Code for "A Representer Theorem for Hawkes Processes via Penalized Least Squares Minimization" at ICLR2026
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Jun 5, 2026 - Python
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hawkes-processes
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Research code and preprint on feedback between options positioning and implied volatility.
reinforcement-learning quantitative-finance hopf-bifurcation options-pricing hawkes-processes pre-registration stochastic-volatility mckean-vlasov reflexivity dealer-gamma
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Jul 14, 2026 - Python
Reproducibility package for Structural Hawkes Ambiguity in Near-Critical Market Making
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May 16, 2026 - Python
Hawkes-process calibration on Binance cryptocurrency LOB data with filtration and GOF analysis.
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Jun 24, 2026 - Jupyter Notebook
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