Statistics for Hawkes process seminar
Day, hour and place
For all the details about the seminar, you can visit this page.
Contact(s)
Next talks
Statistics for Hawkes process seminar
Tuesday October 14, 2025, 2PM, Salle 16-26-127
Raphael Romero simHawnet: a modified Hawkes process for temporal network simulation
Statistics for Hawkes process seminar
Monday November 3, 2025, 2PM, Jussieu, room Paul Lévy 16-26 second floor
Sophie Jaffard (Dresden, ELBE postdoctoral researcher) To be announced.
Oratrice à Paris
Statistics for Hawkes process seminar
Wednesday December 17, 2025, 10AM, Jussieu, TBA
Tba ANR Happy Manon Costa
2h
Previous talks
Year 2025
Statistics for Hawkes process seminar
Monday September 15, 2025, 2PM, Jussieu, Salle Paul Lévy, 16-26 second floor
Benjamin Massat (IMT Toulouse) Quantification of limit theorems for Hawkes processes
Orateur à Toulouse, via zoom
https://cnrs.zoom.us/j/98293518974?pwd=vEXjhpdIsAfJPWVjyB0zd3QguOLbCf.1
ID de réunion: 982 9351 8974 Code secret: M4umK8
Statistics for Hawkes process seminar
Tuesday April 29, 2025, 9AM, Jussieu, Salle Paul Lévy, 16-26 deuxième étage
Séance Exposés De Doctorants 9 exposants
Accueil café à partir de 9h,
9h30-13h pour les exposés
puis buffet déjeuner jusqu'à 14h
Statistics for Hawkes process seminar
Tuesday March 11, 2025, 11AM, Jussieu, Salle Emile Borel, 15-16 201
Cécilia Mancini (Università di Verona) Warnings about Future Jumps: Properties of the Exponential Hawkes Model
First, using little information, we estimate the probability that an observed jump cluster is not yet exhausted. Second, we make explicit the conditional density of consecutive jump durations and prove that durations stochastically increase. Third, we provide bounds for jump probabilities in consecutive time intervals.
Application to 5-minute US returns shows that cluster depletion probabilities strongly correlate with the expected yearly jump count, and improve forecasts of jumps and realized variance.
Joint work with Rachele Foschi, University of Pisa, and Francesca Lilla, Bank of Italy
Zoom https://cnrs.zoom.us/j/93013031316?pwd=iM0AOy96c52bTkLDu6VaOrO6N3lPaP.1
ID de réunion: 930 1303 1316
Code secret: KkAg4d
Statistics for Hawkes process seminar
Tuesday February 18, 2025, 11AM, Jussieu, Salle Emile Borel, 15-26 201
Antoine Lotz (Université Dauphine) A sparsity test for multivariate Hawkes processes
Statistics for Hawkes process seminar
Tuesday January 14, 2025, 11AM, Jussieu, Salle Emile Borel, 15-26 201
Virginie Loison (INRIA Saclay (Models and Inference for Neuroimaging Data)) UNHaP: Unmixing Noise from Hawkes Process to Model Physiological Events
Year 2024
Statistics for Hawkes process seminar
Tuesday December 10, 2024, 11AM, Jussieu, Salle Emile Borel, 15-26 201
Manon Costa (IMT) Some limit theorem for inhibited Hawkes processes with finite memory.
Statistics for Hawkes process seminar
Tuesday November 12, 2024, 2PM, Jussieu, Salle Emile Borel, 15-26 201
Stefano Spaziani (Université de Nice) Heterogenous multiscale multivariate autoregressive model, sparse estimation and application in neuroscience
Statistics for Hawkes process seminar
Tuesday October 15, 2024, 11AM, Jussieu, Salle Emile Borel, 15-26 201
Fabien Baeriswyl (SU & Lausanne) To be announced.
Statistics for Hawkes process seminar
Tuesday September 24, 2024, 11AM, Jussieu, Salle Emile Borel, 15-26 201
Miguel Martinez Herrera (LPSM, SU) Noisy Hawkes process inference
https://sites.google.com/site/charlottedionblanc/home/resarch/emergence-hawkes