结果：找到“hawkes”相关内容60个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
The Elements of Hawkes Processes
1 个回复 - 3032 次查看 【作者(必填)】 【文题(必填)】 The Elements of Hawkes Processes 【年份(必填)】 【全文链接或数据库名称(选填)】https://link.springer.com/book/10.1007/978-3-030-84639-82022-10-16 21:41 - ticket1988 - 求助成功区
1 个回复 - 3032 次查看 【作者(必填)】 【文题(必填)】 The Elements of Hawkes Processes 【年份(必填)】 【全文链接或数据库名称(选填)】https://link.springer.com/book/10.1007/978-3-030-84639-82022-10-16 21:41 - ticket1988 - 求助成功区
非齐次Hawkes模型在传染病实时预测中的应用
1 个回复 - 1710 次查看 【作者(必填)】 邓雪凌 【文题(必填)】非齐次Hawkes模型在传染病实时预测中的应用 【年份(必填)】 【全文链接或数据库名称(选填)】非齐次Hawkes模型在传染病实时预测中的应用--《调研世界》2021年02期 (cnki ...2022-5-8 11:19 - ssylzz - 求助成功区
1 个回复 - 1710 次查看 【作者(必填)】 邓雪凌 【文题(必填)】非齐次Hawkes模型在传染病实时预测中的应用 【年份(必填)】 【全文链接或数据库名称(选填)】非齐次Hawkes模型在传染病实时预测中的应用--《调研世界》2021年02期 (cnki ...2022-5-8 11:19 - ssylzz - 求助成功区
自回归条件内生性的有效度量
基于自激Hawkes过程的持续点过程映射
0 个回复 - 318 次查看 摘要翻译： 为了将自回归条件持续时间(ACD)模型中的内部动力与外生因素区分开来，我们提出了一种有效的内生性度量。受Hawkes模型的启发，这个度量被定义为在总体中由于内部反馈机制而触发的事件的平均分数。在数值模 ...2022-3-24 08:50 - mingdashike22 - Forum
0 个回复 - 318 次查看 摘要翻译： 为了将自回归条件持续时间(ACD)模型中的内部动力与外生因素区分开来，我们提出了一种有效的内生性度量。受Hawkes模型的启发，这个度量被定义为在总体中由于内部反馈机制而触发的事件的平均分数。在数值模 ...2022-3-24 08:50 - mingdashike22 - Forum
对称Hawkes过程的非参数核估计。
高频金融数据的应用
0 个回复 - 338 次查看 摘要翻译： 我们定义了一种数值方法，给出了对称多元Hawkes过程核形状的非参数估计。该方法依赖于Hawkes过程的二阶统计特性，它将过程的协方差矩阵与核矩阵联系起来。利用最小相位恢复方法计算相关函数的平方根。我们 ...2022-3-21 14:55 - nandehutu2022 - Forum
0 个回复 - 338 次查看 摘要翻译： 我们定义了一种数值方法，给出了对称多元Hawkes过程核形状的非参数估计。该方法依赖于Hawkes过程的二阶统计特性，它将过程的协方差矩阵与核矩阵联系起来。利用最小相位恢复方法计算相关函数的平方根。我们 ...2022-3-21 14:55 - nandehutu2022 - Forum
求论文：Energy ETF return jump contagion: a multivariate Hawkes process approach
4 个回复 - 755 次查看 求论文：Energy ETF return jump contagion: a multivariate Hawkes process approach 网址：https://www.tandfonline.com/doi/abs/10.1080/1351847X.2021.1903962 感激不尽！！！2021-6-11 14:06 - shirleyteng - 求助成功区
4 个回复 - 755 次查看 求论文：Energy ETF return jump contagion: a multivariate Hawkes process approach 网址：https://www.tandfonline.com/doi/abs/10.1080/1351847X.2021.1903962 感激不尽！！！2021-6-11 14:06 - shirleyteng - 求助成功区
求文章：Risk Model Based on Compound Hawkes Process
11 个回复 - 1094 次查看 求一篇文章：Risk Model Based on Compound Hawkes Process 作者：Anatoliy Swishchuk 链接：https://onlinelibrary.wiley.com/doi/abs/10.1002/wilm.10662 期刊：Wilmott Volume2018, Issue94March 2018Pages 5 ...2021-5-12 13:39 - shirleyteng - 求助成功区
11 个回复 - 1094 次查看 求一篇文章：Risk Model Based on Compound Hawkes Process 作者：Anatoliy Swishchuk 链接：https://onlinelibrary.wiley.com/doi/abs/10.1002/wilm.10662 期刊：Wilmott Volume2018, Issue94March 2018Pages 5 ...2021-5-12 13:39 - shirleyteng - 求助成功区
求文章：A review on Poisson, Cox, Hawkes, shot-noise Poisson and dynamic
