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In nowadays social networks, a huge volume of content containing rich information, such as reviews, ratings, microblogs, etc., is being generated, consumed and diffused by users all the time. Given the temporal information, we can obtain the event cascade which indicates the time sequence of the arrival of information to users. Many models have been(More)
To capture mean reversion and sharp seasonal spikes observed in electricity prices, this paper develops a new stochastic model for electricity spot prices by time changing the Jump CoxIngersoll-Ross (JCIR) process with a random clock that is a composite of a Gamma subordinator and a deterministic clock with seasonal activity rate. The time-changed JCIR(More)
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