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Create hawkes process generator #28

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merged 4 commits into from
Sep 14, 2024
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Progress related to Orderbook modeling, and indirectly towards Synthetic Orderbook Generation as well.

This pr closes #27

Some other refinement will be needed, as well better documentation and tests.

@IFFranciscoME IFFranciscoME added enhancement New feature or request quantitative mathematical-in-nature process labels Sep 14, 2024
@IFFranciscoME IFFranciscoME self-assigned this Sep 14, 2024
@IFFranciscoME IFFranciscoME linked an issue Sep 14, 2024 that may be closed by this pull request
@IFFranciscoME IFFranciscoME marked this pull request as ready for review September 14, 2024 23:56
@IFFranciscoME IFFranciscoME merged commit 713650f into main Sep 14, 2024
@CAGS295 CAGS295 deleted the create-hawkes-process-generator branch September 16, 2024 04:36
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enhancement New feature or request quantitative mathematical-in-nature process
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Create Hawkes Process Generator
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