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Nathan Kjer
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Understanding Hawkes Processes in Python

Posted on July 10, 2019 (January 18, 2023) by Nathan Kjer

This article has been updated to reflect changes suggested by one of our readers. Thanks Andrew! Full code is at the bottom of the post. New information, released in an instant, can synchronize the behavior of millions of people. This is magnified by the impact of the information, and the transience of its release. Wikipedia…

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Nathan Kjer

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