Testing the causality of Hawkes processes with time reversal (Q4964526): Difference between revisions

@@ Property / author @@
-Damien Challet
@@ Property / author: Damien Challet / rank @@
-Normal rank
@@ Property / author @@
+Damien Challet
@@ Property / author: Damien Challet / rank @@
+Normal rank
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+LBFGS-B
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+MaRDI publication profile
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+W3121498699
@@ Property / OpenAlex ID: W3121498699 / rank @@
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@@ Property / arXiv ID @@
+.08516
@@ Property / arXiv ID: 1709.08516 / rank @@
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@@ Property / cites work @@
+Quadratic Hawkes processes for financial prices
@@ Property / cites work: Quadratic Hawkes processes for financial prices / rank @@
+Normal rank
@@ Property / cites work @@
+Point processes and queues. Martingale dynamics
@@ Property / cites work: Point processes and queues. Martingale dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+A Limited Memory Algorithm for Bound Constrained Optimization
+Normal rank
@@ Property / cites work @@
+An Introduction to the Theory of Point Processes
@@ Property / cites work: An Introduction to the Theory of Point Processes / rank @@
+Normal rank
@@ Property / cites work @@
+A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK
+Normal rank
@@ Property / cites work @@
+An estimation procedure for the Hawkes process
@@ Property / cites work: An estimation procedure for the Hawkes process / rank @@
+Normal rank
@@ Property / cites work @@
+The limits of statistical significance of Hawkes processes fitted to financial data
+Normal rank
@@ Property / cites work @@
+Market heterogeneities and the causal structure of volatility
+Normal rank
@@ Property / cites work @@
+Self-Exciting Point Process Modeling of Crime
@@ Property / cites work: Self-Exciting Point Process Modeling of Crime / rank @@
+Normal rank
@@ Property / cites work @@
+A Simplex Method for Function Minimization
@@ Property / cites work: A Simplex Method for Function Minimization / rank @@
+Normal rank
@@ Property / cites work @@
+On Lewis' simulation method for point processes
@@ Property / cites work: On Lewis' simulation method for point processes / rank @@
+Normal rank
@@ Property / cites work @@
+Integrability of Expected Increments of Point Processes and a Related Random Change of Scale
+Normal rank
@@ Property / cites work @@
+Locally stationary Hawkes processes
@@ Property / cites work: Locally stationary Hawkes processes / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Declustering of Space-Time Earthquake Occurrences
+Normal rank
@@ Property / cites work @@
+Time reversal invariance in finance
@@ Property / cites work: Time reversal invariance in finance / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q130066831
@@ Property / Wikidata QID: Q130066831 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:4964526