Telecom fraud detection via hawkes-enhanced sequence model
Detecting frauds from a massive amount of user behavioral data is often regarded as finding
a needle in a haystack. While tremendous efforts have been devoted to fraud detection from …
a needle in a haystack. While tremendous efforts have been devoted to fraud detection from …
Spatiotemporal ETAS model with a renewal main-shock arrival process
We propose a spatiotemporal point process model that enhances the classical Epidemic-
Type Aftershock Sequence (ETAS) model. This is achieved with the introduction of a …
Type Aftershock Sequence (ETAS) model. This is achieved with the introduction of a …
Likelihood based inference for the multivariate renewal Hawkes process
The recent introduction of the renewal Hawkes (RHawkes) process has extended the
modeling capabilities of the classical Hawkes self-exciting process by allowing the …
modeling capabilities of the classical Hawkes self-exciting process by allowing the …
Topology sensing of wireless networks based on Hawkes process
Z Liu, J Sun, F Shen, Z Wang, G Li - Mobile Networks and Applications, 2020 - Springer
With the popularization of wireless heterogeneous networks, it is becoming more and more
important to infer network behavior. Topology sensing, as a fundamental issue in the field of …
important to infer network behavior. Topology sensing, as a fundamental issue in the field of …
Testing for Coincidences between Time Varying Poisson Processes
A Pasha, V Solo - 2022 IEEE 61st Conference on Decision and …, 2022 - ieeexplore.ieee.org
Multivariate point processes have a long history of application to areas such as queueing
theory, neural coding, high frequency finance. However the dominant models exclude …
theory, neural coding, high frequency finance. However the dominant models exclude …
An EM Algorithm for the Time-Variant Vector Hawkes Process
SA Pasha, V Solo, B Godoy - 2020 59th IEEE Conference on …, 2020 - ieeexplore.ieee.org
In recent years the Hawkes model has been applied in diverse application areas ranging
from neural coding, genomics, econometrics to social networks. In the original Hawkes …
from neural coding, genomics, econometrics to social networks. In the original Hawkes …
Adaptive Estimation of a Vector Point Process Mode
SA Pasha, V Solo - 2019 IEEE 58th Conference on Decision …, 2019 - ieeexplore.ieee.org
The mutually-exciting structure of the Hawkes process makes it particularly suitable for
modelling real-world networks in neuroscience, high-frequency finance, genomics and …
modelling real-world networks in neuroscience, high-frequency finance, genomics and …