{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,12,18]],"date-time":"2025-12-18T09:34:42Z","timestamp":1766050482252,"version":"3.44.0"},"publisher-location":"New York, NY, USA","reference-count":47,"publisher":"ACM","license":[{"start":{"date-parts":[[2023,11,25]],"date-time":"2023-11-25T00:00:00Z","timestamp":1700870400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.acm.org\/publications\/policies\/copyright_policy#Background"}],"content-domain":{"domain":["dl.acm.org"],"crossmark-restriction":true},"short-container-title":[],"published-print":{"date-parts":[[2023,11,27]]},"DOI":"10.1145\/3604237.3626893","type":"proceedings-article","created":{"date-parts":[[2023,11,25]],"date-time":"2023-11-25T18:09:47Z","timestamp":1700935787000},"page":"463-471","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":2,"title":["Efficient Event Series Data Modeling via First-Order Constrained Optimization"],"prefix":"10.1145","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-8121-2720","authenticated-orcid":false,"given":"Niccolo","family":"Dalmasso","sequence":"first","affiliation":[{"name":"J.P. Morgan AI Research, United States"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-8226-9243","authenticated-orcid":false,"given":"Renbo","family":"Zhao","sequence":"additional","affiliation":[{"name":"University of Iowa, United States of America"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-4049-7827","authenticated-orcid":false,"given":"Mohsen","family":"Ghassemi","sequence":"additional","affiliation":[{"name":"J.P. Morgan AI Research, United States"}]},{"ORCID":"https:\/\/orcid.org\/0009-0000-6115-9777","authenticated-orcid":false,"given":"Vamsi","family":"Potluru","sequence":"additional","affiliation":[{"name":"J.P. Morgan AI Research, USA"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-5148-2033","authenticated-orcid":false,"given":"Tucker","family":"Balch","sequence":"additional","affiliation":[{"name":"J.P. Morgan AI Research, United States"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-6738-238X","authenticated-orcid":false,"given":"Manuela","family":"Veloso","sequence":"additional","affiliation":[{"name":"J.P. Morgan AI Research, United States"}]}],"member":"320","published-online":{"date-parts":[[2023,11,25]]},"reference":[{"key":"e_1_3_2_1_1_1","first-page":"1","article-title":"tick: a Python Library for Statistical Learning, with an emphasis on Hawkes Processes and Time-Dependent Models","volume":"18","author":"Bacry Emmanuel","year":"2018","unstructured":"Emmanuel Bacry, Martin Bompaire, Philip Deegan, St\u00e9phane Ga\u00efffas, and S\u00f8ren\u00a0V. Poulsen. 2018. tick: a Python Library for Statistical Learning, with an emphasis on Hawkes Processes and Time-Dependent Models. Journal of Machine Learning Research 18, 214 (2018), 1\u20135. http:\/\/jmlr.org\/papers\/v18\/17-381.html","journal-title":"Journal of Machine Learning Research"},{"key":"e_1_3_2_1_2_1","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2015.1123287"},{"key":"e_1_3_2_1_3_1","doi-asserted-by":"publisher","DOI":"10.1142\/S2382626615500057"},{"key":"e_1_3_2_1_4_1","doi-asserted-by":"publisher","DOI":"10.1287\/moor.2016.0817"},{"key":"e_1_3_2_1_5_1","doi-asserted-by":"publisher","unstructured":"Martin Bompaire Emmanuel Bacry and St\u00e9phane Ga\u00efffas. 