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stat.AP2022★ 1 cited
Estimating Product Cannibalisation in Wholesale using Multivariate Hawkes Processes with Inhibition
Isabella Deutsch, Gordon J. Ross
Product cannibalisation in the marketplace refers to the decrease in the sales of one product due to competition from another product. We examine this phenomenon in a wholesale dat…
stat.AP2020★ 1 cited
ABC Learning of Hawkes Processes with Missing or Noisy Event Times
Isabella Deutsch, Gordon J. Ross
The self-exciting Hawkes process is widely used to model events which occur in bursts. However, many real world data sets contain missing events and/or noisily observed event times…