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Code Preliminaries

In: The Elements of Hawkes Processes

Author

Listed:
  • Patrick J. Laub

    (University of Melbourne, Faculty of Business and Economics)

  • Young Lee

    (Harvard University, Faculty of Arts and Sciences)

  • Thomas Taimre

    (The University of Queensland, School of Mathematics and Physics)

Abstract

Before starting the data analysis, let us create some basic Python code to implement some of the fundamental Hawkes process functions discussed in earlier chapters. As variable names in Python can include Unicode characters (since version 3), we use variable names which are as close as possible to their equivalent mathematical notation. The full version of the code is available online as the Python package hawkesbook.

Suggested Citation

  • Patrick J. Laub & Young Lee & Thomas Taimre, 2021. "Code Preliminaries," Springer Books, in: The Elements of Hawkes Processes, chapter 0, pages 87-100, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-84639-8_10
    DOI: 10.1007/978-3-030-84639-8_10
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