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"
1
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 textAbstract:
The opportunity for onshore oil and gas development in the Northern Territory (NT) has grown exponentially in recent years, driven by the NT’s expansive shale gas resources in the McArthur Basin and elsewhere. Such resources provide many potential benefits to the territory’s economy, including job creation and clean, cost-effective energy generation opportunities. Critical to the successful development of the industry is a legitimate social licence to operate with the community, for which strong environmental regulation is a key enabling factor. Communities must be assured that oil and gas activities can provide ecologically sustainable development, and a transparent, evidence- and risk-based framework is the best way to achieve this. Following the NT Inquiry into Hydraulic Fracturing by Dr Allan Hawke in November 2014, and further review of the environmental assessment and approval processes in May 2015, the NT Government has implemented structural reform and developed contemporary outcome-focused Petroleum (Environment) Regulations to balance environmental protection with the economic development benefits offered by the onshore gas industry. Those objectives include that petroleum development in the NT: is consistent with the principles of ecologically sustainable development; reduces risks and impacts to levels that are as low as reasonably practicable and acceptable; ensures meaningful engagement with stakeholder; and, provides for transparency of decision-making and publication of approved environment management plans in full. This extended abstract provides an update of the reform of the regulatory framework, the regulatory objectives, the regulations by which they’re achieved, and the consultation process followed to gain wide stakeholder support. It will also highlight that strong regulations alone do not provide a robust regulatory framework, and the steps the NT Government is taking to achieve its objective. The regulations are planned to come into force in the third quarter of 2016. Meanwhile, a full review of the NT Petroleum Act and development of Petroleum (Resource Management) Regulations that takes into consideration the recommendations from the Hawke Inquiry into Hydraulic Fracturing in the NT is underway.
2
Doğan, 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 textAbstract:
(1) Object: Our study aims to identify the common and diverging points in the superior attachment of the nasal uncinate process (SAUP) classifications and to draw attention to the pitfalls in these evaluation processes. (2) Material and Methods: This study was performed on 200 patients (males/females, 100/100; mean age/range: 37.13 ± 16.14/16–84), and 400 sides were bilaterally evaluated. Potential pitfalls were investigated. All UPs were classified according to the Landsberg and Friedman (LF) and Stammberger and Hawke (SH) classifications, and these two classifications were compared. (3) Results: There was a high statistically significant correlation between SH and LF. SH Type IV and LF Type 0 and SH Type III and LF Type 6 completely overlapped. SH Type I corresponded to LF Types 2 and 3 and SH Type II to LF Type 2, 3, 4, and 5 groups. There was no significant difference between genders or sides (right and left) in terms of the LF or SH classifications. (4): Conclusions: Following the thick band and paying attention to concavity and convexity helps to accurately evaluate the anatomical structure. Only two groups overlapped one to one. For SH Types II and III, and LF Types 1, 2, 3, 4, and 5, knowing the SAUP group in one classification does not give an exact idea about the group of the other classification. Therefore, it is not possible to make comparisons between reports or studies using different classifications.
3
Moreno 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 textAbstract:
El documento presenta los elementos básicos para entender los procesos Hawkes y su aplicación en finanzas. Se caracteriza el comportamiento asintótico de estos procesos y se describe el proceso de difusión de Hawkes como modelo para el retorno logarítmico de activos riesgosos en continuo.
