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Applied Network Science

Table 6 Comparison of models on news prediction task

From: Characterizing financial markets from the event driven perspective

Model

Pred. log likelihood

Standard Hawkes

0.994

Network Hawkes (Erdős-Renyi)

1.087

Network Hawkes (latent distance)

0.695

  1. This table represents errors of three models relative to a homogeneous Poisson process on a task of predicting next news event for a company. Bold value represents which model had the largest improvement in error over baseline
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