconstruction from spiking events
CUDA version of Hawkes process
School project about Hawkes Processes and how to use them in actuarial science
Maximum likelihood estimation of Hawkes processes
Dual Network Hawkes Process -- Analyzing Topic Transitions in Text-Based Social Cascades