41 citations · 64 across the 10 of their papers we have counts for
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physics.soc-ph2016★ 41 cited
Classifying Patents Based on their Semantic Content
Antonin Bergeaud, Yoann Potiron, Juste Raimbault
In this paper, we extend some usual techniques of classification resulting from a large-scale data-mining and network approach. This new technology, which in particular is designed…
q-fin.ST2016
Statistical inference for the doubly stochastic self-exciting process
Simon Clinet, Yoann Potiron
We introduce and show the existence of a Hawkes self-exciting point process with exponentially-decreasing kernel and where parameters are time-varying. The quantity of interest is…
q-fin.ST2016
Local Parametric Estimation in High Frequency Data
Yoann Potiron, Per Mykland
In this paper, we give a general time-varying parameter model, where the multidimensional parameter possibly includes jumps. The quantity of interest is defined as the integrated v…