Spencer Wheatley

Publication Activity (10 Years)

Years Active: 2015-2021
Publications (10 Years): 4

Top Topics

Finite Mixtures

Top Venues

Adv. Complex Syst.

Commun. Nonlinear Sci. Numer. Simul.

Publications

Didier Sornette, Euan Mearns, Spencer Wheatley
Revisiting the Predictability of the Haicheng and Tangshan Earthquakes. Symmetry 13 (7) (2021)
Annette Hofmann, Spencer Wheatley, Didier Sornette
Heavy-Tailed Data Breaches in the Nat-Cat Framework & the Challenge of Insuring Cyber Risks. CoRR (2019)
Didier Sornette, Spencer Wheatley, Peter Cauwels
The Fair Reward Problem: the illusion of Success and How to solve IT. Adv. Complex Syst. 22 (3) (2019)
Spencer Wheatley, Vladimir Filimonov, Didier Sornette
The Hawkes process with renewal immigration & its estimation with an EM algorithm. Comput. Stat. Data Anal. 94 (2016)
Vladimir Filimonov, Spencer Wheatley, Didier Sornette
Effective measure of endogeneity for the Autoregressive Conditional Duration point processes via mapping to the self-excited Hawkes process. Commun. Nonlinear Sci. Numer. Simul. 22 (Issues) (2015)