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Showing 1 to 20 of 61 for “"Hawkes"”.
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The Form of John Hawkes' Fiction
Made available in DSpace on 2014-12-10T19:36:04Z (GMT). No. of bitstreams: 1 7524249.pdf: 10555818 bytes, checksum: 8453ccb3d718855a5f03ba75078b0aa0 (MD5) Previous issue date: 1975
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Hawkes processes and some financial applications
… process, which is now more commonly known as the Hawkes process, is a model for a point process on the real line introduced by Hawkes (1971). The distinguishing feature of such processes is that they allow all past `events' to affect the intensity function at the current time. Over the years such …
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Parameter Estimation for Anonymous Hawkes Processes
Hawkes Processes are self-exciting point processes used to model many real-life networks in which an event from one agent causes the rate at which events occur from related agents to increase, such as in earthquake networks or social media. This project investigates the question of finding the …
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COMEDY: THE UNCERTAIN TERRAIN OF JOHN HAWKES
… examines the nature and function of John Hawkes' comic method. Although most critics acknowledge that Hawkes writes comedy, very few of them agree on the moral nature of this comedy. Chapter I examines these differing responses to Hawkes' work and offers an alternative way of evaluating …
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"Singer of Love" : the fiction of John Hawkes
<p>...Thus Hawkes has dramatized and stressed the sexual relationships between men and women. In so doing he clearly diverges from the "traditional" treatment accorded the theme of love in American fiction. Hawkes's fiction does not ignore sexuality or stigmatize it; his novels dwell on it. Eros -- …
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New Spatio-temporal Hawkes Process Models For Social Good
… across events is also getting stronger. Hawkes processes stand out given their ability to capture a wide range of contagion and self-excitation patterns, including the transmission of infectious disease, earthquake aftershock distributions, near-repeat crime patterns, and overdose …
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Merton Investment Problem for the Hawkes-based Risk Model
… risk process is based on the general compound Hawkes process. That means the arrival of claims modeled with a Hawkes process and the modeled claim sizes follow a finite number of fixed jump sizes governed by a Markov chain evolution. The Merton investment problem in insurance is an optimal …
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Boosey & Hawkes: The rise and fall of a wind instrument manufacturing empire
For over 150 years the names Boosey and Hawkes dominated the British music scene, at first independently, and from 1930, in response to the difficult trading conditions of the Depression, as a single firm – Boosey & Hawkes. Although it was run as one company it comprised two divisions – the …
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A modulated renewal Hawkes process and its application to modelling extreme mid-price drops on cryptocurrencies
The Hawkes process was first proposed by Alan G. Hawkes in which the arrival of events exhibits a self-exciting behaviour. One extension of the classical Hawkes process is the renewal Hawkes process, which allows the underlying process for background events to be a renewal process, rather than the …
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Portfolio of original compositions [music] / Graeme John Koehne.
… compositions published commercially by Boosey & Hawkes.
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The treble choral music of Gordon Binkerd: A survey
… music. Seventeen works are published by Boosey & Hawkes, Inc., one is under copyright to Associated Music (a division of G. Shirmer, Inc.), and four are, as of this writing, unpublished.
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Market Simulations with a Matching Engine
… via two seperate simulation techniques — Hawkes processes and agent-based modelling. A 10-variate Hawkes model stress tests the software whilst measuring the extent to which a matching engine can cloud the modelling of underlying order submission and management processes in a …
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Rewriting to reproduce beauty: a comparative case study of Hong Lou Meng
… – The Story of the Stone translated by David Hawkes, and A Dream of Red Mansions translated by Yang Xianyi – to discuss aesthetics in Chinese and Anglophone literature. It asks how we can overcome aesthetic differences in translation between these two languages and cultural systems, and to …
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High-frequency correlation dynamics: Is the Epps effect a bias?
… connected events (proxied using a D-type Hawkes process). We design three experiments using the Epps effect to discriminate the underlying processes. These experiments demonstrate that using a Hawkes representation recovers the empiricism reported in the literature under simulation …
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Learning the magnitude and duration of influence of infections
… we propose modeling incident infections using a Hawkes process, which is a self-exciting stochastic process, encoding the intuition that new infections trigger further infections. Using data from a large urban hospital, we demonstrate that our approach reveals different patterns of infection …
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A Limit Theorem in Cryptography.
… satisfies a certain property. According to Hawkes and O'Connor, the distribution of Λ<sub>π</sub>(Δ<em>x</em>, Δ<em>y</em>) tends to a Poisson distribution with parameter ½ as <em>m</em> → ∞ for all Δ<em>x</em>,Δ<em>y</em> ∈ (<b>Z</b>/<em>q</em><b>Z</b>)<sup><em>m</em></sup> - 0. We give a …
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Toward a Critical Edition of Gordon Jacob's William Byrd Suite: A Comparison of Extant Editions with The Fitzwilliam Virginal Book
… Although the work was reissued by Boosey & Hawkes in 1960 and 1991, many of the original errors remained intact. The sheer amount of inconsistencies causes great difficulties for the musicians involved in the rehearsal process, slowing efficiency and resulting in a frustrating impediment to …
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Causal structure of networks of stochastic processes
… interaction network of mutually exciting linear Hawkes processes. In such processes, a natural notion of functional causality exists between processes that is encoded in their corresponding excitation matrices. We show that such causal interaction network is equivalent to the DIG of the …
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