2018. Dual optimization for convex constrained objectives without the gradient-Lipschitz assumption. (2018). https:\/\/doi.org\/10.48550\/ARXIV.1807.03545","DOI":"10.48550\/ARXIV.1807.03545"},{"key":"e_1_3_2_1_6_1","volume-title":"Hawkes process modeling of COVID-19 with mobility leading indicators and spatial covariates. medRxiv","author":"Chiang Wen-Hao","year":"2020","unstructured":"Wen-Hao Chiang, Xueying Liu, and George Mohler. 2020. Hawkes process modeling of COVID-19 with mobility leading indicators and spatial covariates. medRxiv (2020)."},{"key":"e_1_3_2_1_7_1","doi-asserted-by":"publisher","unstructured":"Mike Chirico. 2020. Emergency - 911 Calls. https:\/\/doi.org\/10.34740\/KAGGLE\/DSV\/1381403","DOI":"10.34740\/KAGGLE\/DSV\/1381403"},{"volume-title":"Point processes. Vol.\u00a012","author":"Cox David\u00a0Roxbee","key":"e_1_3_2_1_8_1","unstructured":"David\u00a0Roxbee Cox and Valerie Isham. 1980. Point processes. Vol.\u00a012. CRC Press."},{"key":"e_1_3_2_1_9_1","unstructured":"Daryl\u00a0J Daley David Vere-Jones 2003. An introduction to the theory of point processes: volume I: elementary theory and methods. Springer."},{"key":"e_1_3_2_1_10_1","doi-asserted-by":"publisher","DOI":"10.1214\/ECP.v18-2717"},{"key":"e_1_3_2_1_11_1","doi-asserted-by":"publisher","DOI":"10.1109\/TIFS.2020.2970601"},{"key":"e_1_3_2_1_12_1","volume-title":"Shaping social activity by incentivizing users. Advances in neural information processing systems 27","author":"Farajtabar Mehrdad","year":"2014","unstructured":"Mehrdad Farajtabar, Nan Du, Manuel\u00a0Gomez Rodriguez, Isabel Valera, Hongyuan Zha, and Le Song. 2014. Shaping social activity by incentivizing users. Advances in neural information processing systems 27 (2014)."},{"key":"e_1_3_2_1_13_1","doi-asserted-by":"publisher","DOI":"10.1609\/aaai.v33i01.3301517"},{"key":"e_1_3_2_1_14_1","volume-title":"An algorithm for quadratic programming. Naval research logistics quarterly 3, 1-2","author":"Frank Marguerite","year":"1956","unstructured":"Marguerite Frank and Philip Wolfe. 1956. An algorithm for quadratic programming. Naval research logistics quarterly 3, 1-2 (1956), 95\u2013110."},{"key":"e_1_3_2_1_15_1","volume-title":"A time-modulated Hawkes process to model the spread of COVID-19 and the impact of countermeasures. Annual reviews in control 51","author":"Garetto Michele","year":"2021","unstructured":"Michele Garetto, Emilio Leonardi, and Giovanni\u00a0Luca Torrisi. 2021. A time-modulated Hawkes process to model the spread of COVID-19 and the impact of countermeasures. Annual reviews in control 51 (2021), 551\u2013563."},{"key":"e_1_3_2_1_16_1","doi-asserted-by":"publisher","DOI":"10.1145\/3533271.3561771"},{"key":"e_1_3_2_1_17_1","unstructured":"Mohsen Ghassemi Eleonora Krea\u010di\u0107 Niccol\u00f2 Dalmasso Vamsi\u00a0K. Potluru Tucker Balch and Manuela Veloso. 2022. Differentially Private Learning of Hawkes Processes. (2022). https:\/\/arxiv.org\/abs\/2207.13741"},{"key":"e_1_3_2_1_18_1","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2013.803148"},{"key":"e_1_3_2_1_19_1","doi-asserted-by":"publisher","DOI":"10.1140\/epjb\/e2013-40107-3"},{"key":"e_1_3_2_1_20_1","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/58.1.83"},{"key":"e_1_3_2_1_21_1","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2017.1403131"},{"key":"e_1_3_2_1_22_1","volume-title":"A self-correcting point process. Stochastic processes and their applications 8, 3","author":"Isham Valerie","year":"1979","unstructured":"Valerie Isham and Mark Westcott. 