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   Articles with "hawkes process" as a keyword



Modeling flight delays by an intensity‐based Hawkes process

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recommendations! Published in 2024 at "Applied Stochastic Models in Business and Industry"

DOI: 10.1002/asmb.2846

Abstract: Two key features of airline departure delays are that they cascade and that there can be exceptional peaks. We model these features using an intensity‐based Hawkes process. Our application to all KLM departure delays at… read more here.

Keywords: intensity based; hawkes process; departure delays; based hawkes ... See more keywords

Ergodic properties of the Hawkes process with a general excitation kernel

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recommendations! Published in 2025 at "Journal of Applied Probability"

DOI: 10.1017/jpr.2025.20

Abstract: Abstract The Hawkes process is a popular candidate for researchers to model phenomena that exhibit a self-exciting nature. The classical Hawkes process assumes the excitation kernel takes an exponential form, thus suggesting that the peak… read more here.

Keywords: excitation kernel; process; properties hawkes; hawkes process ... See more keywords

The rough Hawkes process

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recommendations! Published in 2024 at "Communications in Statistics - Theory and Methods"

DOI: 10.1080/03610926.2024.2389959

Abstract: Abstract This article studies the properties of Hawkes process with a gamma memory kernel and a shape parameter α∈(0,1]. This process, called rough Hawkes process, is nearly unstable since its intensity diverges to +∞ for… read more here.

Keywords: transform; rough hawkes; process; hawkes process ... See more keywords

Estimating the Hawkes Process From a Discretely Observed Sample Path

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recommendations! Published in 2024 at "Journal of Computational and Graphical Statistics"

DOI: 10.1080/10618600.2025.2450463

Abstract: Abstract Estimating the Hawkes process from a discretely observed sample path is challenging due to the intractability of the likelihood in such cases. To overcome this, we employ a state-space representation of the incomplete data… read more here.

Keywords: process discretely; methodology; discretely observed; hawkes process ... See more keywords

Sequential Recommendation via Joint Modeling of Temporal Dynamics With LSTM and Hawkes Process

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recommendations! Published in 2025 at "IEEE Access"

DOI: 10.1109/access.2025.3549636

Abstract: The recommendation system serves as a pivotal component of numerous online systems, playing a crucial role in enhancing user experience. Nevertheless, the majority of these models make the assumption that the user interaction history sequence… read more here.

Keywords: history; lstm hawkes; hawkes process; temporal dynamics ... See more keywords

Topological-Temporal Convolution Transformer Hawkes Process for Causal Structural Learning in Telecom Networks

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recommendations! Published in 2025 at "IEEE Internet of Things Journal"

DOI: 10.1109/jiot.2025.3582307

Abstract: Accurate causal discovery in telecommunication alarm event sequences is crucial for reliable root cause analysis, but presents significant challenges due to complex topological dependencies and inherent alarm redundancy. To address these challenges, we propose the… read more here.

Keywords: topological temporal; convolution; event; transformer ... See more keywords

Sequential Recommendation Based on Multivariate Hawkes Process Embedding With Attention.

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recommendations! Published in 2021 at "IEEE transactions on cybernetics"

DOI: 10.1109/tcyb.2021.3077361

Abstract: Recommender systems are important approaches for dealing with the information overload problem in the big data era, and various kinds of auxiliary information, including time and sequential information, can help improve the performance of retrieval… read more here.

Keywords: attention; multivariate hawkes; sequential recommendation; recommendation ... See more keywords

MUSH: Multi-Stimuli Hawkes Process Based Sybil Attacker Detector for User-Review Social Networks

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recommendations! Published in 2022 at "IEEE Transactions on Network and Service Management"

DOI: 10.1109/tnsm.2022.3186513

Abstract: User-Review Social Networks (URSNs) now become the targets of Sybil attacks, where fake reviews are posted by attackers to raise the reputation of listed services or products. Unlike previous fake accounts on Twitter or Weibo,… read more here.

Keywords: review social; social networks; hawkes process; stimuli hawkes ... See more keywords

Analysis of Individual High-Frequency Traders’ Buy–Sell Order Strategy Based on Multivariate Hawkes Process

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recommendations! Published in 2022 at "Entropy"

DOI: 10.3390/e24020214

Abstract: Traders who instantly react to changes in the financial market and place orders in milliseconds are called high-frequency traders (HFTs). HFTs have recently become more prevalent and attracting attention in the study of market microstructures.… read more here.

Keywords: high frequency; multivariate hawkes; hawkes process; frequency traders ... See more keywords

A dynamic graph Hawkes process based on linear complexity self-attention for dynamic recommender systems

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recommendations! Published in 2023 at "PeerJ Computer Science"

DOI: 10.7717/peerj-cs.1368

Abstract: The dynamic recommender system realizes the real-time recommendation for users by learning the dynamic interest characteristics, which is especially suitable for the scenarios of rapid transfer of user interests, such as e-commerce and social media.… read more here.

Keywords: linear complexity; self attention; hawkes process; dynamic graph ... See more keywords