Interest Rates Term Structure Models Driven by Hawkes Processes.

Guillaume Bernis Matthieu Garcin Simone Scotti Carlo Sgarra

Published in: SIAM J. Financial Math. (2023)

Keyphrases

process model
information retrieval
prior knowledge
probabilistic model
complex systems
statistical models
website
machine learning algorithms
computational models
machine learning
image sequences
data driven
text classification
statistical model
structural information