搜索页_+C.M.+Hawkes

设为首页

收藏本站

网站地图 | English | 公务邮箱

About the library

Background
History
Leadership
Organization

Readers' Guide

Opening Hours
Collections
Help Via Email

Publications

Electronic Information Resources

外文资源

Wiley电子期刊(1)	NATURE电子期刊(18)	Elsevier电子期刊(545)
SpringerLink电子期刊(68)	GSW全文库(6)	ACS电子期刊(12)

在“Elsevier电子期刊”中，命中：545条，耗时：小于0.01 秒

在所有数据库中总计命中：650条

1.Marked Hawkes process modeling of price dynamics and volatility estimation

作者：Kyungsub Lee^a ; ¹ ; ^{ksublee@yu.ac.kr} ; Byoung Ki Seo^b ; ^{bkseo@unist.ac.kr}

关键词：Tick price dynamics ; Marked Hawkes process ; Volatility ; Ultra-high-frequency data ; Impact of mark

刊名：Journal of Empirical Finance

出版年：2017

2.Redescription of Tuarangisaurus keyesi (Sauropterygia; Elasmosauridae), a key species from the uppermost Cretaceous of the Weddellian Province: Internal skull anatomy and phylogenetic position

作者：Jos&eacute ; P. O'Gorman^a ; ^b ; ^{joseogorman@fcnym.unlp.edu.ar} ; Rodrigo A. Otero^c ; ^{otero2112@gmail.com} ; Norton Hiller^d ; ^{nhiller@canterburymuseum.com} ; John Simes^e ; ^{J.Simes@gns.cri.nz} ; Marianna Terezow^e ; ^{M.Terezow@gns.cri.nz}

关键词：Elasmosauridae ; Weddellian Province ; Upper Cretaceous ; Tuarangisaurus keyesi ; Plesiosauria

刊名：Cretaceous Research

出版年：2017

3.The Hawkes process with renewal immigration & its estimation with an EM algorithm

作者：Spencer Wheatley^a ; ^{swheatley@ethz.ch" class="auth_mail" title="E-mail the corresponding author} ; Vladimir Filimonov^a ; ^{vfilimonov@ethz.ch" class="auth_mail" title="E-mail the corresponding author} ; Didier Sornette^a ; ^b ; ^{dsornette@ethz.ch" class="auth_mail" title="E-mail the corresponding author}

关键词：Hawkes process ; Renewal process ; EM algorithm ; Cluster process ; Branching process

刊名：Computational Statistics & Data Analysis

出版年：2016

4.Structural credit risk modelling with Hawkes jump diffusion processes

作者：Yong Ma^a ; ^{yma@hnu.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; Weidong Xu^b ; ^{weidxu@zju.edu.cn" class="auth_mail" title="E-mail the corresponding author}

关键词：Default clustering ; Hawkes process ; Jump clustering ; Default correlation

刊名：Journal of Computational and Applied Mathematics

出版年：2016

5.A bivariate Hawkes process for interest rate modeling

作者：Donatien Hainaut ^{donatien.hainaut@esc-rennes.fr" class="auth_mail" title="E-mail the corresponding author}

关键词：Hawkes process ; Self and mutually exciting processes ; Interest rate ; Micro-structure ; Yield curve

刊名：Economic Modelling

出版年：2016

6.Violaceous papules and plaques associated with Crohn's disease

作者：Cristian D. Gonzalez ; BS ; BA ; Jason E. Hawkes ; MD ; Marta J. Petersen ; MD ; ^{Marta.Petersen@hsc.utah.edu}

刊名：Journal of the American Academy of Dermatology

出版年：2017

7.A framework for information dissemination in social networks using Hawkes processes

作者：J.C. Louzada Pinto^a ; ^{julio.louzada_pinto@telecom-sudparis.eu" class="auth_mail" title="E-mail the corresponding author}Author Vitae ; T. Chahed^a ; ^{tijani.chahed@telecom-sudparis.eu" class="auth_mail" title="E-mail the corresponding author}Author Vitae ; E. Altman^b ; ^{eitan.altman@inria.fr" class="auth_mail" title="E-mail the corresponding author}Author Vitae

关键词：Information diffusion ; Social networks ; Hawkes processes ; Nonnegative tensor factorization ; Topic models

刊名：Performance Evaluation

出版年：2016

8.Modelling order arrivals at price limits using Hawkes processes

作者：Afshin Haghighi ; ^{haqiqi.afshin@ut.ac.ir" class="auth_mail" title="E-mail the corresponding author} ; Saeid Fallahpour ; Reza Eyvazlu

关键词：Price limits ; Hawkes processes ; Order flow ; High frequency modelling

刊名：Finance Research Letters

出版年：2016

9.Editors’ Welcome

作者：Gavin Giovannoni (Editors in Chief) ; Chris Hawkes ; Fred Lublin ; Emmanuelle Waubant

刊名：Multiple Sclerosis and Related Disorders

出版年：2017

10.Hawkes-diffusion process and the conditional probability of defaults in the Eurozone

作者：Jungmu Kim^a ; Yuen Jung Park^b ; ^{yjpark@hallym.ac.kr" class="auth_mail" title="E-mail the corresponding author} ; Doojin Ryu^c ; ^{sharpjin@skku.edu" class="auth_mail" title="E-mail the corresponding author}

关键词：Contagion effect ; Hawkes-diffusion process ; Credit default swap ; Top-down approach ; Sovereign CDS

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2016

按检索点细分(545)

题名(25)

作者(462)

关键词(17)

文摘(77)

按出版年细分(545)

2027年及以后(13)

2017年(4)

2016年(27)

2015年(15)

2013年(24)

2012年(23)

2011年(33)

2010年(32)

2009年(44)

2008年(32)

2007年(41)

2006年(29)

2005年(29)

2004年(21)

2003年(13)

2002年(27)

2001年(10)

2000年(23)

2000年及以前(105)