Related papers: Quantifying Uncertainty in a Predictive Model for …
There is a commonality among contagious diseases, tweets, urban crimes, nuclear reactions, and neuronal firings that past events facilitate the future occurrence of events. The spread of events has been extensively studied such that the…
We generalise the construction of multivariate Hawkes processes to a possibly infinite network of counting processes on a directed graph $\mathbb G$. The process is constructed as the solution to a system of Poisson driven stochastic…
Gun violence and mass shootings are high-profile epidemiological issues facing the United States with questions regarding their contagiousness gaining prevalence in news media. Through the use of nonparametric Hawkes processes, we examine…
The multivariate Hawkes process is a past-dependent point process used to model the relationship of event occurrences between different phenomena.Although the Hawkes process was originally introduced to describe excitation effects, which…
The Hawkes process is a self-exciting sample point process. It has wide applications in finance, social networks, criminology, seismology, and many other fields. With the development of storage technology, data-driven models are attracting…
Using the dynamics of information propagation on a network as our illustrative example, we present and discuss a systematic approach to quantifying heterogeneity and its propagation that borrows established tools from Uncertainty…
Online learning of Hawkes processes has received increasing attention in the last couple of years especially for modeling a network of actors. However, these works typically either model the rich interaction between the events or the latent…
In this paper we consider the modeling of opinion dynamics over time dependent large scale networks. A kinetic description of the agents' distribution over the evolving network is considered which combines an opinion update based on binary…
Modeling the popularity dynamics of an online item is an important open problem in computational social science. This paper presents an in-depth study of popularity dynamics under external promotions, especially in predicting popularity…
Crowdfunding is a powerful tool for individuals or organizations seeking financial support from a vast audience. Despite widespread adoption, managers often lack information about dynamics of their platforms. Hawkes processes have been used…
We investigate how the properties of inhomogeneous patterns of activity, appearing in many natural and social phenomena, depend on the temporal resolution used to define individual bursts of activity. To this end, we consider time series of…
The dynamics of popularity in online media are driven by a combination of endogenous spreading mechanisms and response to exogenous shocks including news and events. However, little is known about the dependence of temporal patterns of…
Learning the influence structure of multiple time series data is of great interest to many disciplines. This paper studies the problem of recovering the causal structure in network of multivariate linear Hawkes processes. In such processes,…
In a diversified context with multiple social networking sites, heterogeneous activity patterns and different user-user relations, the concept of "information cascade" is all but univocal. Despite the fact that such information cascades can…
It is often assumed that events cannot occur simultaneously when modelling data with point processes. This raises a problem as real-world data often contains synchronous observations due to aggregation or rounding, resulting from…
Trade executions for major stocks come in bursts of activity, which can be partly attributed to the presence of self- and mutual excitations endogenous to the system. In this paper, we study transaction reports for five FTSE 100 stocks. We…
Information cascade popularity prediction is a key problem in analyzing content diffusion in social networks. However, current related works suffer from three critical limitations: (1) temporal leakage in current evaluation--random…
This study examine the theoretical and empirical perspectives of the symmetric Hawkes model of the price tick structure. Combined with the maximum likelihood estimation, the model provides a proper method of volatility estimation…
The Hawkes process is a model for counting the number of arrivals to a system which exhibits the self-exciting property - that one arrival creates a heightened chance of further arrivals in the near future. The model, and its…
The Hawkes process is a simple point process with wide applications in finance, social networks, criminology, seismology, and many other fields. The Hawkes process is defined for continuous-time setting. However, data is also recorded in a…