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DSCI350-team3
DSCI350-team3 PublicGroup 3: Britta Anderson, Andre Cachoua Cervello, Billy Chao, Hailey Rosquist, Ceilidh McCallum1
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Hawkes-process-on-gold
Hawkes-process-on-gold PublicUndergraduate paper for Math 467 at the University of Oregon. The project applies a bivariate Hawkes process to 1-minute gold data to model intraday volatility clustering, using normalized candle r…
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