642 citations · 889 across the 5 of their papers we have counts for
3 papers · 1 filter
Systematic comparison of deep generative models applied to multivariate financial time series
Howard Caulfield, James P. Gleeson
Financial time series (FTS) generation models are a core pillar to applications in finance. Risk management and portfolio optimization rely on realistic multivariate price generati…
Self-reinforcing cascades: A spreading model for beliefs or products of varying intensity or quality
Laurent Hébert-Dufresne, Juniper Lovato, Giulio Burgio +3
Models of how things spread often assume that transmission mechanisms are fixed over time. However, social contagions--the spread of ideas, beliefs, innovations--can lose or gain i…
Time-dependent influence metric for cascade dynamics on networks
James P. Gleeson, Ailbhe Cassidy, Daniel Giles +1
An algorithm for efficiently calculating the expected size of single-seed cascade dynamics on networks is proposed and tested. The expected size is a time-dependent quantity and so…