Learn about the multivariate Hawkes process in Python with data from the DJIA 30 Stock dataset (2018) /

This dataset is designed for teaching the multivariate Hawkes process. The data are a subset of the 2018 DJIA 30 Stock Time Series dataset, and the example examines the interactions between the time series of daily closing-price of the 30 DJIA stocks from 2006 to 2017. The dataset file is accompanie...

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Bibliographic Details
Main Author:	Shi, Feng, active 2019 (Author)
Corporate Author:	Odum Institute (Author)
Format:	eBook
Language:	English
Published:	London : SAGE Publications, Ltd., 2019.
Subjects:	System analysis > Data processing. Finance > Econometric models. Dow Jones industrial average. Python (Computer program language) Analyse de systèmes > Informatique. Finances > Modèles économétriques. Indice Dow Jones des valeurs industrielles. Python (Langage de programmation) Dow Jones industrial average Finance > Econometric models System analysis > Data processing
Online Access:	Connect to the full text of this electronic book

Description
Summary:	This dataset is designed for teaching the multivariate Hawkes process. The data are a subset of the 2018 DJIA 30 Stock Time Series dataset, and the example examines the interactions between the time series of daily closing-price of the 30 DJIA stocks from 2006 to 2017. The dataset file is accompanied by a Teaching Guide, a Student Guide, and a How-to Guide for Python.
Physical Description:	1 online resource : illustrations
Bibliography:	Includes bibliographical references and index.
ISBN:	9781526496492 1526496496