# Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events

> Research article (Quantitative Finance, 2017) · cited 34× · AI/ML

**Wikidata**: [openalex:W2618229020](https://www.wikidata.org/wiki/openalex:W2618229020)  
**Source**: https://4ort.xyz/entity/applications-of-a-multivariate-hawkes-process-to-joint-modeling-of-sentiment-and-market-return-events
