{"id":657,"date":"2014-02-27T13:00:15","date_gmt":"2014-02-27T12:00:15","guid":{"rendered":"http:\/\/mathfinance.sns.it\/new_site\/?p=657"},"modified":"2015-07-17T13:52:52","modified_gmt":"2015-07-17T12:52:52","slug":"emmanuel-bacry-hawkes-process-and-applications","status":"publish","type":"post","link":"http:\/\/mathfinance.sns.it\/index.php\/emmanuel-bacry-hawkes-process-and-applications\/","title":{"rendered":"Emmanuel Bacry, \u201cHawkes process and applications\u201d"},"content":{"rendered":"<p style=\"text-align: center;\"><span lang=\"IT\">Thursday\u00a0February\u00a027<span style=\"font-size: 12px; line-height: 0px;\">\u00a0<\/span>\u00a02014<\/span><br \/>\n13.00<br \/>\nScuola Normale Superiore<br \/>\nAula\u00a0Bianchi<\/p>\n<p style=\"text-align: center;\"><strong>Emmanuel Bacry<br \/>\n<\/strong>CMAP, UMR 7641 CNRS, Ecole Polytechnique, France<\/p>\n<p style=\"text-align: center;\" align=\"center\"><strong><span lang=\"EN-GB\">Abstract<br \/>\n<\/span><\/strong><\/p>\n<p style=\"text-align: center;\">Hawkes processes are point self-exciting point processes particularly well suited for applications. Introduced in the 70s, that have been used in very various domaines such as high-frequency financial time-series modeling or viral diffusion in social networks.<br \/>\nAfter describing how they are defined and their main properties, we shall discuss some problems linked to parametric estimations (in high dimensions) as well as non parametric estimations. We will present several applications.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Thursday\u00a0February\u00a027\u00a0\u00a02014 13.00 Scuola Normale Superiore Aula\u00a0Bianchi Emmanuel Bacry CMAP, UMR 7641 CNRS, Ecole Polytechnique, France Abstract Hawkes processes are point self-exciting point processes particularly well suited for applications. Introduced in the 70s, that have been used in very various domaines such as high-frequency financial time-series modeling or viral diffusion in social networks. After describing how [&hellip;]<\/p>\n","protected":false},"author":7,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":[],"categories":[13],"tags":[],"_links":{"self":[{"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/posts\/657"}],"collection":[{"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/users\/7"}],"replies":[{"embeddable":true,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/comments?post=657"}],"version-history":[{"count":1,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/posts\/657\/revisions"}],"predecessor-version":[{"id":658,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/posts\/657\/revisions\/658"}],"wp:attachment":[{"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/media?parent=657"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/categories?post=657"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/tags?post=657"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}