Learning granger causality for non-stationary Hawkes processes
Wei Chen, Jibin Chen, Ruichu Cai, Yuequn Liu, Zhifeng Hao
Topics & Concepts
Granger causalityCausality (physics)EconometricsComputer scienceArtificial intelligenceMachine learningEconomicsPhysicsQuantum mechanicsPoint processes and geometric inequalitiesDiffusion and Search DynamicsMorphological variations and asymmetry