4
Badcock, 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 textAbstract:
In this, the last of three papers devoted to urban restructuring and its impact upon the built environment of an Australian city, the spatial focus narrows from the metropolitan region to an inner zone of Adelaide. This is the part of Adelaide that has gained most from the processes of residential reinvestment and gentrification over the last two decades. The interest in the circulation of capital that has been maintained throughout the previous papers is explored more fully by measuring and evaluating investment activity in the renovation and redevelopment submarkets. The evidence presented on the organizational structure, levels of investment, and returns to investment within the two submarkets makes for a better-informed characterization of ‘property capital’. It also serves to make the accompanying role of public finance in the revitalization process much clearer. In this paper, the interpretation of capital formation in the renovation and redevelopment submarkets suggests that all three tiers of government in Australia have been thoroughly implicated in the residential transformation of Inner Adelaide during the last two decades. Changes to the Commonwealth States Housing Agreement in 1973 released public funds for rehabilitating terrace housing in the City and inner suburbs, and the Hawke Government restructured taxation policy and the financial markets affecting investment in the home unit and town house submarket in the 1980s. Meanwhile the Dunstan administration in South Australia axed the freeway and high-rise-housing plans of the previous state government, and pressured City Hall to abandon its grandiose plans for commercializing the City's ‘square mile’. The residential development policies conceived in the mid-1970s as part of the replacement City of Adelaide Plan were emulated by other local government bodies in the nearby suburbs. Somewhat uncharacteristically, the state's public-housing agency gave a lead to project developers in the private sector by demonstrating what could be achieved in the submarket of inner-city-home units and town houses.
5
Rhee, 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 text
6
Malem-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 textAbstract:
Traditionally, Hawkes processes are used to model time-continuous point processes with history dependence. Here, we propose an extended model where the self-effects are of both excitatory and inhibitory types and follow a Gaussian Process. Whereas previous work either relies on a less flexible parameterization of the model, or requires a large amount of data, our formulation allows for both a flexible model and learning when data are scarce. We continue the line of work of Bayesian inference for Hawkes processes, and derive an inference algorithm by performing inference on an aggregated sum of Gaussian Processes. Approximate Bayesian inference is achieved via data augmentation, and we describe a mean-field variational inference approach to learn the model parameters. To demonstrate the flexibility of the model we apply our methodology on data from different domains and compare it to previously reported results.
7
Seol, Youngsoo. "Non-Markovian Inverse Hawkes Processes." Mathematics 10, no. 9 (April 22, 2022): 1413. http://dx.doi.org/10.3390/math10091413.
Full textAbstract:
Hawkes processes are a class of self-exciting point processes with a clustering effect whose jump rate is determined by its past history. They are generally regarded as continuous-time processes and have been widely applied in a number of fields, such as insurance, finance, queueing, and statistics. The Hawkes model is generally non-Markovian because its future development depends on the timing of past events. However, it can be Markovian under certain circumstances. If the exciting function is an exponential function or a sum of exponential functions, the model can be Markovian with a generator of the model. In contrast to the general Hawkes processes, the inverse Hawkes process has some specific features and self-excitation indicates severity. Inverse Markovian Hawkes processes were introduced by Seol, who studied some asymptotic behaviors. An extended version of inverse Markovian Hawkes processes was also studied by Seol. With this paper, we propose a non-Markovian inverse Hawkes process, which is a more general inverse Hawkes process that features several existing models of self-exciting processes. In particular, we established both the law of large numbers (LLN) and Central limit theorems (CLT) for a newly considered non-Markovian inverse Hawkes process.
