Sökning: "Erik Alpsten"

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  1. 1. Modeling News Data Flows using Multivariate Hawkes Processes

    Master-uppsats, KTH/Matematisk statistik

    Författare :Erik Alpsten; [2018]
    Nyckelord :;

    Sammanfattning : This thesis presents a multivariate Hawkes process approach to model flows of news data. The data is divided into classes based on the news' content and sentiment levels, such that each class contains a homogeneous type of observations. The arrival times of news in each class are related to a unique element in the multivariate Hawkes process. LÄS MER