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School project about Hawkes Processes and how to use them in actuarial science

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Hawkes processes

School project about Hawkes Processes and how to use them in actuarial science.

This project was realized by Ababacar Camara, Sébastien Grand and myself, Léo Géré.

You can find in this repository all the code we developed. We also made available the report and the slides used to present this project.

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School project about Hawkes Processes and how to use them in actuarial science

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