ScienceGate
Advanced Search
Author Search
Journal Finder
Blog
Sign in / Sign up
ScienceGate
Search
Author Search
Journal Finder
Blog
Sign in / Sign up
Multivariate Hawkes Processes for Incomplete Biased Data
Mapping Intimacies
◽
10.1109/bigdata52589.2021.9672043
◽
2021
◽
Author(s):
Zihan Zhou
◽
Mingxuan Sun
Keyword(s):
Hawkes Processes
Download Full-text
Related Documents
Cited By
References
Sensitivity Analysis for Marked Hawkes Processes - Application to CLO Pricing
SSRN Electronic Journal
◽
10.2139/ssrn.2989193
◽
2017
◽
Author(s):
Guillaume Bernis
◽
Kaouther Salhi
◽
Simone Scotti
Keyword(s):
Sensitivity Analysis
◽
Hawkes Processes
Download Full-text
Supplementary Materials for 'Score Test for Marks in Hawkes Processes'
SSRN Electronic Journal
◽
10.2139/ssrn.3531285
◽
2019
◽
Author(s):
Kylie-Anne Richards
◽
William Dunsmuir
◽
Gareth W. Peters
Keyword(s):
Score Test
◽
Hawkes Processes
Download Full-text
Price impact of large orders using Hawkes processes
ANZIAM Journal
◽
10.21914/anziamj.v61i0.12912
◽
2019
◽
Vol 61
◽
pp. 161
Author(s):
Lucas Amaral
◽
Andrew Papanicolaou
Keyword(s):
Price Impact
◽
Hawkes Processes
Download Full-text
Hawkes processes in insurance: Risk model, application to empirical data and optimal investment
Insurance Mathematics and Economics
◽
10.1016/j.insmatheco.2020.12.005
◽
2021
◽
Author(s):
Anatoliy Swishchuk
◽
Rudi Zagst
◽
Gabriela Zeller
Keyword(s):
Empirical Data
◽
Risk Model
◽
Optimal Investment
◽
Insurance Risk
◽
Model Application
◽
Hawkes Processes
◽
Insurance Risk Model
Download Full-text
Switched Hawkes Processes
ICASSP 2021 - 2021 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
◽
10.1109/icassp39728.2021.9413812
◽
2021
◽
Author(s):
Namrata Nadagouda
◽
Mark A. Davenport
Keyword(s):
Hawkes Processes
Download Full-text
Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction
Annals of the Institute of Statistical Mathematics
◽
10.1007/s10463-020-00780-1
◽
2021
◽
Author(s):
Baichuan Yuan
◽
Frederic P. Schoenberg
◽
Andrea L. Bertozzi
Keyword(s):
Network Reconstruction
◽
Hawkes Processes
◽
Fast Estimation
Download Full-text
Modeling Sparse Information Diffusion at Scale via Lazy Multivariate Hawkes Processes
Proceedings of the Web Conference 2021
◽
10.1145/3442381.3450094
◽
2021
◽
Author(s):
Maximilian Nickel
◽
Matthew Le
Keyword(s):
Information Diffusion
◽
Hawkes Processes
Download Full-text
Asymptotic distribution of the score test for detecting marks in hawkes processes
Statistical Inference for Stochastic Processes
◽
10.1007/s11203-021-09245-5
◽
2021
◽
Author(s):
Simon Clinet
◽
William T. M. Dunsmuir
◽
Gareth W. Peters
◽
Kylie-Anne Richards
Keyword(s):
Asymptotic Distribution
◽
Score Test
◽
Hawkes Processes
Download Full-text
A framework for information dissemination in social networks using Hawkes processes
Performance Evaluation
◽
10.1016/j.peva.2016.06.004
◽
2016
◽
Vol 103
◽
pp. 86-107
◽
Cited By ~ 2
Author(s):
J.C. Louzada Pinto
◽
T. Chahed
◽
E. Altman
Keyword(s):
Social Networks
◽
Information Dissemination
◽
Hawkes Processes
Download Full-text
Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition
Statistics & Probability Letters
◽
10.1016/j.spl.2021.109214
◽
2021
◽
pp. 109214
Author(s):
Anna Bonnet
◽
Miguel Martinez Herrera
◽
Maxime Sangnier
Keyword(s):
Maximum Likelihood
◽
Maximum Likelihood Estimation
◽
Likelihood Estimation
◽
Hawkes Processes
Download Full-text
Sign in / Sign up
Close
Export Citation Format
Close
Share Document
Close