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Alan Hawkes

  • Professor
  • Swansea University
  • 15h-indexImpact measure calculated using publication and citation counts. Updated daily.
  • 2077CitationsNumber of citations received by Alan's publications. Updated daily.

Research interests

Hawkes processesion channelsStochastic modellingQuantitative Finance

About

Application of Hawkes processes to various problems in empirical finance

Co-authors (41)

Publications (5)

  • Occupancy Times for Markov and Semi-Markov Models in Systems Reliability

    • Hawkes A
    • Cui L
    • Du S
    N/AReaders
    0Citations
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  • Availability of a series system with warm spares

    • Cui L
    • Hawkes A
    N/AReaders
    1Citations
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  • Power spectrum density equation of fluctuating membrane current based on a discrete-time Markov chain model: Application to the analysis of ion channels with two and three states

    • Ebina Y
    • Mukuno M
    • Nakajima K
    • et al.
    N/AReaders
    0Citations
  • A CROSS‐OVER TRIAL WITH CATEGORIZED RESPONSE

    • Hawkes A
    N/AReaders
    0Citations
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  • Spectra of some self-exciting and mutually exciting point processes

    • Hawkes A
    N/AReaders
    374Citations
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Professional experience

Swansea University