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:
Online Access:Connect to the full text of this electronic book

MARC

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520 8 |a 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. 
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