Dataset Groups Activity Stream 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. BibTex: @dataset{Pierre_Blanc_and_Jonathan_Donier_and_Jean-Philippe_Bouchaud_2024, abstract = {The dataset is used to study the properties of the Quadratic Hawkes process, a generalization of the Hawkes process that includes quadratic feedback effects.}, author = {Pierre Blanc and Jonathan Donier and Jean-Philippe Bouchaud}, doi = {10.57702/2zpillr1}, institution = {No Organization}, keyword = {'Financial prices', 'Quadratic Hawkes process', 'Time series analysis'}, month = {dec}, publisher = {TIB}, title = {Quadratic Hawkes processes for financial prices}, url = {https://service.tib.eu/ldmservice/dataset/quadratic-hawkes-processes-for--nancial-prices}, year = {2024} }
