Essays about: "Erik Alpsten"

Found 1 essay containing the words Erik Alpsten.

  1. 1. Modeling News Data Flows using Multivariate Hawkes Processes

    University essay from KTH/Matematisk statistik

    Author : Erik Alpsten; [2018]
    Keywords : ;

    Abstract : This thesis presents a multivariate Hawkes process approach to model flows of news data. The data is divided into classes based on the news' content and sentiment levels, such that each class contains a homogeneous type of observations. The arrival times of news in each class are related to a unique element in the multivariate Hawkes process. READ MORE