"Invertibility on the Poisson space and construction of Hawkes processes" by L. Decreusefond (TP)
53:21
"Bidding efficiently in Simultaneous Ascending Auctions using Monte Carlo Tree Search" Pacaud (TP)
49:51
Lagrangian multipliers, normal cones and KKT optimality conditions
1:01:46
Generative models based on point processes for financial time series simulation
1:00:41
“The Mathematics of Percolation” by Prof Hugo Duminil-Copin (Fields Medallist) | 12 Jan 2024
3:08:54
Complex Systems - Jean-Philippe Bouchaud - Lecture 6: Hawkes processes. Networks.
45:13
Lekha Patel - Seminar - "Flexible Hawkes Process Models and Applications"
1:10:16
Poincaré's Probability
1:10:35