[Theory Seminar] Richard Shea

December 11, 2019 @ 12:00 pm – 1:00 pm

Speaker: Richard Shea

Affiliation: Applied and Computational Math program, Johns Hopkins University

Title: Progress towards building a Dynamic Hawkes Graph


This talk will introduce the Dynamic Hawkes Graph.  It builds from developments in multivariate Hawkes Processes, locally stable Hawkes distributions, and representations of the Hawkes process as an Integer Valued autoregressive (INAR) fit.  The background to enable understanding of the Dynamic Hawkes Graph will be the bulk of the talk. Richard is presenting this as part of his Master’s thesis.