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Hawkes Processes

3 Pith papers cite this work. Polarity classification is still indexing.

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abstract

Hawkes processes are a particularly interesting class of stochastic process that have been applied in diverse areas, from earthquake modelling to financial analysis. They are point processes whose defining characteristic is that they 'self-excite', meaning that each arrival increases the rate of future arrivals for some period of time. Hawkes processes are well established, particularly within the financial literature, yet many of the treatments are inaccessible to one not acquainted with the topic. This survey provides background, introduces the field and historical developments, and touches upon all major aspects of Hawkes processes.

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UNVERDICTED 3

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Time2Vec: Learning a Vector Representation of Time

cs.LG · 2019-07-11 · unverdicted · novelty 6.0

Time2Vec learns a vector representation of time that improves model performance when used in place of raw time inputs across various models and problems.

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