We introduce a multivariate Hawkes process with constraints on its conditional density. It is a multivariate point process with conditional intensity similar to that of a multivariate Hawkes process but certain events are forbidden with respect to boundary conditions on a multidimensional...

Dans l'analyse de données expérimentales, les chercheurs en marketing discrétisent souvent les variables indépendantes de nature quantitative pour tester leur potentiel effet modérateur. A partir d'illustrations concrètes, cet article vise à convaincre des limites d'une telle pratique et...

In our work, we compare the predictive power of different bankruptcy prediction models built on financial indicators calculable from businesses’ accounting data on the database of the first Hungarian bankruptcy model. For modelling, we use data-mining methods often applied in bankruptcy...

We introduce a multivariate Hawkes process with constraints on its conditional density. It is a multivariate point process with conditional intensity similar to that of a multivariate Hawkes process but certain events are forbidden with respect to boundary conditions on a multidimensional...