https://github.com/leleogere/hawkes-processes
School project about Hawkes Processes and how to use them in actuarial science
https://github.com/leleogere/hawkes-processes
hawkes-process modeling python statistics tests
Last synced: about 2 months ago
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School project about Hawkes Processes and how to use them in actuarial science
- Host: GitHub
- URL: https://github.com/leleogere/hawkes-processes
- Owner: leleogere
- Created: 2021-11-19T09:04:08.000Z (over 3 years ago)
- Default Branch: main
- Last Pushed: 2022-05-25T08:03:44.000Z (almost 3 years ago)
- Last Synced: 2025-02-01T10:19:26.930Z (4 months ago)
- Topics: hawkes-process, modeling, python, statistics, tests
- Language: HTML
- Homepage:
- Size: 3.07 MB
- Stars: 1
- Watchers: 1
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
# Hawkes processes
School project about Hawkes Processes and how to use them in actuarial science.
This project was realized by Ababacar Camara, Sébastien Grand and myself, Léo Géré.
You can find in this repository all the code we developed. We also made available the
[report](https://github.com/leleogere/hawkes-processes/blob/main/report.pdf) and the [slides](https://github.com/leleogere/hawkes-processes/blob/main/slides.pdf) used to present this project.