tick: a Python Library for Statistical Learning, with an emphasis on Hawkes Processes and Time-Dependent Models

Emmanuel Bacry, Martin Bompaire, Philip Deegan, Stéphane Gaïffas, Søren Poulsen. tick: a Python Library for Statistical Learning, with an emphasis on Hawkes Processes and Time-Dependent Models. Journal of Machine Learning Research, 18, 2017. [doi]

Abstract

Abstract is missing.