8
Liyi 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 textAbstract:
<p>Artificial bee colony algorithm, as a kind of bio-like intelligent algorithm, used by various optimization problems because of its few parameters and simple structure. However, there are also shortcomings such as low convergence accuracy, slow convergence speed, and not easy to jump out of the local optimum. Aiming at this shortcoming, this paper proposes an evolutionary algorithm of improved artificial bee colony algorithm based on reverse learning Harris Hawk (HABC). The basic inspiration of HABC comes from the good convergence of Harris Hawk algorithm in the process of finding the best point of the function. First, introduce the Harris Hawks optimization progressive rapid dives stage in the onlooker bee phase to speed up the algorithm convergence; Secondly, Cauchy reverse learning is added in the scout phase to make the algorithm development more promising areas in order to find a better solution; Finally, 13 standard test functions and CEC-C06 2019 benchmark test results are used to test the proposed HABC algorithm and compare with ABC, Markov Chain based artificial bee colony algorithm (MABC), dragonfly algorithm (DA), particle swarm optimization (PSO), learner performance based behavior algorithm (LPB), and fitness dependent optimizer (FDO). Compared with other algorithms, the convergence speed, optimization accuracy and algorithm success rate of the HABC algorithm are relatively excellent.</p> <p> </p>
9
Zhang, 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 text
10
Jang, 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"
1
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 textAbstract:
Within the quantitative financial community there are a lot of different approaches in forming profitable trading strategies. This is frequently performed by analyzing historical prices from different perspectives. Some have analyzed other factors than price that might provide insight in which way the market is heading, which in some cases have been successful. This thesis investigates if a news flow model based on a multivariate Hawkes process could give a peek into the future news flow, and if it can be used to successfully predict financial market movements in terms of logarithmic returns by utilizing regression and classification models such as support vector machines. The results show that the trained models perform poorly in general in terms of common regression and classification metrics. Applying the trained models in simple trading strategies show that in some cases they perform better than a buy-and-hold strategy. The ambiguous results indicate that the models might be profitable in trading strategies, but that the predictions might not be very reliable. The trained models cannot seem to find important structures in the predicted news flow relating to market returns, but before dismissing the news flow model entirely it might altered in some sense by, e.g., expanding the dataset with more observations and by looking at other granularities of time.Kvantitativa 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.
2
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 text
3
Landström, 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 text
4
Rossi, 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 textAbstract:
Nesta dissertação aplicamos conceitos de Teoria de Jogos Evolucionária ao jogo Hawk-Dove introduzido originalmente por Maynard Smith como um modelo para lutas convencionais [37]. Estudamos então a competição entre estratégias puras (consistentes) e mistas/aleatórias (inconsistentes) em uma extensão deste jogo que, sujeita a efeitos estocásticos, apresenta um mecanismo de drift que leva à população a um equilíbrio monomórfico da estratégia inconsistente. Também estudamos o problema do altruísmo forte e os efeitos de uma demografia de grupos em sua evolução, baseado no framework 2LFW de Schonman, Vicente e Caticha [58]. Elaboramos uma fórmula para a probabilidade de extinção do processo em seus estágios iniciais e calculamos e simulamos os equilíbrios estáveis do framework no regime de seleção fraca em t ! 1 para alguns jogos de interesse.In 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.
5
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 text
6
Anane, Marouane. "Une approche mathématique de l'investissement boursier." Thesis, Châtenay-Malabry, Ecole centrale de Paris, 2015. http://www.theses.fr/2015ECAP0017/document.
Full textAbstract:
Le but de cette thèse est de répondre au vrai besoin de prédire les fluctuations futures des prix d'actions. En effet, l'aléatoire régissant ces fluctuations constitue pour des acteurs de la finance, tels que les Market Maker, une des plus grandes sources de risque. Tout au long de cette étude, nous mettons en évidence la possibilité de réduire l'incertitude sur les prix futurs par l'usage des modèles mathématiques appropriés. Cette étude est rendue possible grâce à une grande base de données financières et une puissante grille de calcul mises à notre disposition par l'équipe Automatic Market Making de BNP Paribas. Dans ce document, nous présentons uniquement les résultats de la recherche concernant le trading haute fréquence. Les résultats concernant la partie basse fréquence présentent un intérêt scientifique moindre pour le monde académique et rentrent par ailleurs dans le cadre des résultats confidentiels. Ces résultats seront donc volontairement omis.Dans le premier chapitre, nous présentons le contexte et les objectifs de cette étude. Nous présentons, également, les différentes méthodes utilisées, ainsi que les