By Associate Professor Feng Chen

Preprints

Lambe JJ; Chen F; Stindl T; Kwan T-KJ, 2025, 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, 2025, Fitting multivariate Hawkes processes to interval count data with an application to terrorist activity modelling -- a particle Markov chain Monte Carlo approach, 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://arxiv.org/abs/2408.09710v1

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

Xuan H; Maestrini L; Chen F; Grazian C, 2023, Stochastic Variational Inference for GARCH Models, http://dx.doi.org/10.21203/rs.3.rs-3229376/v1

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://arxiv.org/abs/1802.09304v2

Back to profile page