I’ve learned so much from this channel - always excited for an upload !
Thanks for providing these new set of learning to me...
Man! Your vids are addictive! Keep the great work.
Another gem. This stuff is amazing.
One reason why you may not need the mean arrival rate is that you're working with a mean reverting stochastic process by nature which is range or volatility, thus you're already working with a close to 0 mean process. (Disclaimer: I'm not a mathematician, I just deducted that by logic which may be wrong, please correct me if I am!). Great video thanks!
Fascinating stuff. Thanks for sharing this, I have learned a lot of interesting techniques from your videos.
Wow, well done. Thanks for including the python code.
Bro, you are from different planet...
You need a discord for your community, to discuss such stuff. Awesome video as always!
很有用,期待更多视频。
Good to see you have discovered numpy
I shall develop my own ideation of this now the Hawk-Tuah process.
Really great stuff. I am going to attempt to apply this to options volatility to see if I can find workable signals. Thank you.
awesome work! thanks
thanks for sharing!
Which entries work best with these exits?
Nice work. Keep it up
Have you worked on any generalizations of the simple Hawkes process? Perhaps with iid marks generated from some distribution or with exogeneous nonstationarity in the intensity mu, i.e., modeling mu(t)?
Great content, keep it up ❤
@Gingeey23