Archive · 1 Dec 2025
IIM-Indore Develops Advanced Model for Real-World Events
Prof Aditya Maheshwari from IIM-Indore has created a new math model to study how events influence each other.
This model, called the Tempered Fractional Hawkes Process (TFHP), helps predict things like stock market crashes, cyberattacks, and even how posts go viral on social media.
The model is an improvement over older ones because it considers how the impact of past events fades over time.
This makes predictions more accurate.
The research was published in a famous math journal and can be used in finance, cybersecurity, and supply chain management to better prepare for unexpected events.
IIM-Indore's Prof Aditya Maheshwari co-authored a study introducing the Tempered Fractional Hawkes Process (TFHP).
The study was published in the 'Journal of Mathematical Analysis and Applications'.
TFHP improves upon the Hawkes process by incorporating fractional dynamics and tempering effects.
The model has applications in finance, cybersecurity, supply chain management, and real-time data analysis.
TFHP provides more accurate predictions by considering how the influence of past events diminishes over time.
- Who
- Prof Aditya Maheshwari and co-authors from IIM-Indore
- What
- Developed a new mathematical model called Tempered Fractional Hawkes Process (TFHP) for real-world events
- When
- Published in the Journal of Mathematical Analysis and Applications
- Where
- Indian Institute of Management-Indore (IIM-I), Madhya Pradesh, India
- Why
- To better predict and understand self-exciting events in various high-stakes sectors
- Institution
- Indian Institute of Management-Indore (IIM-I)
- Author
- Prof Aditya Maheshwari
- Study Title
- Tempered Fractional Hawkes Process and its Generalizations
- Journal
- Journal of Mathematical Analysis and Applications
- Model
- Tempered Fractional Hawkes Process (TFHP)
- Applications
- Finance, Cybersecurity, Supply Chain, Algorithmic Trading, Fraud Detection