GCHP Repository

This repository contains the implementation of the General Compound Hawkes Process (GCHP), a mathematical model used for predicting price volatility in financial markets.

Code

The Code folder contains the implementation of GCHP. For information about the list of files, please refer to the ReadMe.md in the folder.

Setup Docker

Using a Docker image can simplify the setup process to run the code!

For Linux Systems

Navigate to the docker folder and build the Docker image by running the following command:

docker build -t [dockerUserName]/hawkes:latest .

To run on a Linux system:

sudo docker run --rm -it -p 8888:8888 -v "$(pwd)"/GCHP:/home/jovyan/work [dockerUserName]/hawkes:latest /bin/bash

To run on a Windows system:

sudo docker run --rm -it -p 8888:8888 -v %cd%/GCHP:/home/jovyan/work [dockerUserName]/hawkes:latest /bin/bash

Additional Information

For more details and clarifications, please refer to the respective ReadMe.md files within each folder. This repository is intended to provide a clear and concise implementation of GCHP for those interested in financial market predictions and analysis.

Notes:

• Replace [dockerUserName] with your Docker username or the appropriate name you wish to use.
• Ensure that the Docker commands are correct and tested, as they are written based on the provided information.