Dynamical products of experts for modeling financial time series

ICML 2010 - Proceedings, 27th International Conference on Machine Learning

Volumn , Issue , 2010, Pages 207-214

  Chen, Yutian ^a   Welling, Max ^a  

^a Irvine   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CLASS MODELS; FINANCIAL TIME SERIES; GAMMA PROCESS; STOCHASTIC VOLATILITY MODEL; VALUE AT RISK;

FINANCIAL DATA PROCESSING; LEARNING SYSTEMS; TIME SERIES;

STOCHASTIC MODELS;

EID: 77956550580     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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