Tick

MaRDI QIDQ38316swMATHFDO

Official website https://arxiv.org/abs/1707.03003

Source code repository https://github.com/X-DataInitiative/tick

Cited in

(8)

• Binarsity: a penalization for one-hot encoded features in linear supervised learning
• Disentangling and quantifying market participant volatility contributions
• PoPPy
• PyHawkes
• THAP
• Sparse and low-rank multivariate Hawkes processes
• stlnpp
• Sparse estimation for generalized exponential marked Hawkes process

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