Projects

Updated 8 months ago

HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)

calibration cox-point-process hft high-frequency-trading l1-data market-making optimization parameters-estimation poisson-process stochastic-control

Updated 9 months ago

A package for temporal point process modeling, simulation and inference

julia markov-process point-process poisson-process

Updated 9 months ago

Modelling framework for creating Integrated SDMS

bayesian biodiversity integrated-framework poisson-process scenarios sdm spatial-grain spatial-predictions species-distribution-modelling

Engineering

ecosyste.ms