atelier-quant
Inter-arrival Times Modeling
Fit
Loads parquet data, fits a univariate Hawkes process (MLE), compares against a Poisson benchmark, and writes a model artifact to disk. Core functionality provided by inter_fit.rs, and the config elements are in atelier-quant/configs/inter_fit.toml.
usage:
inter_fit --config configs/inter_fit.toml
Serve
atelier-quant is a member of the atelier-rs workspace, which has other published crates:
there are Github hosted artifacts:
and consider this for the Development cycle: