Non-Parametric Estimation of Multi-dimensional Marked Hawkes Processes

By Sobin Joseph, Shashi Jain

Published 2024-02-07

Everscope rating

1667.4

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Neural Network-based Estimation. Problem types: Time Series Forecasting, Point Process Modeling.

arXiv:2402.04740 · Code · Paper rankings

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