---
title: Hawkes Model Parameter Estimation with Recurrent Neural Networks
url: https://www.ml-quant.com/papers/repec/eee-finlet-v-55-y-2023-i-pa-s1544612323002945/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002945
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1544612323002945%3Bh%3Drepec%3Aeee%3Afinlet%3Av%3A55%3Ay%3A2023%3Ai%3Apa%3As1544612323002945
featured: 2023-07-12
citations: unknown
topic: ML & AI Methods
---


# Hawkes Model Parameter Estimation with Recurrent Neural Networks

A recurrent neural network was used to estimate parameters of a Hawkes model using high-frequency financial data, showing faster performance and similar accuracy to traditional methods, allowing for real-time volatility measurement.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1544612323002945%3Bh%3Drepec%3Aeee%3Afinlet%3Av%3A55%3Ay%3A2023%3Ai%3Apa%3As1544612323002945
- Identifier: RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002945
- Released: 2023-07-12
- First featured: Quant Letter No. 7 (2023-07-12): https://www.ml-quant.com/issues/2023-07-12/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: ML & AI Methods

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