Hawkes processes are used for modeling tick-by-tick variations of a single or of a pair of asset prices. For each asset, two counting processes (with stochastic intensities) are a...
Emmanuel Bacry, Sylvain Delattre, Marc Hoffmann, J...
In several contexts and domains, hierarchical agglomerative clustering (HAC) offers best-quality results, but at the price of a high complexity which reduces the size of datasets ...
As large main memory becomes more and more available at reasonable prices, processing speed of large data sets becomes more important than reducing main memory usage of internal d...
We give a graph decomposition technique that creates entirely independent subproblems for graph problems such as coloring and dominating sets that can be solved without synchroniz...
We introduce AuctionExplorer, a suite of tools for exploring databases of online auctions. The suite combines tools for collecting, processing, and interactively exploring auction...
Galit Shmueli, Wolfgang Jank, Aleks Aris, Catherin...