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Statistical modeling for financial applications : rough volatility, market impact, and Hawkes processes
A 2026 doctoral dissertation presenting statistical methods applied to finance, addressing rough volatility, market impact, and Hawkes-process models. The source record indicates it is a dissertation published on 2026-04-09 but provides no further event details.
Categories: economy-and-trade, science-and-space
Generated scores
Scores are based on the cited reporting and use a 1–10 scale. Read the methodology.
- Confidence
- 4/10
- Geographic reach
- 1/10
- Global importance
- 2/10
- Impact magnitude
- 2/10
- Positivity
- 6/10
- Urgency
- 1/10
Why it matters
The work is relevant to quantitative finance and financial modeling research.

