Academic literature on the topic 'Hawke Process'
Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles
Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Hawke Process.'
Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.
You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.
Journal articles on the topic "Hawke Process"
van Hattum, Jop, and Victoria Jackson. "Structural reform and petroleum (environment) regulations in the Northern Territory." APPEA Journal 56, no. 2 (2016): 565. http://dx.doi.org/10.1071/aj15071.
Full textDoğan, Emrah, and Cenk Elibol. "The Comparative Analysis of Landsberg and Friedman and Stammberger and Hawke Computer Tomography Classifications in the Superior Attachment of the Nasal Uncinate Process (SAUP) and Potential Pitfalls in Evaluation." Timisoara Medical Journal 2022, no. 2 (September 30, 2022): 1. http://dx.doi.org/10.35995/tmj20220205.
Full textMoreno Trujillo, John Freddy. "Modelo estocástico para el precio de activos riesgosos utilizando procesos Hawkes." ODEON, no. 15 (May 13, 2019): 161–72. http://dx.doi.org/10.18601/17941113.n15.06.
Full textBadcock, B. A., and M. A. Browett. "Adelaide's Heart Transplant, 1970–88: 3. The Deployment of Capital in the Renovation and Redevelopment Submarkets." Environment and Planning A: Economy and Space 24, no. 8 (August 1992): 1167–90. http://dx.doi.org/10.1068/a241167.
Full textRhee, Byung-Kun. "A Study on the Jump Transmission among Asian Stock Markets Using Hawkes Process." Journal of Economic Studies 36, no. 2 (May 31, 2018): 179–203. http://dx.doi.org/10.30776/jes.36.2.8.
Full textMalem-Shinitski, Noa, César Ojeda, and Manfred Opper. "Variational Bayesian Inference for Nonlinear Hawkes Process with Gaussian Process Self-Effects." Entropy 24, no. 3 (February 28, 2022): 356. http://dx.doi.org/10.3390/e24030356.
Full textSeol, Youngsoo. "Non-Markovian Inverse Hawkes Processes." Mathematics 10, no. 9 (April 22, 2022): 1413. http://dx.doi.org/10.3390/math10091413.
Full textLiyi Zhang, Liyi Zhang, Zuochen Ren Liyi Zhang, Ting Liu Zuochen Ren, and Jinyan Tang Ting Liu. "Improved Artificial Bee Colony Algorithm Based on Harris Hawks Optimization." 網際網路技術學刊 23, no. 2 (March 2022): 379–89. http://dx.doi.org/10.53106/160792642022032302016.
Full textZhang, Lu-ning, Jian-wei Liu, Zhi-yan Song, and Xin Zuo. "Temporal attention augmented transformer Hawkes process." Neural Computing and Applications 34, no. 5 (November 8, 2021): 3795–809. http://dx.doi.org/10.1007/s00521-021-06641-z.
Full textJang, Hyun Jin, Han-Gyun Woo, and Changyong Lee. "Hawkes process-based technology impact analysis." Journal of Informetrics 11, no. 2 (May 2017): 511–29. http://dx.doi.org/10.1016/j.joi.2017.03.007.
Full textDissertations / Theses on the topic "Hawke Process"
Lindström, Tommy. "Multivariate Hawkes Process Modeled News Flow: Forecasting Financial Markets." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-157671.
Full textKvantitativa analytiker inom finansvärlden försöker med olika tillvägagångssätt utforma vinnande trading-strategier. Oftast görs detta genom att analysera historiska priser från olika perspektiv. Vissa har analyserat andra faktorer än prisrelaterade sådana, i hopp om att dessa ska ge insikt om vart marknaden är på väg, som i vissa fall har lyckats. Det här arbetet undersöker om en nyhetsflödesmodell baserad på en multivariat Hawkes-process kan ge en inblick i det framtida nyhetsflödet, och om det kan användas för att lyckosamt prediktera finansiella marknaders rörelser i termer av logaritmisk avkastning genom att nyttja regressions- och klassificeringsmodeller. Resultaten visar att de tränade modellerna generellt sett presterar dåligt i termer av vanliga regressions- och klassificeringsmått. Genom att applicera de tränade modellerna till enkelt utformade trading-strategier visas att i vissa fall kan dessa prestera bättre än en buy-and-hold-strategi. De tvetydiga resultaten indikerar att modellerna kan vara lönsamma, men att prediktionerna inte är särskilt pålitliga. De tränade modellerna verkar inte kunna finna viktiga strukturer i data från nyhetsflödesmodellen som relaterar till marknadsavkastningar, men innan nyhetflödesmodellen avfärdas skulle den kunna modifieras genom att, t. ex., utöka antalet observationer, och genom att undersöka andra tidsgranulariteter.
