Saad Labyad

University of Oxford - Mathematical Institute

PhD Candidate

Radcliffe Observatory, Andrew Wiles Building

Woodstock Rd

Oxford, Oxfordshire OX2 6GG

United Kingdom

University of Oxford - Oxford-Man Institute of Quantitative Finance

PhD Candidate

Eagle House

Walton Well Road

Oxford, Oxfordshire OX2 6ED

United Kingdom

SCHOLARLY PAPERS

1

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232

SSRN CITATIONS

0

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Ideas:
“  My current research interests lie in point processes and their applications to study high frequency financial data.  ”

Scholarly Papers (1)

1.

Gradient-based estimation of linear Hawkes processes with general kernels

Number of pages: 51 Posted: 23 Nov 2021
University of Oxford, University of Oxford - Mathematical Institute and University of Oxford - Mathematical Institute
Downloads 232 (182,450)

Abstract:

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Hawkes processes, stochastic gradient descent, point processes, Monte Carlo methods, adaptive stratified sampling.