volume-anomaly

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esm cjs
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Statistical volume anomaly detection for trade streams - Hawkes process, CUSUM, and Bayesian Online Changepoint Detection (BOCPD). Zero dependencies. TypeScript.

Version 2.0.0 License MIT
volume-anomaly JS library homepage
volume-anomaly JS library on GitHub
volume-anomaly JS library on npm
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Keywords
anomaly-detectionvolumeorder-flowhawkes-processcusumbocpdchangepoint-detectiontradingmarket-microstructuretypescriptzero-dependencies
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