Closed-form modeling of neuronal spike train statistics using multivariate Hawkes cumulants.
Sign Up to like & getrecommendations! Published in 2022 at "Physical review. E"
DOI: 10.1103/physreve.106.054410
Abstract: We derive exact analytical expressions for the cumulants of any orders of neuronal membrane potentials driven by spike trains in a multivariate Hawkes process model with excitation and inhibition. Such expressions can be used for… read more here.
Keywords: form modeling; multivariate hawkes; modeling neuronal; spike train ... See more keywords
Sequential Recommendation Based on Multivariate Hawkes Process Embedding With Attention.
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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
Analysis of Individual High-Frequency Traders’ Buy–Sell Order Strategy Based on Multivariate Hawkes Process
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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