Hawkes processes: theory and financial applications
Lead Research Organisation:
Brunel University London
Department Name: Mathematics
Abstract
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.
Organisations
People |
ORCID iD |
| QIKANG LIAO (Student) |
Studentship Projects
| Project Reference | Relationship | Related To | Start | End | Student Name |
|---|---|---|---|---|---|
| EP/W524542/1 | 30/09/2022 | 29/09/2028 | |||
| 2890474 | Studentship | EP/W524542/1 | 30/09/2023 | 30/03/2027 | QIKANG LIAO |