1979. A self-correcting point process. Stochastic processes and their applications 8, 3 (1979), 335\u2013347."},{"key":"e_1_3_2_1_23_1","volume-title":"Proceedings of the international AAAI conference on web and social media, Vol.\u00a010","author":"Kobayashi Ryota","year":"2016","unstructured":"Ryota Kobayashi and Renaud Lambiotte. 2016. Tideh: Time-dependent hawkes process for predicting retweet dynamics. In Proceedings of the international AAAI conference on web and social media, Vol.\u00a010. 191\u2013200."},{"key":"e_1_3_2_1_24_1","unstructured":"Jure Leskovec and Andrej Krevl. 2014. SNAP Datasets: Stanford large network dataset collection."},{"key":"e_1_3_2_1_25_1","volume-title":"Exploring Generative Neural Temporal Point Process. Transactions on Machine Learning Research","author":"Lin Haitao","year":"2022","unstructured":"Haitao Lin, Lirong Wu, Guojiang Zhao, Liu Pai, and Stan\u00a0Z. Li. 2022. Exploring Generative Neural Temporal Point Process. Transactions on Machine Learning Research (2022)."},{"key":"e_1_3_2_1_26_1","doi-asserted-by":"publisher","DOI":"10.1137\/16M1099546"},{"key":"e_1_3_2_1_27_1","doi-asserted-by":"publisher","DOI":"10.5555\/2832747.2832763"},{"volume-title":"Persistent cascades and the structure of influence in a communication network. Ph.\u00a0D. Dissertation","author":"Morse T","key":"e_1_3_2_1_28_1","unstructured":"Steven\u00a0T Morse. 2017. Persistent cascades and the structure of influence in a communication network. Ph.\u00a0D. Dissertation. Massachusetts Institute of Technology."},{"key":"e_1_3_2_1_29_1","unstructured":"A. Nemirovskii and D. Yudin. 1979. Efficient methods for large-scale convex problems. Ekonomika i Matematicheskie Metody (in Russian) 15 (1979) 135\u2013152."},{"volume-title":"Introductory Lectures on Convex Optimization: A Basic Course","author":"Nesterov Yu.","key":"e_1_3_2_1_30_1","unstructured":"Yu. Nesterov. 2004. Introductory Lectures on Convex Optimization: A Basic Course. Springer."},{"key":"e_1_3_2_1_31_1","volume-title":"On Lewis","author":"Ogata Yosihiko","year":"1981","unstructured":"Yosihiko Ogata. 1981. On Lewis\u2019 simulation method for point processes. IEEE transactions on information theory 27, 1 (1981), 23\u201331."},{"key":"e_1_3_2_1_32_1","doi-asserted-by":"publisher","DOI":"10.1023\/A:1003403601725"},{"key":"e_1_3_2_1_33_1","doi-asserted-by":"publisher","DOI":"10.1111\/rssc.12277"},{"key":"e_1_3_2_1_34_1","doi-asserted-by":"crossref","unstructured":"Marian-Andrei Rizoiu Young Lee Swapnil Mishra and Lexing Xie. 2017. Hawkes processes for events in social media. In Frontiers of multimedia research. 191\u2013218.","DOI":"10.1145\/3122865.3122874"},{"key":"e_1_3_2_1_35_1","doi-asserted-by":"publisher","DOI":"10.1145\/3178876.3186108"},{"key":"e_1_3_2_1_36_1","volume-title":"Neural temporal point processes: A review. arXiv preprint arXiv:2104.03528","author":"Shchur Oleksandr","year":"2021","unstructured":"Oleksandr Shchur, Ali\u00a0Caner T\u00fcrkmen, Tim Januschowski, and Stephan G\u00fcnnemann. 2021. Neural temporal point processes: A review. arXiv preprint arXiv:2104.03528 (2021)."},{"key":"e_1_3_2_1_37_1","doi-asserted-by":"publisher","DOI":"10.1080\/10556788.2021.1924714"},{"key":"e_1_3_2_1_38_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jbusres.2020.12.028"},{"key":"e_1_3_2_1_39_1","volume-title":"International Conference on Machine Learning. PMLR, 1717\u20131726","author":"Xu Hongteng","year":"2016","unstructured":"Hongteng Xu, Mehrdad Farajtabar, and Hongyuan Zha. 2016. Learning granger causality for hawkes processes. In International Conference on Machine Learning. PMLR, 1717\u20131726."