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2101.06348
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Exponential Kernels with Latency in Hawkes Processes: Applications in Finance
16 January 2021
M. Carreira
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Papers citing
"Exponential Kernels with Latency in Hawkes Processes: Applications in Finance"
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FaDIn: Fast Discretized Inference for Hawkes Processes with General Parametric Kernels
International Conference on Machine Learning (ICML), 2022
Guillaume Staerman
Cédric Allain
Alexandre Gramfort
Thomas Moreau
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10 Oct 2022
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