https://github.com/felixpatzelt/priceprop

Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.

high-frequency-trading kernel-model linear-models modeling pandas propagators python scientific scientific-publications time-series time-series-econometrics

Last synced: 05 Jan 2025

https://github.com/44437/spring-distributed-tracing

feign-client jaeger opentelemetry propagators spring

Last synced: 05 Apr 2025

https://github.com/jagot/magnus

chebyshev exponentiation krylov krylov-methods propagators

Last synced: 05 Mar 2025