principaux résultats obtenus. Dans le chapitre 2, nous nous intéressons à l'apport de la supériorité technologique en trading haute fréquence. Dans ce but, nous simulons un trader ultra rapide, omniscient, et agressif, puis nous calculons son gain total sur 3 ans. Les gains obtenus sont très modestes et reflètent l'apport limité de la technologie en trading haute fréquence. Ce résultat souligne l'intérêt primordial de la recherche et de la modélisation dans ce domaine.Dans le chapitre 3, nous étudions la prédictibilité des prix à partir des indicateurs de carnet d'ordre. Nous présentons, à l'aide des espérances conditionnelles, des preuves empiriques de dépendances statistiques entre les prix et les différents indicateurs. L'importance de ces dépendances résulte de la simplicité de la méthode, éliminant tout risque de surapprentissage des données. Nous nous intéressons, ensuite, à la combinaison des différents indicateurs par une régression linéaire et nous analysons les différents problèmes numériques et statistiques liés à cette méthode. Enfin, nous concluons que les prix sont prédictibles pour un horizon de quelques minutes et nous mettons en question l'hypothèse de l'efficience du marché.Dans le chapitre 4, nous nous intéressons au mécanisme de formation du prix à partir des arrivés des évènements dans le carnet d'ordre. Nous classifions les ordres en douze types dont nous analysons les propriétés statistiques. Nous étudions par la suite les dépendances entre ces différents types d'ordres et nous proposons un modèle de carnet d'ordre en ligne avec les observations empiriques. Enfin, nous utilisons ce modèle pour prédire les prix et nous appuyons l'hypothèse de la non-efficience des marchés, suggérée au chapitre 3The 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
7
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 textAbstract:
Cette thèse a pour but d’explorer la structure de causalité qui sous-tend les marchés financiers. Elle se concentre sur l’inférence multi-échelle de réseaux de causalité entre investisseurs dans deux bases de données contenant les identifiants des investisseurs. La première partie de cette thèse est consacrée à l’étude de la causalité dans les processus de Hawkes. Ces derniers définissent la façon dont l’activité d’un investisseur (par exemple) dépend du passé; sa version multivariée inclut l’interaction entre séries temporelles, à toutes les échelles. Les résultats principaux de cette partie est que l’estimation avec le maximum de vraisemblance des paramètres du processus changent remarquablement peu lorsque la direction du temps est inversée, tant pour les processus univariés que pour les processus multivariés avec noyaux d’influence mutuelle symétriques, et que la causalité effective de ces processus dépend de leur endogénéité. Cela implique qu’on ne peut pas utiliser ce type de processus pour l’inférence de causalité sans précautions. L’utilisation de tests statistiques permet la différentiation des directions du temps pour des longues données synthétiques. Par contre, l’analyse de données empiriques est plus problématique: il est tout à fait possible de trouver des données financières pour lesquelles la vraisemblance des processus de Hawkes est plus grande si le temps s’écoule en sens inverse. Les processus de Hawkes multivariés avec noyaux d’influence asymétriques ne sont pas affectés par une faible causalité. Il est malheureusement difficile de les calibrer aux actions individuelles des investisseurs présents dans nos bases de données, pour deux raisons. Nous avons soigneusement vérifie que l’activité des investisseurs est hautement non-stationaire et qu’on ne peut pas supposer que leur activité est localement stationaire, faute de données en nombre suffisant, bien que nos bases de données contiennent chacune plus de 1 million de transactions. Ces problèmes sont renforcés par le fait que les noyaux dans les processus de Hawkes codent l’influence mutuelle des investisseurs pour toutes les échelles de temps simultanément. Afin de pallier ce problème, la deuxième partie de cette thèse se concentre sur la causalité entre des échelles de temps spécifiques. Un filtrage supplémentaire est obtenu en réduisant le nombre effectif d’investisseurs grâce aux Réseaux Statistiquement Validés. Ces derniers sont utilisés pour catégoriser les investisseurs, qui sont groupés selon leur degré de la synchronisation de leurs actions (achat, vente, neutre) dans des intervalles déterminés à une échelle temporelle donnée. Cette partie propose une méthode pour l’inférence de réseaux de meneurs et suiveurs déterminés à une échelle de temps donnée dans le passé et à une autre dans le futur. Trois variations de cette méthode sont étudiées. Cette méthode permet de caractériser la causalité d’une façon novatrice. Nous avons comparé l’asymétrie temporelle des actions des investisseurs et celle de la volatilité des prix, et conclure que la structure de causalité des investisseurs est considérablement plus complexe que celle de la volatilité. De façon attendue, les investisseurs institutionnels, dont l’impact sur l’évolution des prix est beaucoup plus grand que celui des clients privés, ont une structure causale proche de celle de la volatilité: en effet, la volatilité, étant une quantité macroscopique, est le résultat d’une aggrégation des comportements de tous les investisseurs, qui fait disparaître la structure causale des investisseurs privésThis 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
8
Fosset, Antoine. "Crises de liquidité endogènes dans les marchés financiers." Thesis, Institut polytechnique de Paris, 2020. http://www.theses.fr/2020IPPAX054.
