Linear normalization attention neural Hawkes process
Author:
Publisher
Springer Science and Business Media LLC
Subject
Artificial Intelligence,Software
Link
https://link.springer.com/content/pdf/10.1007/s00521-022-07821-1.pdf
Reference67 articles.
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3. Aït-Sahalia Y, Cacho-Diaz J, Laeven RJA (2015) Modeling financial contagion using mutually exciting jump processes. J Financ Econ 117(3):585–606
4. Reynaud-Bouret P, Schbath S (2010) Adaptive estimation for Hawkes processes; application to genome analysis. Ann Stat 38(5):2781–2822
5. Mohler GO, Short MB, Brantingham PJ et al (2011) Self-exciting point process modeling of crime. J Am Stat Assoc 106(493):100–108
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