scientific article; zbMATH DE number 6982970

zbMath1473.62012arXiv1707.03003MaRDI QIDQ4558550

Søren V. Poulsen, Philip Deegan, Martin Bompaire, Stéphane Gaïffas, Emmanuel Bacry

Publication date: 22 November 2018

Full work available at URL: https://arxiv.org/abs/1707.03003

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimizationlearningsurvival analysispoint processgeneralized linear modelsHawkes processesPython

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Generalized linear models (logistic models) (62J12) Learning and adaptive systems in artificial intelligence (68T05) Reliability and life testing (62N05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

Related Items (7)

Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Inference of multivariate exponential Hawkes processes with inhibition and application to neuronal activity ⋮ Nonparametric conditional local independence testing ⋮ Sparse estimation for generalized exponential marked Hawkes process ⋮ Tick

Uses Software

• Scikit
• Python
• GitHub

Cites Work

• Unnamed Item
• First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation
• Estimation of slowly decreasing Hawkes kernels: application to high-frequency order book dynamics
• Stochastic Dual Coordinate Ascent Methods for Regularized Loss Minimization
• Statistical models based on counting processes

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