21 citations · 49 across the 11 of their papers we have counts for
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cs.LG2019★ 21 cited
Self-Attentive Hawkes Processes
Qiang Zhang, Aldo Lipani, Omer Kirnap +1
Asynchronous events on the continuous time domain, e.g., social media actions and stock transactions, occur frequently in the world. The ability to recognize occurrence patterns of…
cs.LG2018★ 5 cited
Benchmarking Deep Sequential Models on Volatility Predictions for Financial Time Series
Qiang Zhang, Rui Luo, Yaodong Yang +1
Volatility is a quantity of measurement for the price movements of stocks or options which indicates the uncertainty within financial markets. As an indicator of the level of risk…