Hawkes Processes Modeling, Inference and Control: An Overview
This work serves as an introductory overview for newcomers to the field of Hawkes Processes, which are relevant for various applications from finance to social networks.
This paper provides an overview of recent advancements in Hawkes Processes, which are point processes modeling self-excitement among time events. It covers modeling and inference techniques, aiming to introduce newcomers to the field.
Hawkes Processes are a type of point process which models self-excitement among time events. It has been used in a myriad of applications, ranging from finance and earthquakes to crime rates and social network activity analysis.Recently, a surge of different tools and algorithms have showed their way up to top-tier Machine Learning conferences. This work aims to give a broad view of the recent advances on the Hawkes Processes modeling and inference to a newcomer to the field.