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Hawkes processes in finance
The dataset is used to study the properties of the Hawkes process, a self-exciting point process that models the dynamics of financial prices. -
Quadratic Hawkes processes for financial prices
The dataset is used to study the properties of the Quadratic Hawkes process, a generalization of the Hawkes process that includes quadratic feedback effects. -
ARCH-X model
The dataset used in this paper is the ARCH-X model with parameters on the boundary of the parameter space, allowing for non-negativity constraints on some or all of the... -
Stochastic volatility dataset
The dataset used in the paper is a stochastic volatility dataset. -
UCI HAR dataset
The dataset used in this study is the UCI HAR dataset, a collection of acceleration and velocity data from a smartphone's gyroscope. -
Financial data
Financial data: the US Dollar exchange rate with respect to the top 10 international currencies and three precious metals. -
Wave and Tide data
Wave and tide data from the weather stations of Cambermet, Chimet, and Sotonmet, all on the southern coast of the U.K.