Using Hawkes Processes in Julia: Finance and More!

07/27/2022, 2:30 PM2:40 PM UTC
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Abstract:

Using HawkesProcesses.jl I'll introduce the theory behind Hawkes process and show how it can be used across many different applications. Hawkes processes in Julia benefit from the speed of the language and composability of the different libraries, as you can easily extend the Hawkes process using other packages without too much difficulty. Plus, by using Pluto notebooks I can build simple interactions that demonstrate the underlying mechanics of the Hawkes process.

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Julia ComputingRelational AIJulius Technology

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Invenia LabsBeacon BiosignalsMetalenzASMLG-ResearchConningPumas AIQuEra Computing Inc.Jeffrey Sarnoff

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