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

Pieces of code that have appeared on my blog with a focus on stochastic simulations.

Discrete Event simulation of a queue using Python.

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

Modelling framework for creating Integrated SDMS

A package for temporal point process modeling, simulation and inference (unmaintained)

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.

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

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

Julia stochastic processes package.

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

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

Simulates Poisson Process

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

A Study on SCPP: Shared Cascade Point Process

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

Mittehomogeenne Poissoni liitprotsess

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