Building the BestX Event Risk Model using HawkesProcesses.jl

At BestX we provide analytics for traders to make better decisions in financial markets. We have built an event risk model that measures the level of distress in markets and predicts the probability of further distress. The model is built using a Hawkes process and this talk will demonstrate how we use my HawkesProcesses.jl package to fit, validate and interpret the parameters for these types of models.