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Hawkes processes: when past events trigger future ones

Add a kick to the intensity every time an event fires, and let it decay back. The result is a point process with realistic clustering — trade arrivals, order-book events, default cascades all look like this.

Method · Hawkes Self Excitation
Intro

A Poisson process arrives at events independently of its past at a constant rate $\mu$. A Hawkes process (Hawkes 1971) adds *self-excitation*: every event bumps the arrival intensity upward by $\alpha$, then the intensity decays back to baseline at rate $\beta$. The result is a point process with built-in clustering — quiet periods, then bursts, then quiet again — that fits trade-arrival, order-book-event, and default-cascade data far better than Poisson. The model has three parameters ($\mu, \alpha, \beta$) and one critical quantity: the branching ratio $\eta = \alpha/\beta$. Below $\eta = 1$ the process is stable; above $\eta = 1$ it explodes; near $\eta = 1$ it scales to rough vol (Jaisson-Rosenbaum 2015), connecting microstructure directly to rough-vol modelling.

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