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

Subjects: “…Hawkes process…”
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Non-Markovian Inverse Hawkes Processes by Youngsoo Seol

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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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Quantifying the Endogeneity in Online Donations by Peng Wang, Jinyi Li, Yinjie Ma, Zhiqiang Jiang

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Price Discovery and Market Reflexivity in Agricultural Futures Contracts with Different Maturities by Steffen Volkenand, Günther Filler, Martin Odening

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Modeling Terror Attacks with Self-Exciting Point Processes and Forecasting the Number of Terror Events by Siyi Wang, Xu Wang, Chenlong Li

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Detection of Mutual Exciting Structure in Stock Price Trend Dynamics by Shangzhe Li, Xin Jiang, Junran Wu, Lin Tong, Ke Xu

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Universal scaling behavior and Hawkes process of videos’ views on Bilibili.com by Jiarui Dong, Yuping He, Jiayin Song, Hao Ding, Yixiu Kong

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Assessment of Variability in Irregularly Sampled Time Series: Applications to Mental Healthcare by Pablo Bonilla-Escribano, David Ramírez, Alejandro Porras-Segovia, Antonio Artés-Rodríguez

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A Hawkes Model Approach to Modeling Price Spikes in the Japanese Electricity Market by Bikeri Adline, Kazushi Ikeda

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Entropy-Aware Time-Varying Graph Neural Networks with Generalized Temporal Hawkes Process: Dynamic Link Prediction in the Presence of Node Addition and Deletion by Bahareh Najafi, Saeedeh Parsaeefard, Alberto Leon-Garcia

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Large Deviations for Hawkes Processes with Randomized Baseline Intensity by Youngsoo Seol

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Dynamic heterogeneous network representation learning method based on Hawkes process by CHEN Lei, DENG Kun, LIU Xingyan

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Dynamic heterogeneous network representation learning method based on Hawkes process by CHEN Lei, DENG Kun, LIU Xingyan

Subjects: “…network representation learning;dynamic heterogeneous information network;attention mechanism;meta-path;Hawkes process…”
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