Software

Toolkit for Hawkes Processes in Python

Goal

The purpose of Sparklen package is to provide the Python community with a complete suite of cutting-edge tools specifically tailored for the study of exponential Hawkes processes, with a particular focus on high-dimensional framework. It notably features:

• A efficient cluster-based simulation method for generating events.

• A highly versatile and flexible framework for performing inference of multivariate Hawkes process.

• Novel approaches to address the challenge of multiclass classification within the supervised learning framework.