Learning Multivariate Hawkes Process via Graph Recurrent Neural Network

Kanghoon Yoon, Youngjun Im, Jingyu Choi, Taehwan Jeong, Jinkyoo Park. Learning Multivariate Hawkes Process via Graph Recurrent Neural Network. In Ambuj Singh, Yizhou Sun, Leman Akoglu, Dimitrios Gunopulos, Xifeng Yan, Ravi Kumar 0001, Fatma Ozcan, Jieping Ye, editors, Proceedings of the 29th ACM SIGKDD Conference on Knowledge Discovery and Data Mining, KDD 2023, Long Beach, CA, USA, August 6-10, 2023. pages 5451-5462, ACM, 2023. [doi]

Abstract

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