Full textAbstract:
De récentes analyses empiriques ont révélé l'existence de l'effet Zumbach. Cette découverte a conduit à l'élaboration des processus de Hawkes quadratique, adapté pour reproduire cet effet. Ce modèle ne faisant pas de lien avec le processus de formation de prix, nous l'avons étendu au carnet d'ordres avec un processus de Hawkes quadratique généralisé (GQ-Hawkes). En utilisant des données de marchés, nous avons montré qu'il existe un effet de type Zumbach qui diminue la liquidité future. Microfondant l'effet Zumbach, il est responsable d'une potentielle déstabilisation des marchés financiers. De plus, la calibration exacte d'un processus GQ-Hawkes nous indique que les marchés sont aux bords de la criticité. Ces preuves empiriques nous ont donc incité à faire une analyse d'un modèle de carnet d'ordres construit avec un couplage de type Zumbach. Nous avons donc introduit le modèle de Santa Fe quadratique et prouvé numériquement qu'il existe une transition de phase entre un marché stable et un marché instable sujet à des crises de liquidité. Grâce à une analyse de taille finie nous avons pu déterminer les exposants critiques de cette transition, appartenant à une nouvelle classe d'universalité. N'étant pas analytiquement soluble, cela nous a conduit à introduire des modèles plus simples pour décrire les crises de liquidités. En mettant de côté la microstructure du carnet d'ordres, nous obtenons une classe de modèles de spread où nous avons calculé les paramètres critiques de leurs transitions. Même si ces exposants ne sont pas ceux de la transition du Santa Fe quadratique, ces modèles ouvrent de nouveaux horizons pour explorer la dynamique de spread. L'un d'entre eux possède un couplage non-linéaire faisant apparaître un état métastable. Ce scénario alternatif élégant n'a pas besoin de paramètres critiques pour obtenir un marché instable, même si les données empiriques ne sont pas en sa faveur. Pour finir, nous avons regardé la dynamique du carnet d'ordres sous un autre angle: celui de la réaction-diffusion. Nous avons modélisé une liquidité qui se révèle dans le carnet d'ordres avec une certaine fréquence. La résolution de ce modèle à l'équilibre révèle qu'il existe une condition de stabilité sur les paramètres au-delà de laquelle le carnet d'ordres se vide totalement, correspondant à une crise de liquidité. En le calibrant sur des données de marchés nous avons pu analyser qualitativement la distance à cette région instableRecent 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
9
Lu, Xiaofei. "Modélisation du carnet d’ordres, Applications Market Making." Thesis, Université Paris-Saclay (ComUE), 2018. http://www.theses.fr/2018SACLC069/document.
