Apparent Criticality and Calibration Issues in the Hawkes Self-Excited Point Process Model: Application to High-Frequency Financial Data

SSRN Electronic Journal ◽

10.2139/ssrn.2371284 ◽

2013 ◽

Cited By ~ 6

Author(s):

Vladimir Filimonov ◽

Didier Sornette

Keyword(s):

Point Process ◽

High Frequency ◽

Process Model ◽

Financial Data ◽

Model Application ◽

Point Process Model

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Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data

Quantitative Finance ◽

10.1080/14697688.2015.1032544 ◽

2015 ◽

Vol 15 (8) ◽

pp. 1293-1314 ◽

Cited By ~ 32

Author(s):

V. Filimonov ◽

D. Sornette

Keyword(s):

Point Process ◽

High Frequency ◽

Process Model ◽

Financial Data ◽

Model Application ◽

Point Process Model

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A point process model-based framework reveals reinforcement mechanisms in striatum during high frequency STN DBS

2012 IEEE 51st IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2012.6426098 ◽

2012 ◽

Author(s):

Sabato Santaniello ◽

John T. Gale ◽

Erwin B. Montgomery ◽

Sridevi V. Sarma

Keyword(s):

Point Process ◽

High Frequency ◽

Process Model ◽

Point Process Model ◽

Model Based ◽

Stn Dbs

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A Marked Point Process Model For Visual Perceptual Groups Extraction

2020 IEEE International Conference on Visual Communications and Image Processing (VCIP) ◽

10.1109/vcip49819.2020.9301776 ◽

2020 ◽

Author(s):

Amal Mbarki ◽

Mohamed Naouai

Keyword(s):

Point Process ◽

Process Model ◽

Marked Point ◽

Marked Point Process ◽

Point Process Model

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Approximate Bayesian inference for a spatial point process model exhibiting regularity and random aggregation

Scandinavian Journal of Statistics ◽

10.1111/sjos.12509 ◽

2020 ◽

Author(s):

Ninna Vihrs ◽

Jesper Møller ◽

Alan E. Gelfand

Keyword(s):

Bayesian Inference ◽

Point Process ◽

Process Model ◽

Spatial Point Process ◽

Point Process Model ◽

Spatial Point ◽

Approximate Bayesian ◽

Random Aggregation ◽

Approximate Bayesian Inference

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A self‐exciting marked point process model for drought analysis

Environmetrics ◽

10.1002/env.2697 ◽

2021 ◽

Author(s):

Xiaoting Li ◽

Christian Genest ◽

Jonathan Jalbert

Keyword(s):

Point Process ◽

Process Model ◽

Marked Point ◽

Marked Point Process ◽

Drought Analysis ◽

Point Process Model

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Analysing the distribution of synaptic vesicles using a spatial point process model

Proceedings of the 5th ACM Conference on Bioinformatics, Computational Biology, and Health Informatics - BCB '14 ◽

10.1145/2649387.2649404 ◽

2014 ◽

Cited By ~ 3

Author(s):

Mahdieh Khanmohammadi ◽

Rasmus Waagepetersen ◽

Nicoletta Nava ◽

Jens Nyengaard ◽

Jon Sporring

Keyword(s):

Point Process ◽

Synaptic Vesicles ◽

Process Model ◽

Spatial Point Process ◽

Point Process Model ◽

Spatial Point

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Population point process model of antibunched light and its spectrum

Journal of Physics A General Physics ◽

10.1088/0305-4470/22/7/002 ◽

1989 ◽

Vol 22 (7) ◽

pp. L259-L263 ◽

Cited By ~ 2

Author(s):

S K Srinivasan

Keyword(s):

Point Process ◽

Process Model ◽

Point Process Model

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A semiparametric spatiotemporal Hawkes‐type point process model with periodic background for crime data

Journal of the Royal Statistical Society Series A (Statistics in Society) ◽

10.1111/rssa.12429 ◽

2018 ◽

Vol 182 (3) ◽

pp. 919-942 ◽

Cited By ~ 3

Author(s):

Jiancang Zhuang ◽

Jorge Mateu

Keyword(s):

Point Process ◽

Process Model ◽

Point Process Model ◽

Crime Data

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A dynamical point process model of auditory nerve spiking in response to complex sounds

Journal of Computational Neuroscience ◽

10.1007/s10827-009-0146-6 ◽

2009 ◽

Vol 29 (1-2) ◽

pp. 193-201 ◽

Cited By ~ 3

Author(s):

Andrea Trevino ◽

Todd P. Coleman ◽

Jont Allen

Keyword(s):

Point Process ◽

Auditory Nerve ◽

Process Model ◽

Complex Sounds ◽

Point Process Model

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A poisson point process model for coverage analysis of multi-hop cooperative networks

2015 International Wireless Communications and Mobile Computing Conference (IWCMC) ◽

10.1109/iwcmc.2015.7289124 ◽

2015 ◽

Cited By ~ 3

Author(s):

Muhammad Ahsen ◽

Syed Ali Hassan

Keyword(s):

Point Process ◽

Poisson Point Process ◽

Process Model ◽

Cooperative Networks ◽

Point Process Model ◽

Coverage Analysis

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