Hawkes processes and their applications to finance: a review

By Alan G. Hawkes. 2018

263 citations recorded by the source corpus.

Subfields: Applied Mathematics, Molecular Biology

View Paper: https://www.semanticscholar.org/paper/b4c6b66931d18bf92f7fe50f6ed87a239bb069d9

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. Jennifer L. Castle
2. Georgios Sermpinis
3. Nikolaos Kourentzes
4. Thordis Linda Thorarinsdottir
5. Pierre Pinson
6. Michael P. Clements
7. Konstantinos Nikolopoulos
8. Spyros Makridakis

In Molecular Biology

1. Christoph Bergmeir

Citations in the corpus

• Forecasting: theory and practice (2020, methodology): “By modelling the tension-building-up process using so-called Hawkes processes (Hawkes, 1971, 2018; Hawkes and Oakes, 1974; Ozaki, 1979), one can exploit the similarities between earthquakes and financial crashes.”