3 个回复 - 596 次查看 求文章：A review on Poisson, Cox, Hawkes, shot-noise Poisson and dynamic contagion process and their compound processes作者：Jiwook Jang, Rosy Oh**Corresponding author for this work Department of Act ...2021-4-18 17:21 - shirleyteng - 求助成功区
3 个回复 - 596 次查看 求文章：A review on Poisson, Cox, Hawkes, shot-noise Poisson and dynamic contagion process and their compound processes作者：Jiwook Jang, Rosy Oh**Corresponding author for this work Department of Act ...2021-4-18 17:21 - shirleyteng - 求助成功区
Structural credit risk modelling with Hawkes jump diffusion processes
3 个回复 - 816 次查看 【作者(必填)】YongMaa[/backcolor]WeidongXub[/backcolor] 【文题(必填)】 Structural credit risk modelling with Hawkes jump diffusion processes【年份(必填)】2016 【全文链接或数据库名称(选填)】http ...2020-6-7 16:18 - ssylzz - 求助成功区
3 个回复 - 816 次查看 【作者(必填)】YongMaa[/backcolor]WeidongXub[/backcolor] 【文题(必填)】 Structural credit risk modelling with Hawkes jump diffusion processes【年份(必填)】2016 【全文链接或数据库名称(选填)】http ...2020-6-7 16:18 - ssylzz - 求助成功区
Transform analysis for Hawkes processes with applications in dark pool trading
2 个回复 - 700 次查看 【作者(必填)】 【文题(必填)】Transform analysis for Hawkes processes with applications in dark pool trading 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/ab ...2020-6-4 20:14 - ssylzz - 求助成功区
2 个回复 - 700 次查看 【作者(必填)】 【文题(必填)】Transform analysis for Hawkes processes with applications in dark pool trading 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/ab ...2020-6-4 20:14 - ssylzz - 求助成功区
Applications of a multivariate Hawkes process
2 个回复 - 802 次查看 【作者(必填)】 Steve Y. Yang, Anqi Liu, Jing Chen & Alan Hawkes 【文题(必填)】 Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events 【年份(必填)】 ...2018-8-7 14:06 - waterup - 求助成功区
2 个回复 - 802 次查看 【作者(必填)】 Steve Y. Yang, Anqi Liu, Jing Chen & Alan Hawkes 【文题(必填)】 Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events 【年份(必填)】 ...2018-8-7 14:06 - waterup - 求助成功区
Hawkes processes and their applications to finance: a review
1 个回复 - 1142 次查看 【作者(必填)】 Alan G. Hawkes 【文题(必填)】 Hawkes processes and their applications to finance: a review 【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10 ...2018-8-7 13:54 - waterup - 求助成功区
1 个回复 - 1142 次查看 【作者(必填)】 Alan G. Hawkes 【文题(必填)】 Hawkes processes and their applications to finance: a review 【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10 ...2018-8-7 13:54 - waterup - 求助成功区
Modelling illiquidity spillovers with Hawkes processes: an application to the so
1 个回复 - 793 次查看 【作者(必填)】 M. Schneider ORCID Icon, F. Lillo & L. Pelizzon 【文题(必填)】 Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market【年份(必填)】 2017 ...2018-1-9 15:21 - waterup - 求助成功区
1 个回复 - 793 次查看 【作者(必填)】 M. Schneider ORCID Icon, F. Lillo & L. Pelizzon 【文题(必填)】 Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market【年份(必填)】 2017 ...2018-1-9 15:21 - waterup - 求助成功区