Full textAbstract:
Cette thèse aborde différents aspects de la modélisation de la microstructure du marché et des problèmes de Market Making, avec un accent particulier du point de vue du praticien. Le carnet d’ordres, au cœur du marché financier, est un système de files d’attente complexe à haute dimension. Nous souhaitons améliorer la connaissance du LOB pour la communauté de la recherche, proposer de nouvelles idées de modélisation et développer des applications pour les Market Makers. Nous remercions en particuler l’équipe Automated Market Making d’avoir fourni la base de données haute-fréquence de très bonne qualité et une grille de calculs puissante, sans laquelle ces recherches n’auraient pas été possible. Le Chapitre 1 présente la motivation de cette recherche et reprend les principaux résultats des différents travaux. Le Chapitre 2 se concentre entièrement sur le LOB et vise à proposer un nouveau modèle qui reproduit mieux certains faits stylisés. A travers cette recherche, non seulement nous confirmons l’influence des flux d’ordres historiques sur l’arrivée de nouveaux, mais un nouveau modèle est également fourni qui réplique beaucoup mieux la dynamique du LOB, notamment la volatilité réalisée en haute et basse fréquence. Dans le Chapitre 3, l’objectif est d’étudier les stratégies de Market Making dans un contexte plus réaliste. Cette recherche contribueà deux aspects : d’une part le nouveau modèle proposé est plus réaliste mais reste simple à appliquer pour la conception de stratégies, d’autre part la stratégie pratique de Market Making est beaucoup améliorée par rapport à une stratégie naive et est prometteuse pour l’application pratique. La prédiction à haute fréquence avec la méthode d’apprentissage profond est étudiée dans le Chapitre 4. De nombreux résultats de la prédiction en 1- étape et en plusieurs étapes ont retrouvé la non-linéarité, stationarité et universalité de la relation entre les indicateurs microstructure et le changement du prix, ainsi que la limitation de cette approche en pratiqueThis 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
10
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 textAbstract:
La surveillance épidémiologique repose le plus souvent sur l'analyse d'indicateurs de santé agrégés. Nous étudions les problèmes méthodologiques rencontrés lorsque l'on travaille sur ce type de données dans un contexte de santé publique. Dans un premier temps, nous nous intéressons au calcul de la fraction attribuable lorsque l'exposition est épidémique et le nombre d'événements de santé saisonnier. Pour les modèles statistiques de séries temporelles les plus souvent utilisés, nous présentons une méthode d'estimation de cette fraction et de ses intervalles de confiance. Ce travail nous a permis de montrer que la campagne de sensibilisation "Les antibiotiques, c'est pas automatique !" avait conduit à une diminution de plus de moitié des prescriptions antibiotiques associées aux épidémies de syndromes grippaux dès 2005. Par ailleurs, récemment 17% des prescriptions seraient attribuables aux infections virales des voies respiratoires basses pendant la période hivernale, et près de 38% chez les enfants, dont la moitié attribuables aux bronchiolites. Dans un second temps, nous proposons les processus de Hawkes comme modèles pour les maladies contagieuses et étudions l'impact de l'agrégation des données sur leur estimation. Dans ce contexte, nous développons une méthode d'estimation des paramètres du processus et prouvons que les estimateurs ont de bonnes propriétés asymptotiques. Ces travaux fournissent des outils statistiques pour éviter certains biais dus à l'agrégation de données individuelles pour l'étude de fractions attribuables et de maladies contagieusesEpidemiological 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"
1
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 text
2
Shi, 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 text
3
Cohen, Samy. Doves Among Hawks. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780190947903.001.0001.
Full textAbstract:
What has become of Israel's peace movement? In the early 1980s, it was a major political force, bringing hundreds of thousands onto the streets; but since then, its importance has declined amid spiralling violence. Now, and especially since the second Intifada of 2000–5, the “doves” of the Israel/Palestine conflict struggle to be heard over its 'hawks', and the days of mass mobilization are over. "Doves Among” Hawks charts the successes and failures of a beleaguered peace movement, from its formation after the Six-Day War to the current security-obsessed climate, where Israel's “doves” seem to be fighting a lost and outdated battle. Samy Cohen's history of a peace process that once took on the Israeli settler movements exposes how that cause has been derailed and demoralized by suicide attacks. But the peace movement is not dead—it has simply transformed. From human rights monitors to lobbies of the bereaved, Cohen reveals a multitude of smaller, grassroots organizations that have emerged with unexpected energy. These lawyers, doctors, army reservists, former diplomats and senior security personnel are the unsung heroes of his story.
