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  1. mschauer/MicrostructureNoise.jl mschauer/MicrostructureNoise.jl Public

    Nonparametric Bayesian volatility learning under microstructure noise

    Jupyter Notebook 7 4

  2. mschauer/PointProcessInference.jl mschauer/PointProcessInference.jl Public

    Statistical inference for Poisson Processes

    Julia 7 3