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I. Muni Toke

2 papers hereh-index 462 citations9 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • last author2

Across the 2 of 2 papers where every author was matched, so the position is known.

fields
  • q-fin.TR1
  • stat.ME1

identity via Semantic Scholar / OpenAlex

most citedNeural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets

4 citations · 4 across the 2 of their papers we have counts for

collaborators
Showing q-fin.TRShow all

1 paper · 1 filter

q-fin.TR2024★ 4 cited

Neural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets

Timothée Fabre, Ioane Muni Toke

We propose a novel approach to marked Hawkes kernel inference which we name the moment-based neural Hawkes estimation method. Hawkes processes are fully characterized by their firs…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.