The endo-exo problem in high frequency financial price fluctuations and rejecting criticality
Wheatley, Spencer, Wehrli, Alexander, Sornette, Didier
Published in Quantitative finance (03.07.2019)
Published in Quantitative finance (03.07.2019)
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Journal Article
Effective measure of endogeneity for the Autoregressive Conditional Duration point processes via mapping to the self-excited Hawkes process
Filimonov, Vladimir, Wheatley, Spencer, Sornette, Didier
Published in Communications in nonlinear science & numerical simulation (01.05.2015)
Published in Communications in nonlinear science & numerical simulation (01.05.2015)
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Journal Article
Reassessing the safety of nuclear power
Wheatley, Spencer, Sovacool, Benjamin K., Sornette, Didier
Published in Energy research & social science (01.05.2016)
Published in Energy research & social science (01.05.2016)
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Journal Article
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander, Wheatley, Spencer, Sornette, Didier
Published in Quantitative finance (04.05.2021)
Published in Quantitative finance (04.05.2021)
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Journal Article
The Hawkes process with renewal immigration & its estimation with an EM algorithm
Wheatley, Spencer, Filimonov, Vladimir, Sornette, Didier
Published in Computational statistics & data analysis (01.02.2016)
Published in Computational statistics & data analysis (01.02.2016)
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Journal Article
The ARMA Point Process and its Estimation
Schatz, Michael, Wheatley, Spencer, Sornette, Didier
Published in Econometrics and statistics (01.10.2022)
Published in Econometrics and statistics (01.10.2022)
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Journal Article
Inefficiency and predictability in the Brexit Pound market: a natural experiment
Wu, Ke, Wheatley, Spencer, Sornette, Didier
Published in The European journal of finance (11.02.2021)
Published in The European journal of finance (11.02.2021)
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Journal Article
Effective measure of endogeneity for the Autoregressive Conditional Duration point processes via mapping to the self-excited Hawkes processz
Filimonov, Vladimir, Wheatley, Spencer, Sornette, Didier
Published in Communications in nonlinear science & numerical simulation (01.05.2015)
Published in Communications in nonlinear science & numerical simulation (01.05.2015)
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Journal Article
DEFLECTOR FOR VEHICLE
HANSEN, REN, GOLSCH, KEVIN ANTHONY, KENNEDY, WAYNE, MAYNES, SPENCER WHEATLEY
Year of Publication 28.05.2024
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Year of Publication 28.05.2024
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