Parameter Estimation of Binned Hawkes Processes
Research on parameter estimation methods for point processes with binned observations, published in JCGS.
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I'm the Founder of Nightingale Research, and Head of Research at Alpha Level. With a PhD in Statistics from Imperial College London, I specialise in turning cutting-edge AI research into real-world solutions, be it algorithms that cut cyber security false positives by up to 90%, to leading electricity price forecasts for energy trading.
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Research on parameter estimation methods for point processes with binned observations, published in JCGS.
Read Paper →Generalising parameter estimation to the multivariate case using MC-EM, published in Statistics and Computing.
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