《红楼梦》英译本 David Hawkes & John Minford: The Story of the Story; epub
5 个回复 - 2867 次查看 It is a somewhat surprising fact that the most popular book in the whole of Chinese literature remained unpublished for nearly thirty years after its author’s death, and exists in several different v ...2017-9-4 10:12 - soopol - 经管书评
5 个回复 - 2867 次查看 It is a somewhat surprising fact that the most popular book in the whole of Chinese literature remained unpublished for nearly thirty years after its author’s death, and exists in several different v ...2017-9-4 10:12 - soopol - 经管书评
求Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps
2 个回复 - 915 次查看 【作者(必填)】Lingjiong Zhu 【文题(必填)】Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://projecteuclid.org/euclid.jap/ ...2016-9-12 16:49 - weilinhy - 求助成功区
2 个回复 - 915 次查看 【作者(必填)】Lingjiong Zhu 【文题(必填)】Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://projecteuclid.org/euclid.jap/ ...2016-9-12 16:49 - weilinhy - 求助成功区
Hawkes processes in finance
1 个回复 - 1862 次查看 In this paper we propose an overview of the recent academic literature devoted to the applications of Hawkes processes in finance. Hawkes processes constitute a particular class of multivariate point ...2015-10-17 07:20 - zhangwc08 - R语言论坛
1 个回复 - 1862 次查看 In this paper we propose an overview of the recent academic literature devoted to the applications of Hawkes processes in finance. Hawkes processes constitute a particular class of multivariate point ...2015-10-17 07:20 - zhangwc08 - R语言论坛
Attribution model in marketing using Hawkes process
1 个回复 - 1264 次查看 http://www.krannert.purdue.edu/faculty/kkarthik/wise12/papers/wise12_submission_100.pdf2015-10-17 05:38 - zhangwc08 - R语言论坛
1 个回复 - 1264 次查看 http://www.krannert.purdue.edu/faculty/kkarthik/wise12/papers/wise12_submission_100.pdf2015-10-17 05:38 - zhangwc08 - R语言论坛
Modeling foreign exchange market activity around macroeconomic news: Hawkes-proc
1 个回复 - 741 次查看 【作者(必填)】 Marcello Rambaldi, Paris Pennesi, and Fabrizio Lillo【文题(必填)】Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach 【年份(必填)】 Phys. Re ...2015-8-2 14:06 - qijiongli - 求助成功区
1 个回复 - 741 次查看 【作者(必填)】 Marcello Rambaldi, Paris Pennesi, and Fabrizio Lillo【文题(必填)】Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach 【年份(必填)】 Phys. Re ...2015-8-2 14:06 - qijiongli - 求助成功区
求正式版Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps
1 个回复 - 957 次查看 【作者(必填)】 【文题(必填)】Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps 【年份(必填)】 [*]J. Appl. Probab. [*]Volume 51, Number 3 (2014), 699-712. 【全文链接或数据库名称 ...2014-12-31 05:58 - ssylzz - 求助成功区
1 个回复 - 957 次查看 【作者(必填)】 【文题(必填)】Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps 【年份(必填)】 [*]J. Appl. Probab. [*]Volume 51, Number 3 (2014), 699-712. 【全文链接或数据库名称 ...2014-12-31 05:58 - ssylzz - 求助成功区
