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  1. DeepFBSDEJSolvers DeepFBSDEJSolvers Public

    Deep Global, Local and MultiStep solvers approximating the solutions of FBSDEs with jumps which are related to a class of (PIDEs) Partial Integro-Differential Equations.

    Python 1

  2. MultiHawkes MultiHawkes Public

    MultiHawkes is a project for simulating multivariate Hawkes processes using C++ 17 and Python 3.

    Jupyter Notebook