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About this Physics and Astronomy article

Hawkes Process Model with a Time-dependent Background Rate and Its Application to High-frequency Financial Data by Omi, Takahiro; Hirata, Yoshito; Aihara, Kazuyuki is a Physics and Astronomy article available to read on EtoBox.

It is typically read by researchers, students, and practitioners in Physics and Astronomy.

Author
Omi, Takahiro; Hirata, Yoshito; Aihara, Kazuyuki
Publisher
The American Physical Society; American Physical Society; American Physical Society (APS) (ISSN 1063-651X)
Published
2017
Language
EN
Field
Physics and Astronomy (Physical Sciences)

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