Mohsen Ghassemi, Niccolò Dalmasso, Simran Lamba, Vamsi K. Potluru, Tucker Balch, Sameena Shah, Manuela Veloso. Online Learning for Mixture of Multivariate Hawkes Processes. In Daniele Magazzeni, Senthil Kumar, Rahul Savani, Renyuan Xu, Carmine Ventre, Blanka Horvath, Ruimeng Hu, Tucker Balch, Francesca Toni, editors, 3rd ACM International Conference on AI in Finance, ICAIF 2022, New York, NY, USA, November 2-4, 2022. pages 506-513, ACM, 2022. [doi]
Abstract is missing.