Indore News: IIM-I Pioneers Next-Gen Model For High-Impact Real-World Events
Published on: Dec. 1, 2025, 1 a.m. | Source: Free Press Journal
The authors have introduced the generalized fractional Hawkes process (GFHP) by time-changing the classical Hawkes process using an inverse Lévy subordinator, thereby incorporating fractional dynamics into the model. Crucially, the paper derives the mean, variance, covariance and fractional difference, differential equations governing the newly proposed Tempered Fractional Hawkes Process (TFHP)
