no code implementations • 25 Apr 2024 • Cecilia Aubrun, Rudy Morel, Michael Benzaquen, Jean-Philippe Bouchaud
Cascades of events and extreme occurrences have garnered significant attention across diverse domains such as financial markets, seismology, and social physics.
no code implementations • 28 Dec 2021 • Cecilia Aubrun, Michael Benzaquen, Jean-Philippe Bouchaud
The stability condition for Hawkes processes and their non-linear extensions usually relies on the condition that the mean intensity is a finite constant.