{"656131":{"#nid":"656131","#data":{"type":"event","title":"PhD Defense by Jack Olinde","body":[{"value":"\u003Cp\u003EJack Olinde\u003Cbr \/\u003E\r\n(Advisor: Dr. Martin Short)\u003Cbr \/\u003E\r\nwill defend a doctoral thesis entitled,\u003Cbr \/\u003E\r\nA Self-limiting Hawkes Process: Interpretation, Estimation, and Use in Crime Modeling\u003Cbr \/\u003E\r\nOn\u003Cbr \/\u003E\r\nFriday, April 1st at 1:00 p.m.\u003Cbr \/\u003E\r\nSkiles 268\u003Cbr \/\u003E\r\nAbstract\u003Cbr \/\u003E\r\nMany real life processes that we would like to model have a self-exciting property, i.e. the\u003Cbr \/\u003E\r\noccurrence of one event causes a temporary spike in the probability of other events occurring\u003Cbr \/\u003E\r\nnearby in space and time. Examples of processes that have this property are earthquakes,\u003Cbr \/\u003E\r\ncrime in a neighborhood, or emails within a company. In 1971, Alan Hawkes first used what is\u003Cbr \/\u003E\r\nnow known as the Hawkes process to model such processes. Since then much work has been\u003Cbr \/\u003E\r\ndone on estimating the parameters of a Hawkes process given a data set and creating variants\u003Cbr \/\u003E\r\nof the process for different applications.\u003Cbr \/\u003E\r\nIn this thesis, we propose a new variant of a Hawkes process, called a self-limiting Hawkes\u003Cbr \/\u003E\r\nprocess, that takes into account the effect of police activity on the underlying crime rate and an\u003Cbr \/\u003E\r\nalgorithm for estimating its parameters given a crime data set. We show that the self-limiting\u003Cbr \/\u003E\r\nHawkes process fits real crime data just as well, if not better, than the standard Hawkes model.\u003Cbr \/\u003E\r\nWe also show that the self-limiting Hawkes process fits real financial data at least as well as the\u003Cbr \/\u003E\r\nstandard Hawkes model.\u003Cbr \/\u003E\r\nCommittee\u003Cbr \/\u003E\r\n\u25cf Dr. Martin Short \u0026ndash; School of Mathematics (advisor)\u003Cbr \/\u003E\r\n\u25cf Dr. Sung Ha Kang \u0026ndash; School of Mathematics\u003Cbr \/\u003E\r\n\u25cf Dr. Haomin Zhou \u0026ndash; School of Mathematics\u003Cbr \/\u003E\r\n\u25cf Dr. Wenjing Liao \u0026ndash; School of Mathematics\u003Cbr \/\u003E\r\n\u25cf Dr. Karen Yan \u0026ndash; School of Economics\u003C\/p\u003E\r\n","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"A Self-limiting Hawkes Process: Interpretation, Estimation, and Use in Crime Modeling"}],"uid":"27707","created_gmt":"2022-03-08 20:06:49","changed_gmt":"2022-03-08 20:06:49","author":"Tatianna Richardson","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2022-04-01T14:00:00-04:00","event_time_end":"2022-04-01T16:00:00-04:00","event_time_end_last":"2022-04-01T16:00:00-04:00","gmt_time_start":"2022-04-01 18:00:00","gmt_time_end":"2022-04-01 20:00:00","gmt_time_end_last":"2022-04-01 20:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"221981","name":"Graduate Studies"}],"categories":[],"keywords":[{"id":"100811","name":"Phd Defense"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1788","name":"Other\/Miscellaneous"}],"invited_audience":[{"id":"78761","name":"Faculty\/Staff"},{"id":"78771","name":"Public"},{"id":"78751","name":"Undergraduate students"}],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}}}