Poisson processes can model event distributions that change over time, capturing real-world patterns such as increased activity during peak hours (like morning and night for restaurants) versus lulls during off-peak periods (like early afternoon), which is particularly relevant for modeling market dynamics like trade volume fluctuations throughout trading sessions.
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Poisson Processes Varying Over Time #shortsAjouté :
Really, what we're just saying here is now, not only is the distribution going to change over time as defined by the Poisson process itself, but it's also going to vary over time in the way that we would want it to, for example, change in the morning for a restaurant and at night for a restaurant, just like how we may have a lull in trades in the early afternoon versus at market open.
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