Talk page

Title:
Constrained Hawkes processes for modeling limit order books

Speaker:
Francois Roueff

Link:
http://www.birs.ca/events/2014/5-day-workshops/14w5157/videos/watch/201404291330-Roueff.html

Workshop:
Birs- 14w5157: Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, High Dimensional Inference and Beyond