scholarly journals Exponential ergodicity for diffusions with jumps driven by a Hawkes process

2021 ◽  
pp. 1
Author(s):  
Charlotte Dion ◽  
Sarah Lemler ◽  
Eva Löcherbach
Keyword(s):  
Hawkes Process ◽  
Exponential Ergodicity

scholarly journals Predicting Water Pipe Failures with a Recurrent Neural Hawkes Process Model

2020 ◽  
Author(s):  
Jeroen Verheugd ◽  
Paulo R de Oliveira da Costa ◽  
Reza Refaei Afshar ◽  
Yingqian Zhang ◽  
Sjoerd Boersma
Keyword(s):  
Process Model ◽  
Hawkes Process ◽  
Water Pipe

scholarly journals An Analysis of Cds Market Liquidity by the Hawkes Process

2013 ◽  
Author(s):  
Masahiko Egami ◽  
Yasuyuki Kato ◽  
Tomochika Sawaki
Keyword(s):  
Market Liquidity ◽  
Hawkes Process
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