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

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

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...