4
The Global Hawk unmanned aerial vehicle acquisition process: A summary of phase I experience. Santa Monica, CA: RAND, 1997.
Find full text
5
Sommer, G. The Global Hawk Unmanned Aerial Vehicle Acquisition Process : A Summary of Phase 1 Experience (MR809). RAND Corporation, 1996.
Find full text
6
Messmer, 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 textAbstract:
While the direction of thought (or logic) from knowledge to application (ability) is quite justified for cognitive school subjects, other thought and action processes are evident for physical education. Thus, in a sport learn-ing process, the skill comes first and only later the knowledge about it. Knowledge and ability are constitutive for the practice of physical education. This volume brings together contributions that deal with empirical and theoretical aspects of "knowing how" and "knowing that" in sports education and didactics. Many of the contributions are based on papers presented at the annual conference of the DGfE Section Sport Pedagogy 2020, which took place from 1-4 December 2020 in Muttenz near Basel. Other contributions have been written especially for this volume. With contributions by Prof. Dr. Jürg Baumberger, Carolin Bischlager-Imhof, Simone Bislin, Kathrin Bretz, Prof. Dr. Christian Brühwiler, Dr. Sonja Büchel, Prof. Dr. Ilaria Ferrari, Prof. Dr. André Gogoll, Jun.- Prof. Dr. Julia Hapke, Phillipp Hendricks, Prof. Dr. Stefan König, Prof. Dr. Claus Krieger, Felix Kruse, Prof. Dr. Dr. Jürgen Kühnis, Dr. Uta Leber, Prof. Dr. Roland Messmer, Andrea-Maria Nadenbousch Blanc, Dr. Frank Olaf Radtke, Dr. Daniel Rode, Prof. Dr. Marchell Saß, Prof. Dr. Matthias Schierz, Dr. Daniel Schiller, Niklas Schirrmacher, Lara Stamm, Mario Steinberg, Christian Theis, Dr. Nils Ukley, Dr. Jolanda Vogler, Matthias Wittwer, Dennis Wolff and Dr. Benjamin Zander.
7
Keil, Daniel, and Jens Wissel, eds. Staatsprojekt Europa. Nomos Verlagsgesellschaft mbH & Co. KG, 2019. http://dx.doi.org/10.5771/9783748900900.
Full textAbstract:
The EU is often discussed as a new form that is neither a state nor an international organisation, nor an international treaty. In addition, a perspective dominates in which politics is reinterpreted as a problem of administration and experts, and is thus withdrawn from democratic decision-making. This anthology develops a different perspective that is critical of domination in order to understand the EU as a state project in crisis. Whether the multi-scale state apparatus ensemble of the EU will develop into a state with inner coherence, or whether the EU will disintegrate during the current crisis depends on social struggles and power relations. Here, it is crucial whether the neoliberal European state project can be stabilised or whether a new post-neoliberal state project will emerge from these struggles. Otherwise, the disintegration processes will continue to intensify. With contributions by Hans-Jürgen Bieling, Hauke Brunkhorst, Moritz Elliesen, Fabian Georgi, Nicholas Henkel, John Kannankulam, Daniel Keil, Sophie Kempe, Elisabeth Klatzer, Lukas Oberndorfer, Christa Schlager, Etienne Schneider, Felix Syrovatka, Jens Wissel und Stefanie Wöhl.
8
Roessler, Philip, and Harry Verhoeven. Back Against the Wall. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190611354.003.0010.
