Neural Hawkes: non-parametric estimation in high dimension and causality analysis in cryptocurrency markets

Authors

Ioane Muni Toke (ORCID: https://orcid.org/0000-0002-0283-8179)
Timothée Fabre (ORCID: https://orcid.org/0000-0002-1303-9620)

Institutions

Université Paris-Saclay (FR)

Publication Details

Journal: Quantitative Finance
Published: 2025-04-07
DOI: https://doi.org/10.1080/14697688.2025.2477673
Citations: 4
Primary Topic: Morphological variations and asymmetry
Type: article
Field-Weighted Citation Impact: 16.35

Funders

Japan Science and Technology Agency

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article

Neural Hawkes: non-parametric estimation in high dimension and causality analysis in cryptocurrency markets

Ioane Muni Toke, Timothée Fabre

Apr 7, 2025

4 citations

Quantitative Finance

Morphological variations and asymmetry

16.35

article

Neural Hawkes: non-parametric estimation in high dimension and causality analysis in cryptocurrency markets

Ioane Muni Toke, Timothée Fabre

April 7, 2025article en

4 citations

Abstract

No abstract available for this paper.

Quantitative FinanceVol. 25(5)

Université Paris-Saclay (FR)

Japan Science and Technology Agency

Openalex Percentile: Top 1%

Morphological variations and asymmetry

16.35

DOI Source OpenAlex

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Neural Hawkes: non-parametric estimation in high dimension and causality analysis in cryptocurrency markets — Ioane Muni Toke, Timothée Fabre · Quantitative Finance (2025) | TGRS Research Map | TGRS