Haghdan, Maysam. "Hawkes Process Models for Unsupervised Learning on Uncertain Event Data." University of Toledo / OhioLINK, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=toledo1503679661498849.
Full textLandström, Julia. "The Hawkes process – a self-exciting Poisson shot noise model." Thesis, Uppsala universitet, Tillämpad matematik och statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-396673.
Full textRossi, Paulo Victor Camargo. "Tópicos em dinâmica evolucionária: monomorfismo no jogo hawk-dove e seleção multinível." Universidade de São Paulo, 2013. http://www.teses.usp.br/teses/disponiveis/43/43134/tde-19112014-103425/.
Full textIn this dissertation we have applied Evolutionary Game Theory concepts to the Hawk-Dove game that has been originally introduced by Maynard Smith as a model for conventional aggression [37]. We then studied the competition between pure (consistent) and mixed/random (inconsistent) strategies in an extension of this game which, subject to stochastic effects, presents a drift mechanism that drives the population to a monomorphic equilibrium of the inconsistente strategy. We have also studied the problem of Strong Altruism and the effects of a group demography in its evolution, based on Schonman, Vicente and Catichas 2LFW framework [58]. We have elaborated a formula for the processs extinction probability in its initial stages and calculated and simulated the stable equilibriums of the framework under weak selection for t ! 1 for some games of interest.
Jahn, Michael [Verfasser], Hauke [Akademischer Betreuer] Harms, Hauke [Gutachter] Harms, Lars [Gutachter] Blank, and Susann [Gutachter] Müller. "Characterization of population heterogeneity in a model biotechnological process using Pseudomonas putida / Michael Jahn ; Gutachter: Hauke Harms, Lars Blank, Susann Müller ; Betreuer: Hauke Harms." Leipzig : Universitätsbibliothek Leipzig, 2015. http://d-nb.info/1239656904/34.
Full textAnane, Marouane. "Une approche mathématique de l'investissement boursier." Thesis, Châtenay-Malabry, Ecole centrale de Paris, 2015. http://www.theses.fr/2015ECAP0017/document.
Full textThe aim of this thesis is to address the real need of predicting the prices of stocks. In fact, the randomness governing the evolution of prices is, for financial players like market makers, one of the largest sources of risk. In this context, we highlight the possibility of reducing the uncertainty of the future prices using appropriate mathematical models. This study was made possible by a large base of high frequency data and a powerful computational grid provided by the Automatic Market Making team at BNP Paribas. In this paper, we present only the results of high frequency tests. Tests are of less scientific interest in the academic world and are confidential. Therefore, these results will be deliberately omitted.In the first chapter, the background and the objectives of this study are presented along with the different methods used and the main results obtained.The focus of chapter 2 is on the contribution of technological superiority in high frequency trading. In order to do this, an omniscient trader is simulated and the total gain over three years is calculated. The obtained gain is very modest and reflects the limited contribution of technology in high frequency trading. This result underlines the primary role of research and modeling in this field.In Chapter 3, the predictability of prices using some order book indicators is studied. Using conditional expectations, the empirical evidence of the statistical dependencies between the prices and indicators is presented. The importance of these dependencies results from the simplicity of the method, eliminating any risk of over fitting the data. Then the combination of the various indicators is tested using a linear regression and the various numerical and statistical problems associated with this method are analyzed. Finally, it can be concluded that the prices are predictable for a period of a few minutes and the assumption of market efficiency is questioned.In Chapter 4, the mechanism of price formation from the arrival of events in the order book is investigated. The orders are classified in twelve types and their statistical properties are analyzed. The dependencies between these different types of orders are studied and a model of order book in line with the empirical observations is proposed. Finally, this model is used to predict prices and confirm the assumption of market inefficiency suggested in Chapter 3
Cordi, Marcus. "Causalité des marchés financiers : asymétrie temporelle et réseaux multi-échelles de meneurs et suiveurs." Thesis, Université Paris-Saclay (ComUE), 2019. http://www.theses.fr/2019SACLC013/document.
