Hawkes Processes Modeling, Inference and Control: An Overview

• URL: http://arxiv.org/abs/2011.13073v2
• Date: Fri, 1 Jan 2021 18:34:54 GMT
• Title: Hawkes Processes Modeling, Inference and Control: An Overview
• Authors: Rafael Lima
• Abstract summary: Hawkes Processes are a type of point process which models self-excitement among time events. It has been used in a myriad of applications, ranging from finance and earthquakes to crime rates and social network activity analysis.
• Score: 0.0
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Hawkes Processes are a type of point process which models self-excitement among time events. It has been used in a myriad of applications, ranging from finance and earthquakes to crime rates and social network activity analysis.Recently, a surge of different tools and algorithms have showed their way up to top-tier Machine Learning conferences. This work aims to give a broad view of the recent advances on the Hawkes Processes modeling and inference to a newcomer to the field.

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