Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Order Book Queue Hawkes Markovian Modeling - MaRDI portal

Order Book Queue Hawkes Markovian Modeling (Q6200514)

From MaRDI portal
scientific article; zbMATH DE number 7822811
Language Label Description Also known as
English
Order Book Queue Hawkes Markovian Modeling
scientific article; zbMATH DE number 7822811

    Statements

    title
    Order Book Queue Hawkes Markovian Modeling (English)
    0 references
    author
    Philip E. Protter
    0 references
    Q6200513
    0 references
    Shihao Yang
    0 references
    publication date
    22 March 2024
    0 references
    zbMATH Keywords
    Hawkes process
    0 references
    order book modeling
    0 references
    non-parametric estimation
    0 references
    model selection
    0 references

    Identifiers

    arXiv ID
    2107.09629
    0 references
    DOI
    10.1137/22m1470815
    0 references
    Mathematics Subject Classification ID
    62P05
    0 references
    91G70
    0 references
    60G10
    0 references
    60J05
    0 references
    zbMATH DE Number
    7822811
    0 references
    OpenAlex ID
    W3185585067
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6200514&oldid=37651309"
    Powered by MediaWiki