Full textAbstract:
Through the testimonies of civil administrators and security hawks, this chapter demonstrates the repatriation of nearly a million Rwandans from the camps was not the exorcism Paul Kagame had hoped for, but rather how the opposite was true. The failure to organize screening at the border meant that within months of the return of the refugees the RPF had to confront an insurgency that engulfed the country. With thousands of soldiers deployed in Congo, it could barely stave off the existential menace of the resurgent génocidaires. This context informed how the RPF responded to Kabila’s Katangization. For Kigali, its shrinking influence in Kinshasa was a disaster, as it came just when Kabarebe needed his authority as chief of staff to send Congolese troops to destroy the resurfaced rear bases of the génocidaires in North and South Kivu. The actual divorce was accelerated when intelligence reports began showing the unthinkable was happening: in Kabila’s attempts at escaping Kabarebe’s embrace, his advisors forged links with the génocidaires and supplied them with weapons. This was a point of no return in the security dilemma facing the liberation coalition. Paul Kagame gave the green light to proceed with a regime change strategy in Congo.
9
Zmerli, Sonja, and Ofer Feldman, eds. Politische Psychologie. Nomos Verlagsgesellschaft mbH & Co. KG, 2022. http://dx.doi.org/10.5771/9783748910121.
Full textAbstract:
It is the task of political psychology to examine political behaviour from a psychological or socio-psychological perspective. Its topics include the analysis of political elites, especially their personalities, motives and actions, political leadership, foreign policy decision-making processes, international and ethnic conflicts and their pacification, terrorism, the conditions of collective action, group behaviour, political socialisation and attitudes, stereotypes and prejudices, electoral behaviour, political communication and information processing, media effects and public opinion. In this handbook, which is now available in its 2nd revised and expanded edition, renowned international and German-speaking representatives of political psychology present the thematic spectrum of this sub-discipline in German for the first time. The handbook is aimed at students and teachers of political psychology, political science, psycholo-gy and social psychology as well as all those interested in the topics and theoretical approaches of political psychology. With contributions by Kai Arzheimer, Daniel Bar-Tal, Simon Bein, Klaus Boehnke, Franziska Deutsch, YohananEshel, Ofer Feldman, Stanley Feldman, Cornelia Frank, Henrik Gast, RayneeGutting, Katja Hanke, Sascha Huber, Leonie Huddy, Anke Hufer-Thamm, Rajiv S. Jhangiani, Christian Kandler, Shaul Kimhi, Angela Kindervater, Bernhard Leidner, Mengyao Li, Brian Lickel, Jürgen Maier, Michael F. Meffert, Michaela Pfundmair, Jerrold M. Post, Anna-Maria Renner, Rainer Riemann, Susanne Rippl, Tobias Rothmund, Christian Seipel, Markus Steinbrecher, Peter Suedfeld, Linda R. Tropp, Soli Vered and Sonja Zmerli.
Book chapters on the topic "Hawke Process"
1
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 text
2
Chen, 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 text
3
Brémaud, 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 text
4
Zhou, 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 text
5
Laub, 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 text
6
Laub, 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 text
7
Laub, 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 text
8
Laub, 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 text
9
Laub, 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 text
10
Laub, 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"
1
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 text
2
Xiao, 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 text
3
Cheng, 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 text
4
Zhang, 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 textAbstract:
In this paper, we develop an efficient non-parametric Bayesian estimation of the kernel function of Hawkes processes. The non-parametric Bayesian approach is important because it provides flexible Hawkes kernels and quantifies their uncertainty. Our method is based on the cluster representation of Hawkes processes. Utilizing the stationarity of the Hawkes process, we efficiently sample random branching structures and thus, we split the Hawkes process into clusters of Poisson processes. We derive two algorithms --- a block Gibbs sampler and a maximum a posteriori estimator based on expectation maximization --- and we show that our methods have a linear time complexity, both theoretically and empirically. On synthetic data, we show our methods to be able to infer flexible Hawkes triggering kernels. On two large-scale Twitter diffusion datasets, we show that our methods outperform the current state-of-the-art in goodness-of-fit and that the time complexity is linear in the size of the dataset. We also observe that on diffusions related to online videos, the learned kernels reflect the perceived longevity for different content types such as music or pets videos.
5
Dubey, 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 text
6
Zhang, 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 text
7
Piggott, 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 text
8
Tondulkar, 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 text
9
Nan, 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 text
10
Sha, 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"
1
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