NeuroMem-FHP: A Likelihood-Free Deep Learning Framework for Parameter Estimation of Fractional Hawkes Process
arXiv:2607.11177v1 Announce Type: new Abstract: In this paper, we propose deep learning based NeuroMem-FHP framework for estimating the parameters of the fractional Hawkes process (FHP), a self-exciting point process that captures long-range dependence through a fractional Mittag-Leffler excitation kernel. Two neural architectures, namely a Long Short-Term Memory (LSTM) network and a Transformer, are developed to estimate the model parameters $(\mu,\gamma,\alpha,\beta)$ directly from sequences o