Hawkes processes: theory and financial applications

霍克斯过程：理论和金融应用

• 批准号: 2890474
• 金额: --
• 依托单位: Brunel University London
• 依托单位国家: 英国
• 项目类别: Studentship
• 财政年份: 2023
• 资助国家: 英国
• 起止时间: 2023 至 无数据
• 项目状态: 未结题
• 来源: https://gtr.ukri.org/projects?ref=studentship-2890474
• 关键词: Hawkes; processes; theory; financial; applications

The proposed PhD project aims to introduce a new class of Hawkes processes with infinite activities in any compact interval, investigate their theoretical properties, and explore their financial applications. The project's contributions will advance our understanding of point processes, have implications for the development of new models for analysing real-world phenomena, and lead to improved portfolio optimization and risk management strategies.

该博士项目旨在引入一类在任何紧区间具有无限活动的Hawkes过程，研究其理论性质，并探索其金融应用。该项目的贡献将促进我们对点过程的理解，对分析现实世界现象的新模型的发展有影响，并导致改进的投资组合优化和风险管理策略。