Full textThis thesis aims to uncover the underlyingcausality structure of financial markets by focusing onthe inference of investor causal networks at multipletimescales in two trader-resolved datasets.The first part of this thesis is devoted to the causal strengthof Hawkes processes. These processes describe in a clearlycausal way how the activity rate of e.g. an investor dependson his past activity rate; its multivariate version alsomakes it possible to include the interactions between theagents, at all time scales. The main result of this part isthat the classical MLE estimation of the process parametersdoes not vary significantly if the arrow of time is reversedin the univariate and symmetric multivariate case.This means that blindly trusting univariate and symmetricmultivariate Hawkes processes to infer causality from datais problematic. In addition, we find a dependency betweenthe level of causality in the process and its endogeneity.For long time series of synthetic data, one can discriminatebetween the forward and backward arrows of time byperforming rigorous statistical tests on the processes, butfor empirical data the situation is much more ambiguous,as it is entirely possible to find a better Hawkes process fitwhen time runs backwards compared to forwards.Asymmetric Hawkes processes do not suffer from veryweak causality. Fitting them to the individual traders’ actionsfound in our datasets is unfortunately not very successfulfor two reasons. We carefully checked that tradersactions in both datasets are highly non-stationary, andthat local stationarity cannot be assumed to hold as thereis simply not enough data, even if each dataset containsabout one million trades. This is also compounded by thefact that Hawkes processes encode the pairwise influenceof traders for all timescales simultaneously.In order to alleviate this problem, the second part ofthis thesis focuses on causality between specific pairs oftimescales. Further filtering is achieved by reducing theeffective number of investors; Statistically Validated Networksare applied to cluster investors into groups basedon the statistically high synchronisation of their actions(buy, sell or neutral) in time intervals of a given timescale.This part then generalizes single-timescale lead-lag SVNsto lead-lag networks between two timescales and introducesthree slightly different methodsThese methods make it possible to characterize causalityin a novel way. We are able to compare the time reversalasymmetry of trader activity and that of price volatility,and conclude that the causal structure of trader activity isconsiderably more complex than that of the volatility for agiven category of traders. Expectedly, institutional traders,whose impact on prices is much larger than that of retailclients, have a causality structure that is closer to that ofvolatility. This is because volatility, being a macroscopicquantity, aggregates the behaviour of all types of traders,thereby hiding the causality structure of minor players
Fosset, Antoine. "Crises de liquidité endogènes dans les marchés financiers." Thesis, Institut polytechnique de Paris, 2020. http://www.theses.fr/2020IPPAX054.
Full textRecent empirical analyses have revealed the existence of the Zumbach effect. This discovery has led to the development of quadratic Hawkes processes, which are suitable for reproducing this effect. Since this model is not linked with the price formation process, we extended it to order book modeling with a generalized quadratic Hawkes process (GQ-Hawkes). Using market data, we showed that there is a Zumbach-like effect that decreases future liquidity. Microfounding the Zumbach effect, it is responsible for a destabilization of financial markets. Moreover, the exact calibration of a GQ-Hawkes process tells us that the markets are on the verge of criticality. This empirical evidence therefore prompted us to analyse an order-book model constructed upon a Zumbach-like feedback. We therefore introduced the quadratic Santa Fe model and proved numerically that there is a phase transition between a stable market and an unstable market subject to liquidity crises. Thanks to a finite size scaling we were able to determine the critical exponents of this transition, which appears to belong to a new universality class. As this was not analytically tractable, it led us to introduce simpler models to describe liquidity crises. Setting aside the microstructure of the order book, we obtain a class of spread models where we computed the critical parameters of their transitions. Even if these exponents are not those of the quadratic Santa Fe transition, these models open new horizons for modelling spread dynamics. One of them has a non-linear coupling that reveals a metastable state. This elegant alternative scenario does not need critical parameters to obtain an unstable market, even if the empirical evidence is not in its favour. Finally, we looked at the order book dynamics from another point of view: the reaction-diffusion one. We have modelled a liquidity that appears in the order book with a certain frequency. The resolution of this model at equilibrium reveals that there is a condition of stability on the parameters beyond which the order book empties completely, corresponding to a liquidity crisis. By calibrating it on market data we were able to qualitatively analyse the distance to this unstable region
Lu, Xiaofei. "Modélisation du carnet d’ordres, Applications Market Making." Thesis, Université Paris-Saclay (ComUE), 2018. http://www.theses.fr/2018SACLC069/document.
