Online Learning for Mixture of Multivariate Hawkes Processes
| Title: | Online Learning for Mixture of Multivariate Hawkes Processes |
|---|---|
| Authors: | Ghassemi, Mohsen; Dalmasso, Niccolo; Lamba, Simran; Potluru, Vamsi; Balch, Tucker; Shah, Sameena; Veloso, Manuela |
| Source: | Proceedings of the Third ACM International Conference on AI in Finance. :506-513 |
| Availability: | http://dl.acm.org/doi/10.1145/3533271.3561771 |
| Database: | ACM Full-Text Collection |