Sep-25-2018, 12:37 AM
I have recently learned about Hawkes process and was trying to use Tick library.
I need help in simulating the Hawkes process.
I just have 1000 events at different timestamps (Unix time). I would like to know how can I fit and simulate the Hawkes process using exp. Kernel? Also, I am not sure how the constants are calculated.
I need help in simulating the Hawkes process.
I just have 1000 events at different timestamps (Unix time). I would like to know how can I fit and simulate the Hawkes process using exp. Kernel? Also, I am not sure how the constants are calculated.