Full textThis thesis addresses different aspects around the market microstructure modelling and market making problems, with a special accent from the practitioner’s viewpoint. The limit order book (LOB), at the heart of financial market, is a complex continuous high-dimensional queueing system. We wish to improve the knowledge of LOB for the research community, propose new modelling ideas and develop concrete applications to the interest of Market Makers. We would like to specifically thank the Automated Market Making team for providing a large high frequency database of very high quality as well as a powerful computational grid, without whom these researches would not have been possible. The first chapter introduces the incentive of this research and resumes the main results of the different works. Chapter 2 fully focuses on the LOB and aims to propose a new model that better reproduces some stylized facts. Through this research, not only do we confirm the influence of historical order flows to the arrival of new ones, but a new model is also provided that captures much better the LOB dynamic, notably the realized volatility in high and low frequency. In chapter 3, the objective is to study Market Making strategies in a more realistic context. This research contributes in two aspects : from one hand the newly proposed model is more realistic but still simple enough to be applied for strategy design, on the other hand the practical Market Making strategy is of large improvement compared to the naive one and is promising for practical use. High-frequency prediction with deep learning method is studied in chapter 4. Many results of the 1-step and multi-step prediction have found the non-linearity, stationarity and universality of the relationship between microstructural indicators and price change, as well as the limitation of this approach in practice
Cheysson, Felix. "Maladies infectieuses et données agrégées : estimation de la fraction attribuable et prise en compte de biais." Thesis, université Paris-Saclay, 2020. http://www.theses.fr/2020UPASR012.
Full textEpidemiological surveillance is most often based on the analysis of aggregate health indicators. We study the methodological problems encountered when working with this type of data in a public health context. First, we focus on calculating the attributable fraction when the exposure is epidemic and the number of health events exhibits a seasonality. For the most frequently used time series models, we present a method for estimating this fraction and its confidence intervals. This work enabled us to show that the awareness campaign "Antibiotics are not automatic!" led to a reduction of more than half of the antibiotic prescriptions associated with influenza epidemics as early as 2005. Moreover, recently 17% of prescriptions are thought to be attributable to viral infections of the lower respiratory tract during the cold period, and nearly 38% in children, half of which attributable to bronchiolitis. In a second step, we propose Hawkes processes as models for contagious diseases and study the impact of data aggregation on their estimation. In this context, we develop a method for estimating the process parameters and prove that the estimators have good asymptotic properties. This work provides statistical tools to avoid some biases due to the use of aggregate data for the study of attributable fractions and contagious diseases
Books on the topic "Hawke Process"
Shi, Feng. Learn About the Hawkes Process in R With Data From the DJIA 30 Stock Time Series (2018). 1 Oliver's Yard, 55 City Road, London EC1Y 1SP United Kingdom: SAGE Publications Ltd., 2019. http://dx.doi.org/10.4135/9781526488619.
Full textShi, Feng. Learn About the Multivariate Hawkes Process in Python With Data From the DJIA 30 Stock Dataset (2018). 1 Oliver's Yard, 55 City Road, London EC1Y 1SP United Kingdom: SAGE Publications, Ltd., 2019. http://dx.doi.org/10.4135/9781526496492.
Full textCohen, Samy. Doves Among Hawks. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780190947903.001.0001.
Full textThe Global Hawk unmanned aerial vehicle acquisition process: A summary of phase I experience. Santa Monica, CA: RAND, 1997.
Find full textSommer, G. The Global Hawk Unmanned Aerial Vehicle Acquisition Process : A Summary of Phase 1 Experience (MR809). RAND Corporation, 1996.
Find full textMessmer, Roland, and Claus Krieger, eds. Narrative zwischen Wissen und Können. Academia – ein Verlag in der Nomos Verlagsgesellschaft, 2022. http://dx.doi.org/10.5771/9783985720118.
Full textKeil, Daniel, and Jens Wissel, eds. Staatsprojekt Europa. Nomos Verlagsgesellschaft mbH & Co. KG, 2019. http://dx.doi.org/10.5771/9783748900900.
Full textRoessler, Philip, and Harry Verhoeven. Back Against the Wall. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190611354.003.0010.
Full textZmerli, Sonja, and Ofer Feldman, eds. Politische Psychologie. Nomos Verlagsgesellschaft mbH & Co. KG, 2022. http://dx.doi.org/10.5771/9783748910121.
Full textBook chapters on the topic "Hawke Process"
Laub, Patrick J., Young Lee, and Thomas Taimre. "Hawkes Process Essentials." In The Elements of Hawkes Processes, 15–26. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-84639-8_3.
Full textChen, J., A. G. Hawkes, and E. Scalas. "A Fractional Hawkes Process." In SEMA SIMAI Springer Series, 121–31. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-69236-0_7.
Full textBrémaud, Pierre. "Hawkes Point Processes." In Point Process Calculus in Time and Space, 461–518. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-62753-9_12.
Full textZhou, Feng, Yixuan Zhang, Zhidong Li, Xuhui Fan, Yang Wang, Arcot Sowmya, and Fang Chen. "Hawkes Process with Stochastic Triggering Kernel." In Advances in Knowledge Discovery and Data Mining, 319–30. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-16148-4_25.
