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Dataset

Learn About the Multivariate Hawkes Process in Python With Data From the DJIA 30 Stock Dataset (2018)

By: & Published: 2019 | Product: SAGE Research Methods Datasets Part 2

This dataset is designed for teaching the multivariate Hawkes process. The data are a subset of the 2018 DJIA 30 Stock Time Series dataset, and the example examines the interactions between the time series of daily closing-price of the 30 DJIA stocks from 2006 to 2017. The dataset file is accompanied by a Teaching Guide, a Student Guide, and a How-to Guide for Python.

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