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  1. 1
    Merton Investment Problems in Finance and Insurance for the Hawkes-Based Models
    by Anatoliy Swishchuk
    Published 2021-06-01
    Subjects: “...Hawkes process...”
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    Article
  2. 2
    Price Discovery and Market Reflexivity in Agricultural Futures Contracts with Different Maturities
    Subjects: “...Hawkes process...”
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  3. 3
    A Point-of-interest Recommendation Method Based on Hawkes Process
    by ZHANG Guoming, WANG Junshu, JIANG Nan, SHENG Yehua
    Published 2018-09-01
    Subjects: “...Hawkes process...”
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    Article
  4. 4
    Affine forward variance models
    by Gatheral, J., Keller-Ressel, M.
    Published 2019
    Subjects: “...Hawkes process...”
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  5. 5
    Assessment of Variability in Irregularly Sampled Time Series: Applications to Mental Healthcare
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  6. 6
    Modeling Market Order Arrivals on the German Intraday Electricity Market with the Hawkes Process
    by Nikolaus Graf von Luckner, Rüdiger Kiesel
    Published 2021-04-01
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    Article
  7. 7
    LDA-DeepHawkes Model for Predicting Information Cascade
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    Article
  8. 8
    A unified view on weakly correlated recurrent networks
    Subjects: “...Hawkes process...”
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    Article
  9. 9
    Hawkes Process Models for Unsupervised Learning on Uncertain Event Data
    by Haghdan, Maysam
    Published 2017
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  10. 10
    HEDGING STRATEGY FOR UNIT-LINKED LIFE INSURANCE CONTRACTS WITH SELF-EXCITING JUMP CLUSTERING
    by Qian, L., Shen, Y., Wang, W., Yang, Z.
    Published 2022
    Subjects: “...Hawkes process...”
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    Article
  11. 11
    Multivariate Hawkes Process Modeled News Flow: Forecasting Financial Markets
    by Lindström, Tommy
    Published 2018
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  12. 12
    Quantitative and Comparative Analyses of Limit Order Books with General Compound Hawkes Processes
    by Qiyue He, Anatoliy Swishchuk
    Published 2019-11-01
    Subjects: “...general compound hawkes process...”
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    Article
  13. 13
    A Generalised CIR Process with Externally-Exciting and Self-Exciting Jumps and Its Applications in Insurance and Finance
    by Angelos Dassios, Jiwook Jang, Hongbiao Zhao
    Published 2019-10-01
    Subjects: “...hawkes process...”
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    Article
  14. 14
    Solving Prediction Problems from Temporal Event Data on Networks
    by Sha, Hao
    Published 2021
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  15. 15
    Une approche mathématique de l'investissement boursier
    by Anane, Marouane
    Published 2015
    Subjects: “...Hawkes process...”
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  16. 16
    General Compound Hawkes Processes in Limit Order Books
    by Anatoliy Swishchuk, Aiden Huffman
    Published 2020-03-01
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    Article
  17. 17
    Causalité des marchés financiers : asymétrie temporelle et réseaux multi-échelles de meneurs et suiveurs
    by Cordi, Marcus
    Published 2019
    Subjects: “...Hawkes process...”
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  18. 18
    金融大數據之應用 : Hawkes相互激勵模型於跨市場跳躍傳染現象之實證分析
    Subjects: “...Hawkes process...”
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  19. 19
    Modeling user and topic interactions in social networks using Hawkes processes
    by Julio Cesar Louzada Pinto, Tijani Chahed
    Published 2015-11-01
    Subjects: “...hawkes processes...”
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    Article
  20. 20
    Early Warning Signs of Financial Market Turmoils
    by Nils Bertschinger, Oliver Pfante
    Published 2020-11-01
    Subjects: “...hawkes processes...”
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    Article
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