Hawkes Processes Modeling, Inference and Control: An Overview

11/26/2020

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by   Rafael Lima, et al.

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Hawkes Processes are a type of point process which models self-excitement among time events. It has been used in a myriad of applications, ranging from finance and earthquakes to crime rates and social network activity analysis.Recently, a surge of different tools and algorithms have showed their way up to top-tier Machine Learning conferences. This work aims to give a broad view of the recent advances on the Hawkes Processes modeling and inference to a newcomer to the field.