Hawke’s Process in a Marketing Context
One of my friends sent me a paper titled, “Path to Purchase: A Mutually Exciting Point Process Model for Online Advertising and Conversion”.
Not knowing most of the marketing jargon in the paper, I had to read it slowly. After going through the paper, I have realized that it is a superb application of point processes to measuring effectiveness of online advertising. In finance, there are tons of papers published that use Hawke’s process for modeling.