Modeling News Data Flows using Multivariate Hawkes Processes
This thesis presents a multivariate Hawkes process approach to model flows of news data. The data is divided into classes based on the news' content and sentiment levels, such that each class contains a homogeneous type of observations. The arrival times of news in each class are related to a u...
| Main Author: | |
|---|---|
| Format: | Others |
| Language: | English |
| Published: |
KTH, Matematisk statistik
2018
|
| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-229061 |