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swMATH26586MaRDI QIDQ38316FDOQ38316

Author name not available (Why is that?)

Official website: https://arxiv.org/abs/1707.03003

Source code repository: https://github.com/X-DataInitiative/tick

Cited In (8)

• Disentangling and quantifying market participant volatility contributions
• Sparse and low-rank multivariate Hawkes processes
• Binarsity: a penalization for one-hot encoded features in linear supervised learning
• PoPPy
• PyHawkes
• THAP
• Sparse estimation for generalized exponential marked Hawkes process
• stlnpp

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