The Elements Of Hawkes Processes
DOWNLOAD eBooks
Download The Elements Of Hawkes Processes PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get The Elements Of Hawkes Processes book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
The Elements Of Hawkes Processes
DOWNLOAD eBooks
Author : Patrick J. Laub
language : en
Publisher: Springer Nature
Release Date : 2022-01-03
The Elements Of Hawkes Processes written by Patrick J. Laub and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-01-03 with Mathematics categories.
Hawkes processes are studied and used in a wide range of disciplines: mathematics, social sciences, and earthquake modelling, to name a few. This book presents a selective coverage of the core and recent topics in the broad field of Hawkes processes. It consists of three parts. Parts I and II summarise and provide an overview of core theory (including key simulation methods) and inference methods, complemented by a selection of recent research developments and applications. Part III is devoted to case studies in seismology and finance that connect the core theory and inference methods to practical scenarios. This book is designed primarily for applied probabilists, statisticians, and machine learners. However, the mathematical prerequisites have been kept to a minimum so that the content will also be of interest to undergraduates in advanced mathematics and statistics, as well as machine learning practitioners. Knowledge of matrix theory with basics of probability theory, including Poisson processes, is considered a prerequisite. Colour-blind-friendly illustrations are included.
Limit Order Books
DOWNLOAD eBooks
Author : Frédéric Abergel
language : en
Publisher: Cambridge University Press
Release Date : 2016-05-09
Limit Order Books written by Frédéric Abergel and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-05-09 with Business & Economics categories.
This text presents different models of limit order books and introduces a flexible open-source library, useful to those studying trading strategies.
From Probability To Finance
DOWNLOAD eBooks
Author : Ying Jiao
language : en
Publisher: Springer Nature
Release Date : 2020-03-20
From Probability To Finance written by Ying Jiao and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-03-20 with Mathematics categories.
This volume presents a collection of lecture notes of mini-courses taught at BICMR Summer School of Financial Mathematics, from May 29 to June 9, 2017. Each chapter is self-contained and corresponds to one mini-course which deals with a distinguished topic, such as branching processes, enlargement of filtrations, Hawkes processes, copula models and valuation adjustment analysis, whereas the global topics cover a wide range of advanced subjects in financial mathematics, from both theoretical and practical points of view. The authors include world-leading specialists in the domain and also young active researchers. This book will be helpful for students and those who work on probability and financial mathematics.
Filtering And Parameter Estimation For Partially Observed Generalized Hawkes Processes
DOWNLOAD eBooks
Author : Anca Patricia Vacarescu
language : en
Publisher: Stanford University
Release Date : 2011
Filtering And Parameter Estimation For Partially Observed Generalized Hawkes Processes written by Anca Patricia Vacarescu and has been published by Stanford University this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with categories.
We consider the nonlinear filtering problem for partially observed Generalized Hawkes Processes, which can be applied in the context of portfolio credit risk. The problem belongs to the larger class of hidden Markov models, where the counting process is observed at discrete points in time and the observations are sparse, while the intensity driving process in unobservable. We construct the conditional distribution of the process given the information filtration and we discuss the analytical and numerical properties of the corresponding filters. In particular, we study the sensitivity of the filters with respect to the parameters of the model, and we obtain a monotonicity result with respect to the jump and the volatility terms driving the intensity. Using the scaled process, we provide necessary and sufficient conditions for the frequency of time observations in terms of the parameters of the model, to ensure a good performance of the filter. We also address the problem of parameter estimation for the Generalized Hawkes Process in the framework of the EM algorithm, and we analyze the effect of the self-exciting feature of our process on the asymptotic and numerical properties of the estimators.
Hawkes Harbor
DOWNLOAD eBooks
Author : S. E. Hinton
language : en
Publisher: Macmillan
Release Date : 2010-04-27
Hawkes Harbor written by S. E. Hinton and has been published by Macmillan this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-04-27 with Fiction categories.
