Back to search
Developing statistical models on Python to describe the fluctuations of tick-by-tick single asset price moves (microstructure noise) : Markov renewal processes, Poisson Processes, Brownian motion. Rare event probability estimation through importance sampling, MCMC/Splitting and interacting particules methods.
Stars
5
Forks
4
Watchers
5
Open Issues
0
Overall repository health assessment
No package.json found
This might not be a Node.js project
3
commits