Time Series & Stochastic Processes

Anything that moves over time — stationarity, autocorrelation, regimes, and random walks.

Hawkes Processes

A Hawkes process is a self-exciting point process: each event temporarily raises the probability of the next. It models the clustering and bursts seen in order arrivals and trades.

Regime Detection

Regime detection classifies the market's current state — e.g. calm, trending, or stressed — often with a Hidden Markov Model over volatility and return features, so a strategy can adapt.