General Compound Hawkes Processes in Limit Order Books by Anatoliy Swishchuk, Aiden Huffman

Subjects: “…hawkes processes…”
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Normal approximation of compound Hawkes functionals by Khabou, Mahmoud, Privault, Nicolas, Réveillac, Anthony

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Optimal Liquidation, Acquisition and Market Making Problems in HFT under Hawkes Models for LOB by Ana Roldan Contreras, Anatoliy Swishchuk

Subjects: “…Hawkes processes…”
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Modeling user and topic interactions in social networks using Hawkes processes by Julio Cesar Louzada Pinto, Tijani Chahed

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Estimating the impact of imported malaria on local transmission in a near elimination setting: a case study from BhutanResearch in context by Kinley Wangdi, H Juliette T. Unwin, Kinley Penjor, Tsheten Tsheten, Tobgyal, Archie Clements, Darren Gray, Manas Kotepui, Samir Bhatt, Peter Gething

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Transfer Hawkes processes with content information by Li, Tianbo, Wei, Pengfei, Ke, Yiping

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Reactive Point Processes: A New Approach to Predicting Power Failures in Underground Electrical Systems by Ertekin, Seyda, Rudin, Cynthia, McCormick, Tyler H.

Subjects: “…Bayesian analysis, Energy grid reliability, Point processes, Hawkes processes, Time series…”
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Time-inhomogeneous Hawkes processes and its financial applications by Suhyun Lee, Mikyoung Ha, Young-Ju Lee, Youngsoo Seol

Subjects: “…time-inhomogeneous hawkes processes…”
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The Effects of Vent Location, Event Scale, and Time Forecasts on Pyroclastic Density Current Hazard Maps at Campi Flegrei Caldera (Italy) by Andrea Bevilacqua, Andrea Bevilacqua, Augusto Neri, Marina Bisson, Tomaso Esposti Ongaro, Franco Flandoli, Roberto Isaia, Mauro Rosi, Stefano Vitale, Stefano Vitale

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Optimal recovery of unsecured debt via interpretable reinforcement learning by Michael Mark, Naveed Chehrazi, Huanxi Liu, Thomas A. Weber

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Mitigating performance saturation in neural marked point processes : architectures and loss functions by Li, Tianbo, Luo, Tianze, Ke, Yiping, Pan, Sinno Jialin

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Merton Investment Problems in Finance and Insurance for the Hawkes-Based Models by Anatoliy Swishchuk

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HP-LSTM: Hawkes Process–LSTM-Based Detection of DDoS Attack for In-Vehicle Network by Xingyu Li, Ruifeng Li, Yanchen Liu

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Non-Markovian Inverse Hawkes Processes by Youngsoo Seol

Subjects: “…Hawkes process…”
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Bayesian modeling of the temporal evolution of seismicity using the ETAS.inlabru package by Mark Naylor, Francesco Serafini, Francesco Serafini, Finn Lindgren, Ian G. Main

Subjects: “…Hawkes process…”
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A dynamic graph Hawkes process based on linear complexity self-attention for dynamic recommender systems by Zhiwen Hou, Xiaojun Lv, Yuchen Zhou, Lingbin Bu, Qiming Ma, Yifan Wang, Fanliang Bu

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Hawkes processes for understanding heterogeneity in information propagation on Twitter by Liwen Wang, Lin Zhang

Subjects: “…Hawkes process…”
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Analysis of Individual High-Frequency Traders’ Buy–Sell Order Strategy Based on Multivariate Hawkes Process by Hiroki Watari, Hideki Takayasu, Misako Takayasu

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Classifying Insurance Reserve Period via Claim Frequency Domain Using Hawkes Process by Adhitya Ronnie Effendie, Kariyam, Aisya Nugrafitra Murti, Marfelix Fernaldy Angsari, Gunardi

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Causal Discovery in High-Dimensional Point Process Networks with Hidden Nodes by Xu Wang, Ali Shojaie

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