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Bayesian estimation of Hawkes processes in Python.

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Name		Name	Last commit message	Last commit date
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examples		examples
fawkes		fawkes
tests		tests
.gitignore		.gitignore
LICENSE		LICENSE
README.md		README.md
setup.py		setup.py

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fawkes

Bayesian estimation of Hawkes processes for limit order book simulation in Python/Cython.

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Bayesian estimation of Hawkes processes in Python.

time-series bayesian-inference

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