Umbrella package of the 'spatstat' family................

Pieces of code that have appeared on my blog.

HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)

Discrete Event simulation of a queue using Python.

A package for temporal point process modeling, simulation and inference

Modelling framework for creating Integrated SDMS

An M/M/1/K queue Python3 simulator that compares the simulation results against the analytics results. The queue have limited capacity K and processes may be blocked (if queue is full) or leave queue before get service (there is a deadline for each process) or get service from server.

Simulations of UU1, MM1, MM2, and a Network of queues - now with docker support 🐳

A time-delayed light curve simulation code for GRB location triangulation via random Fourier features.

BG/NBD and Gamma Gamma probabilistic models to evaluate and predict customer churn, retention, and lifetime value of an e-commerce business

Julia stochastic processes package.

Stima giornaliera del valore R(t) del COVID-19 nelle regioni italiane

Sub-package of spatstat containing functionality for parametric modelling and inference

Simulates Poisson Process

Mittehomogeenne Poissoni liitprotsess

MATLAB codes to replicate Duan et al. 's paper "Multiperiod corporate default prediction—A forward intensity approach"

Uniformly places a single random point in each bounded cell of a Voronoi/Dirichlet tesselation.

My Julia megarepo; an infectious disease model, a Poisson picture redrawing filter, a colorful animator of a 2D ising model, and more.

Research Internship at Aalborg University

A Study on SCPP: Shared Cascade Point Process