Learning Multivariate Hawkes Process via Graph Recurrent Neural Network-Reference-Cited by-同舟云学术

Learning Multivariate Hawkes Process via Graph Recurrent Neural Network

Published:2023-08-04 Issue: Volume: Page:
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Container-title:Proceedings of the 29th ACM SIGKDD Conference on Knowledge Discovery and Data Mining
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Author:

Yoon Kanghoon¹^ORCID,Im Youngjun²^ORCID,Choi Jingyu³^ORCID,Jeong Taehwan³^ORCID,Park Jinkyoo⁴^ORCID

Affiliation:

1. KAIST ISysE, Daejeon, Republic of Korea

2. KAIST AI, Daejeon, Republic of Korea

3. Shinhan Card, Seoul, Republic of Korea

4. KAIST AI & ISysE, Daejeon, Republic of Korea

Funder

Shinhan Card

Publisher

ACM

Link

https://dl.acm.org/doi/pdf/10.1145/3580305.3599857

Reference19 articles.

1. Debarun Bhattacharjya , Dharmashankar Subramanian , and Tian Gao . 2018. Proximal graphical event models. Advances in Neural Information Processing Systems 31 ( 2018 ). Debarun Bhattacharjya, Dharmashankar Subramanian, and Tian Gao. 2018. Proximal graphical event models. Advances in Neural Information Processing Systems 31 (2018).

2. Shizhe Chen , Ali Shojaie , Eric Shea-Brown , and Daniela Witten . 2017. The multivariate Hawkes process in high dimensions: Beyond mutual excitation. arXiv preprint arXiv:1707.04928 ( 2017 ). Shizhe Chen, Ali Shojaie, Eric Shea-Brown, and Daniela Witten. 2017. The multivariate Hawkes process in high dimensions: Beyond mutual excitation. arXiv preprint arXiv:1707.04928 (2017).

3. Recurrent Marked Temporal Point Processes

4. Ambedkar Dukkipati , Tony Gracious , and Shubham Gupta . 2021. CoviHawkes: Temporal Point Process and Deep Learning based Covid-19 forecasting for India. arXiv preprint arXiv:2109.06056 ( 2021 ). Ambedkar Dukkipati, Tony Gracious, and Shubham Gupta. 2021. CoviHawkes: Temporal Point Process and Deep Learning based Covid-19 forecasting for India. arXiv preprint arXiv:2109.06056 (2021).

5. Paul Embrechts , Thomas Liniger , and Lu Lin . 2011. Multivariate Hawkes processes: an application to financial data. Journal of Applied Probability 48 , A ( 2011 ), 367--378. Paul Embrechts, Thomas Liniger, and Lu Lin. 2011. Multivariate Hawkes processes: an application to financial data. Journal of Applied Probability 48, A (2011), 367--378.

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