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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| Format: | Final Year Project |
| Language: | English |
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Nanyang Technological University
2022
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| Online Access: | https://hdl.handle.net/10356/163166 |
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| Institution: | Nanyang Technological University |
| Language: | English |