Graphs predict earthquakes and stock exchange movement

Series of event streams

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Prof. Embrechts Lecturing at Keio University

Prof. Embrechts from the department of mathematics of ETH Zürich presented his new paper “Hawkes Graphs” for the first time on September 13th at Keio University in Tokyo. This event was part of a series of presentations by Professor Embrechts in different places around Japan. These lectures were organized by Keio’s Stat Math Lab, consisting of three labs specializing in basic and applied research related to statistics.

In summary the paper presented a meaningful way to represent a series of event streams, such as earthquakes or high frequency finance through the elaboration of Hawkes Graphs.
The graphs described in the paper can be used to visualize the relations between different earthquakes in Japan and therefore increase the understanding of the harbinger of coming earthquakes. In his presentation, Prof. Embrechts used as an example a graph showing  the statistic relationship between events at a stock-exchange – the newly visualized relations are non-trivial and are still being interpreted by economists.

Hawkes Graphs

Hawkes Graphs

Hawkes Skeleton

Hawkes Skeleton

The original paper can be downloaded from ETH Zurich’s servers.

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