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

• المؤلف الرئيسي: Nguyen, Duong Quynh Chi
• مؤلفون آخرون: Nicolas Privault
• التنسيق: Final Year Project
• اللغة: English
• منشور في: Nanyang Technological University 2022
• الموضوعات: Science::Mathematics
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/163166

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...