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

• 主要作者: Nguyen, Duong Quynh Chi
• 其他作者: Nicolas Privault
• 格式: Final Year Project
• 語言: English
• 出版: Nanyang Technological University 2022
• 主題: Science::Mathematics
• 在線閱讀: 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...