Science Score: 44.0%
This score indicates how likely this project is to be science-related based on various indicators:
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✓CITATION.cff file
Found CITATION.cff file -
✓codemeta.json file
Found codemeta.json file -
✓.zenodo.json file
Found .zenodo.json file -
○DOI references
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○Academic publication links
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○Academic email domains
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○Institutional organization owner
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○JOSS paper metadata
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○Scientific vocabulary similarity
Low similarity (8.6%) to scientific vocabulary
Repository
Basic Info
- Host: GitHub
- Owner: resa-git
- License: apache-2.0
- Language: Jupyter Notebook
- Default Branch: main
- Size: 16.3 MB
Statistics
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
- Releases: 0
Metadata Files
README.md
GCHP Repository
This repository contains the implementation of the General Compound Hawkes Process (GCHP), a mathematical model used for predicting price volatility in financial markets.
Code
The Code folder contains the implementation of GCHP. For information about the list of files, please refer to the ReadMe.md in the folder.
Setup Docker
Using a Docker image can simplify the setup process to run the code!
For Linux Systems
Navigate to the docker folder and build the Docker image by running the following command:
sh
docker build -t [dockerUserName]/hawkes:latest .
To run on a Linux system:
sh
sudo docker run --rm -it -p 8888:8888 -v "$(pwd)"/GCHP:/home/jovyan/work [dockerUserName]/hawkes:latest /bin/bash
To run on a Windows system:
sh
sudo docker run --rm -it -p 8888:8888 -v %cd%/GCHP:/home/jovyan/work [dockerUserName]/hawkes:latest /bin/bash
Additional Information
For more details and clarifications, please refer to the respective ReadMe.md files within each folder. This repository is intended to provide a clear and concise implementation of GCHP for those interested in financial market predictions and analysis.
Notes:
- Replace
[dockerUserName]with your Docker username or the appropriate name you wish to use. - Ensure that the Docker commands are correct and tested, as they are written based on the provided information.
Owner
- Name: Reza Dadfar
- Login: resa-git
- Kind: user
- Website: resa-git.github.io
- Repositories: 4
- Profile: https://github.com/resa-git
Data Scientist
Citation (CITATION.cff)
cff-version: 1.2.0 message: "If you use this software, please cite it as below." authors: - family-names: "Dadfar" given-names: "Reza" orcid: "https://orcid.org/0000-0003-1422-1544" title: "Implementation of General Compound Hawkes Process for Volatility Estimation in Limit Order Books" version: 1.0.0 date-released: 2023-09-28 url: "https://github.com/resa-git/GCHP"