By Associate Professor Feng Chen

Preprints

Lambe JJ; Chen F; Stindl T; Kwan T-KJ, 2026, Neural Networks for Parameter Estimation of the Discretely Observed Hawkes Process, http://dx.doi.org/10.48550/arxiv.2506.01258

Lambe JJ; Chen F; Stindl T; Kwan T-KJ, 2026, Parametric inference for the discretely observed multivariate Hawkes process using particle Markov Chain Monte Carlo, http://dx.doi.org/10.48550/arxiv.2503.18351

Kwan T-KJ; Chen F; Dunsmuir W, 2024, Likelihood inference of the non-stationary Hawkes process with non-exponential kernel, http://dx.doi.org/10.48550/arxiv.2408.09710

Chen F; Kwan J; Stindl T, 2024, Estimating the Hawkes process from a discretely observed sample path, http://dx.doi.org/10.48550/arxiv.2401.11075

Xuan H; Maestrini L; Chen F; Grazian C, 2023, Stochastic Variational Inference for GARCH Models, http://dx.doi.org/10.48550/arxiv.2308.14952

Stindl T; Chen F, 2022, Stochastic declustering of earthquakes with the spatiotemporal RETAS model, http://dx.doi.org/10.48550/arxiv.2207.01816

Stindl T; Chen F, 2021, Spatiotemporal ETAS model with a renewal main-shock arrival process, http://dx.doi.org/10.48550/arxiv.2112.07861

Chen F; Tan WH, 2018, Marked Self-Exciting Point Process Modelling of Information Diffusion on Twitter, http://dx.doi.org/10.48550/arxiv.1802.09304

Xuan H; Maestrini L; Chen F; Grazian C, Stochastic Variational Inference for GARCH Models, http://dx.doi.org/10.21203/rs.3.rs-3229376/v1

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