},{"key":"e_1_3_2_1_40_1","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.2014.1952"},{"key":"e_1_3_2_1_41_1","volume-title":"International conference on machine learning. PMLR, 11183\u201311193","author":"Zhang Qiang","year":"2020","unstructured":"Qiang Zhang, Aldo Lipani, Omer Kirnap, and Emine Yilmaz. 2020. Self-attentive Hawkes process. In International conference on machine learning. PMLR, 11183\u201311193."},{"key":"e_1_3_2_1_42_1","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1145\/3544837","article-title":"Differentially private real-time release of sequential data","volume":"26","author":"Zhang Xueru","year":"2022","unstructured":"Xueru Zhang, Mohammad\u00a0Mahdi Khalili, and Mingyan Liu. 2022. Differentially private real-time release of sequential data. ACM Transactions on Privacy and Security 26, 1 (2022), 1\u201329.","journal-title":"ACM Transactions on Privacy and Security"},{"key":"e_1_3_2_1_43_1","volume-title":"An Away-Step Frank-Wolfe Method for Minimizing Logarithmically-Homogeneous Barriers. arXiv preprint arXiv:2305.17808","author":"Zhao Renbo","year":"2023","unstructured":"Renbo Zhao. 2023. An Away-Step Frank-Wolfe Method for Minimizing Logarithmically-Homogeneous Barriers. arXiv preprint arXiv:2305.17808 (2023)."},{"key":"e_1_3_2_1_44_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.orl.2022.11.010"},{"key":"e_1_3_2_1_45_1","doi-asserted-by":"publisher","DOI":"10.1007\/s10107-022-01820-9"},{"key":"e_1_3_2_1_46_1","volume-title":"Proceedings of the Sixteenth International Conference on Artificial Intelligence and Statistics(Proceedings of Machine Learning Research, Vol.\u00a031)","author":"Zhou Ke","year":"2013","unstructured":"Ke Zhou, Hongyuan Zha, and Le Song. 2013. Learning Social Infectivity in Sparse Low-rank Networks Using Multi-dimensional Hawkes Processes. In Proceedings of the Sixteenth International Conference on Artificial Intelligence and Statistics(Proceedings of Machine Learning Research, Vol.\u00a031), Carlos\u00a0M. Carvalho and Pradeep Ravikumar (Eds.). PMLR, Scottsdale, Arizona, USA, 641\u2013649."},{"key":"e_1_3_2_1_47_1","doi-asserted-by":"publisher","DOI":"10.5555\/3524938.3526022"}],"event":{"name":"ICAIF '23: 4th ACM International Conference on AI in Finance","acronym":"ICAIF '23","location":"Brooklyn NY USA"},"container-title":["4th ACM International Conference on AI in Finance"],"original-title":[],"link":[{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3604237.3626893","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/3604237.3626893","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,8,22]],"date-time":"2025-08-22T17:36:16Z","timestamp":1755884176000},"score":1,"resource":{"primary":{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3604237.3626893"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023,11,25]]},"references-count":47,"alternative-id":["10.1145\/3604237.3626893","10.1145\/3604237"],"URL":"https:\/\/doi.org\/10.1145\/3604237.3626893","relation":{},"subject":[],"published":{"date-parts":[[2023,11,25]]},"assertion":[{"value":"2023-11-25","order":3,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}