Massil Achab, Emmanuel Bacry, Stéphane Gaïffas, Iacopo Mastromatteo, Jean-François Muzy
Uncovering Causality from Multivariate Hawkes Integrated Cumulants
ICML, 2017.
@inproceedings{ICML-2017-AchabBGMM,
author = "Massil Achab and Emmanuel Bacry and Stéphane Gaïffas and Iacopo Mastromatteo and Jean-François Muzy",
booktitle = "{Proceedings of the 34th International Conference on Machine Learning}",
ee = "http://proceedings.mlr.press/v70/achab17a.html",
pages = "1--10",
publisher = "{PMLR}",
title = "{Uncovering Causality from Multivariate Hawkes Integrated Cumulants}",
year = 2017,
}
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