VincentGranville/Point-Processes

This repository contains the material (datasets, code, videos, spreadsheets) related to my book Stochastic Processes and Simulations - A Machine Learning Perspective.

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This collection of datasets, code, videos, and spreadsheets helps data scientists and quantitative analysts understand and apply stochastic processes. It provides practical examples and simulations for modeling events that happen randomly over time. You can use it to learn how to analyze patterns in time-series data and predict future occurrences.

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Use this if you are a data scientist, quant, or researcher looking to apply advanced statistical modeling and machine learning techniques to understand and simulate time-dependent events.

Not ideal if you are looking for a plug-and-play solution for general data analysis without a focus on stochastic processes or advanced mathematical concepts.

stochastic-modeling quantitative-finance time-series-analysis event-prediction data-science-education
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Sep 23, 2022

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