Different approaches to examine inhibiting Hawkes processes: likelihood-based and moment-based

Hawkes processes are widely used in different research fields to study the excitation effects among events, such as earthquakes, neurons membranes, etc. Using a neural network-based approach with a variation of likelihood function as the loss function, we perform intensity and occurrence time predic...

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Bibliographic Details
Main Author: Nguyen, Duong Quynh Chi
Other Authors: Nicolas Privault
Format: Final Year Project
Language:English
Published: Nanyang Technological University 2022
Subjects:
Online Access:https://hdl.handle.net/10356/163166
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Institution: Nanyang Technological University
Language: English