Full textLaub, Patrick J., Young Lee, and Thomas Taimre. "Code Preliminaries." In The Elements of Hawkes Processes, 87–100. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-84639-8_10.
Full textLaub, Patrick J., Young Lee, and Thomas Taimre. "Simulation Methods." In The Elements of Hawkes Processes, 27–34. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-84639-8_4.
Full textLaub, Patrick J., Young Lee, and Thomas Taimre. "Background." In The Elements of Hawkes Processes, 7–13. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-84639-8_2.
Full textLaub, Patrick J., Young Lee, and Thomas Taimre. "Bayesian Methods." In The Elements of Hawkes Processes, 71–77. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-84639-8_8.
Full textLaub, Patrick J., Young Lee, and Thomas Taimre. "Goodness of Fit." In The Elements of Hawkes Processes, 79–84. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-84639-8_9.
Full textLaub, Patrick J., Young Lee, and Thomas Taimre. "Finance." In The Elements of Hawkes Processes, 113–23. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-84639-8_12.
Full textConference papers on the topic "Hawke Process"
Zhang, Lu-ning, Jian-wei Liu, Zhi-yan Song, Xin Zuo, Wei-min Li, and Ze-yu Liu. "Universal Transformer Hawkes process." In 2021 International Joint Conference on Neural Networks (IJCNN). IEEE, 2021. http://dx.doi.org/10.1109/ijcnn52387.2021.9533810.
Full textXiao, Wenming, Xiao Xu, Kang Liang, Junkang Mao, and Jun Wang. "Job recommendation with Hawkes process." In the Recommender Systems Challenge. New York, New York, USA: ACM Press, 2016. http://dx.doi.org/10.1145/2987538.2987543.
Full textCheng, Zi-Hao, Jian-Wei Liu, and Ze Cao. "Hypergraph Neural Network Hawkes Process." In 2022 International Joint Conference on Neural Networks (IJCNN). IEEE, 2022. http://dx.doi.org/10.1109/ijcnn55064.2022.9892328.
Full textZhang, Rui, Christian Walder, Marian-Andrei Rizoiu, and Lexing Xie. "Efficient Non-parametric Bayesian Hawkes Processes." In Twenty-Eighth International Joint Conference on Artificial Intelligence {IJCAI-19}. California: International Joint Conferences on Artificial Intelligence Organization, 2019. http://dx.doi.org/10.24963/ijcai.2019/597.
Full textDubey, Manisha, Ragja Palakkadavath, and P. K. Srijith. "Event Uncertainty using Ensemble Neural Hawkes Process." In CODS-COMAD 2023: 6th Joint International Conference on Data Science & Management of Data (10th ACM IKDD CODS and 28th COMAD). New York, NY, USA: ACM, 2023. http://dx.doi.org/10.1145/3570991.3571002.
Full textZhang, Xiao-Wei, Peter W. Glynn, Kay Giesecke, and Jose Blanchet. "Rare event simulation for a generalized Hawkes process." In 2009 Winter Simulation Conference - (WSC 2009). IEEE, 2009. http://dx.doi.org/10.1109/wsc.2009.5429693.
Full textPiggott, Marc, and Victor Solo. "Non-Negative Online Estimation for Hawkes Process Networks." In ICASSP 2018 - 2018 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2018. http://dx.doi.org/10.1109/icassp.2018.8462138.
Full textTondulkar, Rohan, Manisha Dubey, P. K. Srijith, and Michal Lukasik. "Hawkes Process Classification through Discriminative Modeling of Text." In 2022 International Joint Conference on Neural Networks (IJCNN). IEEE, 2022. http://dx.doi.org/10.1109/ijcnn55064.2022.9892868.
Full textNan, Xiang, Zhang Mingmin, and Long Jianwu. "Multi-events Driven Emotion Dynamic Generation Using Hawkes Process." In 2017 International Conference on Virtual Reality and Visualization (ICVRV). IEEE, 2017. http://dx.doi.org/10.1109/icvrv.2017.00034.
Full textSha, Hao, Mohammad Al Hasan, Jeremy Carter, and George Mohler. "Interpretable Hawkes Process Spatial Crime Forecasting with TV-Regularization." In 2020 IEEE International Conference on Big Data (Big Data). IEEE, 2020. http://dx.doi.org/10.1109/bigdata50022.2020.9377984.
Full textReports on the topic "Hawke Process"
Sena, Mary, and Jessica Jones. Hyperparameter Setting for a Marked Multidimensional Hawkes Process with Dissimilar Decays. Office of Scientific and Technical Information (OSTI), September 2021. http://dx.doi.org/10.2172/1821256.
Full text