Improving social harm indices with a modulated Hawkes process
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DOI: 10.1016/j.ijforecast.2018.01.006
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Cited by:
- Tomlinson, Matthew F. & Greenwood, David & Mucha-Kruczyński, Marcin, 2024. "2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns: Out-of-sample comparison of conditional EVT models," International Journal of Forecasting, Elsevier, vol. 40(1), pages 324-347.
- Carter, Jeremy G. & Mohler, George & Raje, Rajeev & Chowdhury, Nahida & Pandey, Saurabh, 2021. "The Indianapolis harmspot policing experiment," Journal of Criminal Justice, Elsevier, vol. 74(C).
- Francesco Serafini & Finn Lindgren & Mark Naylor, 2023. "Approximation of Bayesian Hawkes process with inlabru," Environmetrics, John Wiley & Sons, Ltd., vol. 34(5), August.
- Chiang, Wen-Hao & Liu, Xueying & Mohler, George, 2022. "Hawkes process modeling of COVID-19 with mobility leading indicators and spatial covariates," International Journal of Forecasting, Elsevier, vol. 38(2), pages 505-520.
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