Recent Releases of ambit-stochastics
ambit-stochastics - Python implementations of simulation and infernece algorithms for trawl processes and ambit fields
The previous release contained Python implementations of simulation algorithms for trawl processes and ambit fields. This new release also contains implementations of the GMM and PL inference methodologies for trawl processes and some code to facilitate the deterministic and probabilistic forecasting of trawl processes. Both the inference & forecasting algorithms can relatively easily be extended to simple ambit fields, which I plan to work on for the next release.
- Python
Published by danleonte over 2 years ago
ambit-stochastics - Python implementations of simulation algorithms for trawl processes and ambit fields
This repository is dedicated to the practical study of trawl processes and ambit fields and contains implementations of the algorithms from Simulation methods and error analysis for trawl processes and ambit fields .
- Python
Published by danleonte over 3 years ago