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The identification of Hawkes-like processes can pose significant challenges. Despite substantial amounts of data, standard estimation methods show significant bias or fail to converge. To overcome the
2020
This thesis addresses theoretical and practical aspects of identification and subsequent control of self-exciting point processes. The main contributions correspond to four separate scientific papers.
This paper addresses the issue of interpretability and auditability of reinforcement-learning agents employed in the recovery of unsecured consumer debt. To this end, we develop a deterministic policy