KTH Matematik |
Tid: 8 juni 2018 kl 13.50-14.25. Seminarierummet F11, Institutionen för matematik, KTH, Lindstedtsvägen 22.Föredragshållare: Erik Alpsten Title: Modeling news data flows using multivariate Hawkes processes Abstract:
This thesis presents a multivariate Hawkes process approach to model flows of news data. The data is divided into classes based on the news' content and sentiment levels, such that each class contains a homogeneous type of observations. The arrival times of news in each class are related to a unique element in the multivariate Hawkes process. Given this framework, the massive and complex flow of information is given a more compact representation that describes the excitation connections between news classes, which in turn can be used to better predict the future flow of news data. Such a model has potential applications in areas such as finance and security. This thesis focuses especially on the different bucket sizes used in the discretization of the time scale as well as the differences in results that these imply. The study uses aggregated news data provided by RavenPack and software implementations are written in Python using the TensorFlow package.
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Sidansvarig: Jimmy Olsson Uppdaterad: 30/5-2018 |