The legendary author of The Outsiders returns with her first new novel in more than fifteen years! An orphan and a bastard, Jamie grew up tough enough to handle almost anything. He survived foreign prisons, smugglers, pirates, gunrunners, and shark attacks. But what he finds in the quote town of Hawkes Harbor, Delaware, was enough to drive him almost insane—and change his life forever. At the Publisher's request, this title is being sold without Digital Rights Management Software (DRM) applied.
An Introduction To The Theory Of Point Processes
DOWNLOAD eBooks
Author : D.J. Daley
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-04-10
An Introduction To The Theory Of Point Processes written by D.J. Daley and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-04-10 with Mathematics categories.
Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns, and stereology, to name but a few areas. The authors have made a major reshaping of their work in their first edition of 1988 and now present their Introduction to the Theory of Point Processes in two volumes with sub-titles Elementary Theory and Models and General Theory and Structure. Volume One contains the introductory chapters from the first edition, together with an informal treatment of some of the later material intended to make it more accessible to readers primarily interested in models and applications. The main new material in this volume relates to marked point processes and to processes evolving in time, where the conditional intensity methodology provides a basis for model building, inference, and prediction. There are abundant examples whose purpose is both didactic and to illustrate further applications of the ideas and models that are the main substance of the text.
Solving The Wiener Hopf Equation
DOWNLOAD eBooks
Author : David Arthur Shnidman
language : en
Publisher:
Release Date : 1965
Solving The Wiener Hopf Equation written by David Arthur Shnidman and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1965 with Communication categories.
The Wiener-Hopf equation is briefly derived and the method of solving, which is believed easiest to use, is presented. The solution is then specialized for the case where the message and input spectral densities are rational functions.
Lectures On The Poisson Process
DOWNLOAD eBooks
Author : Günter Last
language : en
Publisher: Cambridge University Press
Release Date : 2017-10-26
Lectures On The Poisson Process written by Günter Last and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-10-26 with Mathematics categories.
A modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.
A Bright Ray Of Darkness
DOWNLOAD eBooks
Author : Ethan Hawke
language : en
Publisher: Vintage
Release Date : 2021-02-02
A Bright Ray Of Darkness written by Ethan Hawke and has been published by Vintage this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-02-02 with Fiction categories.
The blistering story of a young man making his Broadway debut in Henry IV just as his marriage implodes—a "witty, wise, and heartfelt novel" (Washington Post) about art and love, fame and heartbreak from the acclaimed actor/writer/director. A bracing meditation on fame and celebrity, and the redemptive, healing power of art; a portrait of the ravages of disappointment and divorce; a poignant consideration of the rites of fatherhood and manhood; a novel soaked in rage and sex, longing and despair; and a passionate love letter to the world of theater, A Bright Ray of Darkness showcases Ethan Hawke's gifts as a novelist as never before. Hawke's narrator is a young man in torment, disgusted with himself after the collapse of his marriage, still half hoping for a reconciliation that would allow him to forgive himself and move on as he clumsily, and sometimes hilariously, tries to manage the wreckage of his personal life with whiskey and sex. What saves him is theater: in particular, the challenge of performing the role of Hotspur in a production of Henry IV under the leadership of a brilliant director, helmed by one of the most electrifying—and narcissistic—Falstaff's of all time. Searing, raw, and utterly transfixing, A Bright Ray of Darkness is a novel about shame and beauty and faith, and the moral power of art.
Studies In The Theory Of Random Processes
DOWNLOAD eBooks
Author : A. V. Skorokhod
language : en
Publisher: Courier Corporation
Release Date : 2014-07-28
Studies In The Theory Of Random Processes written by A. V. Skorokhod and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-28 with Mathematics categories.
Three-part treatment introduces basics plus theory of stochastic differential equations and various limit theorems connected with convergence of sequence of Markov chains to Markov process with continuous time. 1965 edition.