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multivariate-jump-intensity Public
Replication package for Modeling Multivariate Price Jump Intensity (Boffelli, Novotny and Urga)
UpdatedSep 7, 2026 -
howToCure Public
Six study packs on why infectious diseases resist curing — Ebola, HIV, TB, hepatitis C, influenza, hantavirus. Slides, worksheets, runnable simulations and flash cards.
HTML Creative Commons Attribution 4.0 International UpdatedSep 1, 2026 -
entropy-block-bootstrap Public
Maximum Entropy Block Bootstrap and its non-extensive (Tsallis-q) generalisation for non-stationary time series — Python implementation of Bergamelli, Novotný & Urga (2015).
Python MIT License UpdatedJul 8, 2026 -
Agent-based order-book model of endogenous liquidity crises under weak fundamental anchoring and leverage — Part III of the Herding and Liquidity in Order-Book Markets series.
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cross-market-liquidity-abm Public
Coupled order-book ABM: cross-market liquidity transmission and fundamental anchoring (paper code)
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darkcorners-abm Public
ABM of a herding order-book market: liquidity-stress crossover, onset boundary, and reflexive mechanism (paper code)
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quantQ Public
The repository for the Machine Learning and Big Data with kdb+/q book by Novotny et al.
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