Essays about: "Eskil Andersson"

Found 1 essay containing the words Eskil Andersson.

  1. 1. Modeling market activity using 1D non-homogeneous Hawkes Processes

    University essay from Lunds universitet/Matematisk statistik

    Author : Eskil Andersson; [2017]
    Keywords : Mathematics and Statistics;

    Abstract : This paper can be seen as a light introduction to the study of Hawkes pro- cesses and their applicability in the realms of finance. In particular, this paper is concerned on the topic of modeling market activity and elaborates on how Hawkes processes are superior to non-homogeneous Poisson processes in this re- gard. READ MORE