A neural network based model for multi-dimensional non-linear Hawkes processes-Reference-Cited by-同舟云学术

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A neural network based model for multi-dimensional non-linear Hawkes processes

Published:2024-09 Issue: Volume:447 Page:115889
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Joseph Sobin^ORCID,Jain Shashi

Publisher

Elsevier BV

Reference53 articles.

1. Spectra of some self-exciting and mutually exciting point processes;Hawkes;Biometrika,1971

2. Seismicity analysis through point-process modeling: A review;Ogata,1999

3. Extending earthquakes’ reach through cascading;Marsan;Science,2008

4. Quantifying reflexivity in financial markets: Toward a prediction of flash crashes;Filimonov;Phys. Rev. E,2012

5. Hawkes processes in finance;Bacry;Mark. Microstruct. Liquid.,2015

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