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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