JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
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Updated
Feb 10, 2023 - Python
JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
Estimating high-order interactions in time series data of any dimension
Python implementation of advanced financial network analysis toolkit for creating multi-layered Digital Twins of market dynamics. Implements information-theoretic Transfer Entropy and stochastic Kramers-Moyal methods to map non-linear, directed relationships between assets during normal and crisis periods.
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