https://cognaptus.com/tags/hawkes-processes/ Recent content in Hawkes Processes on Cognaptus Hugo -- 0.145.0 en-us Sun, 03 Aug 2025 00:00:00 +0000 https://cognaptus.com/blog/2025-08-03-cleaning-the-book-how-structural-filtering-sharpens-highfrequency-signals/ Sun, 03 Aug 2025 00:00:00 +0000 https://cognaptus.com/blog/2025-08-03-cleaning-the-book-how-structural-filtering-sharpens-highfrequency-signals/ A sharper reading of order-flow filtration: cleaning the visible book barely improves standing-book imbalance, but filtering the parent orders behind executed trades exposes a clearer directional signal.