A neural network based model for multi-dimensional non-linear Hawkes processes
DOI10.1016/J.CAM.2024.115889zbMATH Open1540.60089MaRDI QIDQ6567310FDOQ6567310
Authors: Sobin Joseph, Shashi Jain 
Publication date: 4 July 2024
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Hawkes processes with inhibitionneural networks for Hawkes processnon-linear Hawkes processesonline learning for Hawkes processes
Density estimation (62G07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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